CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 20-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2007 |
20-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9988 |
2.0009 |
0.0021 |
0.1% |
1.9880 |
High |
1.9988 |
2.0009 |
0.0021 |
0.1% |
2.0033 |
Low |
1.9980 |
2.0009 |
0.0029 |
0.1% |
1.9880 |
Close |
1.9994 |
2.0009 |
0.0015 |
0.1% |
2.0009 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0153 |
ATR |
0.0054 |
0.0051 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
37 |
50 |
13 |
35.1% |
688 |
|
Daily Pivots for day following 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0009 |
2.0009 |
2.0009 |
|
R3 |
2.0009 |
2.0009 |
2.0009 |
|
R2 |
2.0009 |
2.0009 |
2.0009 |
|
R1 |
2.0009 |
2.0009 |
2.0009 |
2.0009 |
PP |
2.0009 |
2.0009 |
2.0009 |
2.0009 |
S1 |
2.0009 |
2.0009 |
2.0009 |
2.0009 |
S2 |
2.0009 |
2.0009 |
2.0009 |
|
S3 |
2.0009 |
2.0009 |
2.0009 |
|
S4 |
2.0009 |
2.0009 |
2.0009 |
|
|
Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0433 |
2.0374 |
2.0093 |
|
R3 |
2.0280 |
2.0221 |
2.0051 |
|
R2 |
2.0127 |
2.0127 |
2.0037 |
|
R1 |
2.0068 |
2.0068 |
2.0023 |
2.0098 |
PP |
1.9974 |
1.9974 |
1.9974 |
1.9989 |
S1 |
1.9915 |
1.9915 |
1.9995 |
1.9945 |
S2 |
1.9821 |
1.9821 |
1.9981 |
|
S3 |
1.9668 |
1.9762 |
1.9967 |
|
S4 |
1.9515 |
1.9609 |
1.9925 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.0033 |
1.9880 |
0.0153 |
0.8% |
0.0002 |
0.0% |
84% |
False |
False |
137 |
10 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0011 |
0.1% |
95% |
False |
False |
170 |
20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0005 |
0.0% |
95% |
False |
False |
219 |
40 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
97% |
False |
False |
127 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
97% |
False |
False |
85 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
97% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0009 |
2.618 |
2.0009 |
1.618 |
2.0009 |
1.000 |
2.0009 |
0.618 |
2.0009 |
HIGH |
2.0009 |
0.618 |
2.0009 |
0.500 |
2.0009 |
0.382 |
2.0009 |
LOW |
2.0009 |
0.618 |
2.0009 |
1.000 |
2.0009 |
1.618 |
2.0009 |
2.618 |
2.0009 |
4.250 |
2.0009 |
|
|
Fisher Pivots for day following 20-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0009 |
2.0008 |
PP |
2.0009 |
2.0007 |
S1 |
2.0009 |
2.0007 |
|