CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 25-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9974 |
1.9995 |
0.0021 |
0.1% |
1.9880 |
High |
1.9974 |
1.9995 |
0.0021 |
0.1% |
2.0033 |
Low |
1.9974 |
1.9995 |
0.0021 |
0.1% |
1.9880 |
Close |
1.9974 |
1.9995 |
0.0021 |
0.1% |
2.0009 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
37 |
96 |
59 |
159.5% |
688 |
|
Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9995 |
1.9995 |
1.9995 |
|
R3 |
1.9995 |
1.9995 |
1.9995 |
|
R2 |
1.9995 |
1.9995 |
1.9995 |
|
R1 |
1.9995 |
1.9995 |
1.9995 |
1.9995 |
PP |
1.9995 |
1.9995 |
1.9995 |
1.9995 |
S1 |
1.9995 |
1.9995 |
1.9995 |
1.9995 |
S2 |
1.9995 |
1.9995 |
1.9995 |
|
S3 |
1.9995 |
1.9995 |
1.9995 |
|
S4 |
1.9995 |
1.9995 |
1.9995 |
|
|
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 |
2.0009 |
1.9974 |
0.0035 |
0.2% |
0.0004 |
0.0% |
60% |
False |
False |
51 |
10 |
2.0033 |
1.9760 |
0.0273 |
1.4% |
0.0012 |
0.1% |
86% |
False |
False |
140 |
20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0006 |
0.0% |
91% |
False |
False |
208 |
40 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
95% |
False |
False |
131 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
88 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
95% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9995 |
2.618 |
1.9995 |
1.618 |
1.9995 |
1.000 |
1.9995 |
0.618 |
1.9995 |
HIGH |
1.9995 |
0.618 |
1.9995 |
0.500 |
1.9995 |
0.382 |
1.9995 |
LOW |
1.9995 |
0.618 |
1.9995 |
1.000 |
1.9995 |
1.618 |
1.9995 |
2.618 |
1.9995 |
4.250 |
1.9995 |
|
|
Fisher Pivots for day following 25-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9995 |
1.9992 |
PP |
1.9995 |
1.9988 |
S1 |
1.9995 |
1.9985 |
|