CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 30-Apr-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
Open |
1.9945 |
1.9967 |
0.0022 |
0.1% |
1.9985 |
High |
1.9945 |
1.9967 |
0.0022 |
0.1% |
1.9995 |
Low |
1.9945 |
1.9967 |
0.0022 |
0.1% |
1.9888 |
Close |
1.9945 |
1.9967 |
0.0022 |
0.1% |
1.9945 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
162 |
32 |
-130 |
-80.2% |
386 |
|
Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9967 |
1.9967 |
1.9967 |
|
R3 |
1.9967 |
1.9967 |
1.9967 |
|
R2 |
1.9967 |
1.9967 |
1.9967 |
|
R1 |
1.9967 |
1.9967 |
1.9967 |
1.9967 |
PP |
1.9967 |
1.9967 |
1.9967 |
1.9967 |
S1 |
1.9967 |
1.9967 |
1.9967 |
1.9967 |
S2 |
1.9967 |
1.9967 |
1.9967 |
|
S3 |
1.9967 |
1.9967 |
1.9967 |
|
S4 |
1.9967 |
1.9967 |
1.9967 |
|
|
Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0264 |
2.0211 |
2.0004 |
|
R3 |
2.0157 |
2.0104 |
1.9974 |
|
R2 |
2.0050 |
2.0050 |
1.9965 |
|
R1 |
1.9997 |
1.9997 |
1.9955 |
1.9970 |
PP |
1.9943 |
1.9943 |
1.9943 |
1.9929 |
S1 |
1.9890 |
1.9890 |
1.9935 |
1.9863 |
S2 |
1.9836 |
1.9836 |
1.9925 |
|
S3 |
1.9729 |
1.9783 |
1.9916 |
|
S4 |
1.9622 |
1.9676 |
1.9886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9995 |
1.9888 |
0.0107 |
0.5% |
0.0000 |
0.0% |
74% |
False |
False |
76 |
10 |
2.0033 |
1.9888 |
0.0145 |
0.7% |
0.0002 |
0.0% |
54% |
False |
False |
91 |
20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0006 |
0.0% |
85% |
False |
False |
173 |
40 |
2.0033 |
1.9268 |
0.0765 |
3.8% |
0.0003 |
0.0% |
91% |
False |
False |
138 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
92% |
False |
False |
92 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
92% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9967 |
2.618 |
1.9967 |
1.618 |
1.9967 |
1.000 |
1.9967 |
0.618 |
1.9967 |
HIGH |
1.9967 |
0.618 |
1.9967 |
0.500 |
1.9967 |
0.382 |
1.9967 |
LOW |
1.9967 |
0.618 |
1.9967 |
1.000 |
1.9967 |
1.618 |
1.9967 |
2.618 |
1.9967 |
4.250 |
1.9967 |
|
|
Fisher Pivots for day following 30-Apr-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9967 |
1.9954 |
PP |
1.9967 |
1.9941 |
S1 |
1.9967 |
1.9928 |
|