CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 04-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
Open |
1.9850 |
1.9902 |
0.0052 |
0.3% |
1.9967 |
High |
1.9850 |
1.9900 |
0.0050 |
0.3% |
1.9974 |
Low |
1.9850 |
1.9900 |
0.0050 |
0.3% |
1.9850 |
Close |
1.9850 |
1.9902 |
0.0052 |
0.3% |
1.9902 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0047 |
0.0000 |
0.5% |
0.0000 |
Volume |
124 |
135 |
11 |
8.9% |
433 |
|
Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9901 |
1.9901 |
1.9902 |
|
R3 |
1.9901 |
1.9901 |
1.9902 |
|
R2 |
1.9901 |
1.9901 |
1.9902 |
|
R1 |
1.9901 |
1.9901 |
1.9902 |
1.9902 |
PP |
1.9901 |
1.9901 |
1.9901 |
1.9901 |
S1 |
1.9901 |
1.9901 |
1.9902 |
1.9902 |
S2 |
1.9901 |
1.9901 |
1.9902 |
|
S3 |
1.9901 |
1.9901 |
1.9902 |
|
S4 |
1.9901 |
1.9901 |
1.9902 |
|
|
Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0281 |
2.0215 |
1.9970 |
|
R3 |
2.0157 |
2.0091 |
1.9936 |
|
R2 |
2.0033 |
2.0033 |
1.9925 |
|
R1 |
1.9967 |
1.9967 |
1.9913 |
1.9938 |
PP |
1.9909 |
1.9909 |
1.9909 |
1.9894 |
S1 |
1.9843 |
1.9843 |
1.9891 |
1.9814 |
S2 |
1.9785 |
1.9785 |
1.9879 |
|
S3 |
1.9661 |
1.9719 |
1.9868 |
|
S4 |
1.9537 |
1.9595 |
1.9834 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9974 |
1.9850 |
0.0124 |
0.6% |
0.0000 |
0.0% |
42% |
False |
False |
86 |
10 |
1.9995 |
1.9850 |
0.0145 |
0.7% |
0.0001 |
0.0% |
36% |
False |
False |
81 |
20 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0006 |
0.0% |
71% |
False |
False |
126 |
40 |
2.0033 |
1.9282 |
0.0751 |
3.8% |
0.0003 |
0.0% |
83% |
False |
False |
147 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
84% |
False |
False |
99 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
84% |
False |
False |
74 |
100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0001 |
0.0% |
84% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9900 |
2.618 |
1.9900 |
1.618 |
1.9900 |
1.000 |
1.9900 |
0.618 |
1.9900 |
HIGH |
1.9900 |
0.618 |
1.9900 |
0.500 |
1.9900 |
0.382 |
1.9900 |
LOW |
1.9900 |
0.618 |
1.9900 |
1.000 |
1.9900 |
1.618 |
1.9900 |
2.618 |
1.9900 |
4.250 |
1.9900 |
|
|
Fisher Pivots for day following 04-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9901 |
1.9893 |
PP |
1.9901 |
1.9884 |
S1 |
1.9900 |
1.9875 |
|