CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
1.9760 |
1.9832 |
0.0072 |
0.4% |
1.9905 |
High |
1.9760 |
1.9840 |
0.0080 |
0.4% |
1.9930 |
Low |
1.9760 |
1.9840 |
0.0080 |
0.4% |
1.9750 |
Close |
1.9760 |
1.9832 |
0.0072 |
0.4% |
1.9799 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0055 |
0.0002 |
3.5% |
0.0000 |
Volume |
260 |
92 |
-168 |
-64.6% |
390 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9837 |
1.9835 |
1.9832 |
|
R3 |
1.9837 |
1.9835 |
1.9832 |
|
R2 |
1.9837 |
1.9837 |
1.9832 |
|
R1 |
1.9835 |
1.9835 |
1.9832 |
1.9832 |
PP |
1.9837 |
1.9837 |
1.9837 |
1.9836 |
S1 |
1.9835 |
1.9835 |
1.9832 |
1.9832 |
S2 |
1.9837 |
1.9837 |
1.9832 |
|
S3 |
1.9837 |
1.9835 |
1.9832 |
|
S4 |
1.9837 |
1.9835 |
1.9832 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0366 |
2.0263 |
1.9898 |
|
R3 |
2.0186 |
2.0083 |
1.9849 |
|
R2 |
2.0006 |
2.0006 |
1.9832 |
|
R1 |
1.9903 |
1.9903 |
1.9816 |
1.9865 |
PP |
1.9826 |
1.9826 |
1.9826 |
1.9807 |
S1 |
1.9723 |
1.9723 |
1.9783 |
1.9685 |
S2 |
1.9646 |
1.9646 |
1.9766 |
|
S3 |
1.9466 |
1.9543 |
1.9750 |
|
S4 |
1.9286 |
1.9363 |
1.9700 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9930 |
1.9750 |
0.0180 |
0.9% |
0.0005 |
0.0% |
46% |
False |
False |
141 |
10 |
1.9930 |
1.9750 |
0.0180 |
0.9% |
0.0003 |
0.0% |
46% |
False |
False |
107 |
20 |
2.0033 |
1.9750 |
0.0283 |
1.4% |
0.0002 |
0.0% |
29% |
False |
False |
100 |
40 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0004 |
0.0% |
55% |
False |
False |
162 |
60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
76% |
False |
False |
111 |
80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
76% |
False |
False |
83 |
100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
76% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9840 |
2.618 |
1.9840 |
1.618 |
1.9840 |
1.000 |
1.9840 |
0.618 |
1.9840 |
HIGH |
1.9840 |
0.618 |
1.9840 |
0.500 |
1.9840 |
0.382 |
1.9840 |
LOW |
1.9840 |
0.618 |
1.9840 |
1.000 |
1.9840 |
1.618 |
1.9840 |
2.618 |
1.9840 |
4.250 |
1.9840 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9840 |
1.9821 |
PP |
1.9837 |
1.9811 |
S1 |
1.9835 |
1.9800 |
|