CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 02-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2007 |
02-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0030 |
2.0092 |
0.0062 |
0.3% |
1.9973 |
| High |
2.0057 |
2.0155 |
0.0098 |
0.5% |
2.0057 |
| Low |
2.0020 |
2.0065 |
0.0045 |
0.2% |
1.9935 |
| Close |
2.0055 |
2.0144 |
0.0089 |
0.4% |
2.0055 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0122 |
| ATR |
0.0065 |
0.0067 |
0.0003 |
3.9% |
0.0000 |
| Volume |
68,908 |
87,543 |
18,635 |
27.0% |
300,657 |
|
| Daily Pivots for day following 02-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0391 |
2.0358 |
2.0194 |
|
| R3 |
2.0301 |
2.0268 |
2.0169 |
|
| R2 |
2.0211 |
2.0211 |
2.0161 |
|
| R1 |
2.0178 |
2.0178 |
2.0152 |
2.0195 |
| PP |
2.0121 |
2.0121 |
2.0121 |
2.0130 |
| S1 |
2.0088 |
2.0088 |
2.0136 |
2.0105 |
| S2 |
2.0031 |
2.0031 |
2.0128 |
|
| S3 |
1.9941 |
1.9998 |
2.0119 |
|
| S4 |
1.9851 |
1.9908 |
2.0095 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0382 |
2.0340 |
2.0122 |
|
| R3 |
2.0260 |
2.0218 |
2.0089 |
|
| R2 |
2.0138 |
2.0138 |
2.0077 |
|
| R1 |
2.0096 |
2.0096 |
2.0066 |
2.0117 |
| PP |
2.0016 |
2.0016 |
2.0016 |
2.0026 |
| S1 |
1.9974 |
1.9974 |
2.0044 |
1.9995 |
| S2 |
1.9894 |
1.9894 |
2.0033 |
|
| S3 |
1.9772 |
1.9852 |
2.0021 |
|
| S4 |
1.9650 |
1.9730 |
1.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0155 |
1.9935 |
0.0220 |
1.1% |
0.0046 |
0.2% |
95% |
True |
False |
64,824 |
| 10 |
2.0155 |
1.9850 |
0.0305 |
1.5% |
0.0041 |
0.2% |
96% |
True |
False |
69,857 |
| 20 |
2.0155 |
1.9621 |
0.0534 |
2.7% |
0.0048 |
0.2% |
98% |
True |
False |
55,891 |
| 40 |
2.0155 |
1.9621 |
0.0534 |
2.7% |
0.0034 |
0.2% |
98% |
True |
False |
28,143 |
| 60 |
2.0155 |
1.9587 |
0.0568 |
2.8% |
0.0024 |
0.1% |
98% |
True |
False |
18,804 |
| 80 |
2.0155 |
1.9282 |
0.0873 |
4.3% |
0.0019 |
0.1% |
99% |
True |
False |
14,145 |
| 100 |
2.0155 |
1.9200 |
0.0955 |
4.7% |
0.0015 |
0.1% |
99% |
True |
False |
11,317 |
| 120 |
2.0155 |
1.9200 |
0.0955 |
4.7% |
0.0012 |
0.1% |
99% |
True |
False |
9,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0538 |
|
2.618 |
2.0391 |
|
1.618 |
2.0301 |
|
1.000 |
2.0245 |
|
0.618 |
2.0211 |
|
HIGH |
2.0155 |
|
0.618 |
2.0121 |
|
0.500 |
2.0110 |
|
0.382 |
2.0099 |
|
LOW |
2.0065 |
|
0.618 |
2.0009 |
|
1.000 |
1.9975 |
|
1.618 |
1.9919 |
|
2.618 |
1.9829 |
|
4.250 |
1.9683 |
|
|
| Fisher Pivots for day following 02-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0133 |
2.0119 |
| PP |
2.0121 |
2.0095 |
| S1 |
2.0110 |
2.0070 |
|