CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 05-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2007 |
05-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0139 |
2.0161 |
0.0022 |
0.1% |
1.9973 |
| High |
2.0160 |
2.0170 |
0.0010 |
0.0% |
2.0057 |
| Low |
2.0139 |
2.0066 |
-0.0073 |
-0.4% |
1.9935 |
| Close |
2.0157 |
2.0101 |
-0.0056 |
-0.3% |
2.0055 |
| Range |
0.0021 |
0.0104 |
0.0083 |
395.2% |
0.0122 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.5% |
0.0000 |
| Volume |
115,496 |
64,846 |
-50,650 |
-43.9% |
300,657 |
|
| Daily Pivots for day following 05-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0424 |
2.0367 |
2.0158 |
|
| R3 |
2.0320 |
2.0263 |
2.0130 |
|
| R2 |
2.0216 |
2.0216 |
2.0120 |
|
| R1 |
2.0159 |
2.0159 |
2.0111 |
2.0136 |
| PP |
2.0112 |
2.0112 |
2.0112 |
2.0101 |
| S1 |
2.0055 |
2.0055 |
2.0091 |
2.0032 |
| S2 |
2.0008 |
2.0008 |
2.0082 |
|
| S3 |
1.9904 |
1.9951 |
2.0072 |
|
| S4 |
1.9800 |
1.9847 |
2.0044 |
|
|
| 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 |
2.0170 |
1.9985 |
0.0185 |
0.9% |
0.0056 |
0.3% |
63% |
True |
False |
78,827 |
| 10 |
2.0170 |
1.9890 |
0.0280 |
1.4% |
0.0049 |
0.2% |
75% |
True |
False |
70,997 |
| 20 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0051 |
0.3% |
87% |
True |
False |
64,578 |
| 40 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0037 |
0.2% |
87% |
True |
False |
32,651 |
| 60 |
2.0170 |
1.9621 |
0.0549 |
2.7% |
0.0027 |
0.1% |
87% |
True |
False |
21,809 |
| 80 |
2.0170 |
1.9331 |
0.0839 |
4.2% |
0.0020 |
0.1% |
92% |
True |
False |
16,400 |
| 100 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0016 |
0.1% |
93% |
True |
False |
13,120 |
| 120 |
2.0170 |
1.9200 |
0.0970 |
4.8% |
0.0013 |
0.1% |
93% |
True |
False |
10,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0612 |
|
2.618 |
2.0442 |
|
1.618 |
2.0338 |
|
1.000 |
2.0274 |
|
0.618 |
2.0234 |
|
HIGH |
2.0170 |
|
0.618 |
2.0130 |
|
0.500 |
2.0118 |
|
0.382 |
2.0106 |
|
LOW |
2.0066 |
|
0.618 |
2.0002 |
|
1.000 |
1.9962 |
|
1.618 |
1.9898 |
|
2.618 |
1.9794 |
|
4.250 |
1.9624 |
|
|
| Fisher Pivots for day following 05-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0118 |
2.0118 |
| PP |
2.0112 |
2.0112 |
| S1 |
2.0107 |
2.0107 |
|