CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 10-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2007 |
10-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0129 |
2.0163 |
0.0034 |
0.2% |
2.0092 |
| High |
2.0148 |
2.0255 |
0.0107 |
0.5% |
2.0170 |
| Low |
2.0116 |
2.0145 |
0.0029 |
0.1% |
2.0036 |
| Close |
2.0129 |
2.0247 |
0.0118 |
0.6% |
2.0084 |
| Range |
0.0032 |
0.0110 |
0.0078 |
243.8% |
0.0134 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
6.1% |
0.0000 |
| Volume |
90,172 |
70,826 |
-19,346 |
-21.5% |
374,471 |
|
| Daily Pivots for day following 10-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0546 |
2.0506 |
2.0308 |
|
| R3 |
2.0436 |
2.0396 |
2.0277 |
|
| R2 |
2.0326 |
2.0326 |
2.0267 |
|
| R1 |
2.0286 |
2.0286 |
2.0257 |
2.0306 |
| PP |
2.0216 |
2.0216 |
2.0216 |
2.0226 |
| S1 |
2.0176 |
2.0176 |
2.0237 |
2.0196 |
| S2 |
2.0106 |
2.0106 |
2.0227 |
|
| S3 |
1.9996 |
2.0066 |
2.0217 |
|
| S4 |
1.9886 |
1.9956 |
2.0187 |
|
|
| Weekly Pivots for week ending 06-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0499 |
2.0425 |
2.0158 |
|
| R3 |
2.0365 |
2.0291 |
2.0121 |
|
| R2 |
2.0231 |
2.0231 |
2.0109 |
|
| R1 |
2.0157 |
2.0157 |
2.0096 |
2.0127 |
| PP |
2.0097 |
2.0097 |
2.0097 |
2.0082 |
| S1 |
2.0023 |
2.0023 |
2.0072 |
1.9993 |
| S2 |
1.9963 |
1.9963 |
2.0059 |
|
| S3 |
1.9829 |
1.9889 |
2.0047 |
|
| S4 |
1.9695 |
1.9755 |
2.0010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0255 |
2.0036 |
0.0219 |
1.1% |
0.0071 |
0.3% |
96% |
True |
False |
89,585 |
| 10 |
2.0255 |
1.9935 |
0.0320 |
1.6% |
0.0058 |
0.3% |
98% |
True |
False |
77,204 |
| 20 |
2.0255 |
1.9634 |
0.0621 |
3.1% |
0.0054 |
0.3% |
99% |
True |
False |
74,242 |
| 40 |
2.0255 |
1.9621 |
0.0634 |
3.1% |
0.0042 |
0.2% |
99% |
True |
False |
39,332 |
| 60 |
2.0255 |
1.9621 |
0.0634 |
3.1% |
0.0029 |
0.1% |
99% |
True |
False |
26,253 |
| 80 |
2.0255 |
1.9421 |
0.0834 |
4.1% |
0.0023 |
0.1% |
99% |
True |
False |
19,743 |
| 100 |
2.0255 |
1.9200 |
0.1055 |
5.2% |
0.0018 |
0.1% |
99% |
True |
False |
15,796 |
| 120 |
2.0255 |
1.9200 |
0.1055 |
5.2% |
0.0015 |
0.1% |
99% |
True |
False |
13,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0723 |
|
2.618 |
2.0543 |
|
1.618 |
2.0433 |
|
1.000 |
2.0365 |
|
0.618 |
2.0323 |
|
HIGH |
2.0255 |
|
0.618 |
2.0213 |
|
0.500 |
2.0200 |
|
0.382 |
2.0187 |
|
LOW |
2.0145 |
|
0.618 |
2.0077 |
|
1.000 |
2.0035 |
|
1.618 |
1.9967 |
|
2.618 |
1.9857 |
|
4.250 |
1.9678 |
|
|
| Fisher Pivots for day following 10-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0231 |
2.0213 |
| PP |
2.0216 |
2.0179 |
| S1 |
2.0200 |
2.0146 |
|