CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 13-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2007 |
13-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0304 |
2.0318 |
0.0014 |
0.1% |
2.0129 |
| High |
2.0320 |
2.0350 |
0.0030 |
0.1% |
2.0350 |
| Low |
2.0252 |
2.0300 |
0.0048 |
0.2% |
2.0116 |
| Close |
2.0285 |
2.0319 |
0.0034 |
0.2% |
2.0319 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0234 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
123,809 |
80,198 |
-43,611 |
-35.2% |
465,358 |
|
| Daily Pivots for day following 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0473 |
2.0446 |
2.0347 |
|
| R3 |
2.0423 |
2.0396 |
2.0333 |
|
| R2 |
2.0373 |
2.0373 |
2.0328 |
|
| R1 |
2.0346 |
2.0346 |
2.0324 |
2.0360 |
| PP |
2.0323 |
2.0323 |
2.0323 |
2.0330 |
| S1 |
2.0296 |
2.0296 |
2.0314 |
2.0310 |
| S2 |
2.0273 |
2.0273 |
2.0310 |
|
| S3 |
2.0223 |
2.0246 |
2.0305 |
|
| S4 |
2.0173 |
2.0196 |
2.0292 |
|
|
| Weekly Pivots for week ending 13-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0964 |
2.0875 |
2.0448 |
|
| R3 |
2.0730 |
2.0641 |
2.0383 |
|
| R2 |
2.0496 |
2.0496 |
2.0362 |
|
| R1 |
2.0407 |
2.0407 |
2.0340 |
2.0452 |
| PP |
2.0262 |
2.0262 |
2.0262 |
2.0284 |
| S1 |
2.0173 |
2.0173 |
2.0298 |
2.0218 |
| S2 |
2.0028 |
2.0028 |
2.0276 |
|
| S3 |
1.9794 |
1.9939 |
2.0255 |
|
| S4 |
1.9560 |
1.9705 |
2.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0350 |
2.0116 |
0.0234 |
1.2% |
0.0063 |
0.3% |
87% |
True |
False |
93,071 |
| 10 |
2.0350 |
2.0020 |
0.0330 |
1.6% |
0.0065 |
0.3% |
91% |
True |
False |
90,873 |
| 20 |
2.0350 |
1.9678 |
0.0672 |
3.3% |
0.0053 |
0.3% |
95% |
True |
False |
82,142 |
| 40 |
2.0350 |
1.9621 |
0.0729 |
3.6% |
0.0046 |
0.2% |
96% |
True |
False |
46,928 |
| 60 |
2.0350 |
1.9621 |
0.0729 |
3.6% |
0.0032 |
0.2% |
96% |
True |
False |
31,315 |
| 80 |
2.0350 |
1.9587 |
0.0763 |
3.8% |
0.0025 |
0.1% |
96% |
True |
False |
23,546 |
| 100 |
2.0350 |
1.9200 |
0.1150 |
5.7% |
0.0020 |
0.1% |
97% |
True |
False |
18,839 |
| 120 |
2.0350 |
1.9200 |
0.1150 |
5.7% |
0.0017 |
0.1% |
97% |
True |
False |
15,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0563 |
|
2.618 |
2.0481 |
|
1.618 |
2.0431 |
|
1.000 |
2.0400 |
|
0.618 |
2.0381 |
|
HIGH |
2.0350 |
|
0.618 |
2.0331 |
|
0.500 |
2.0325 |
|
0.382 |
2.0319 |
|
LOW |
2.0300 |
|
0.618 |
2.0269 |
|
1.000 |
2.0250 |
|
1.618 |
2.0219 |
|
2.618 |
2.0169 |
|
4.250 |
2.0088 |
|
|
| Fisher Pivots for day following 13-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0325 |
2.0313 |
| PP |
2.0323 |
2.0307 |
| S1 |
2.0321 |
2.0301 |
|