CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 23-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2007 |
23-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0514 |
2.0570 |
0.0056 |
0.3% |
2.0359 |
| High |
2.0570 |
2.0585 |
0.0015 |
0.1% |
2.0570 |
| Low |
2.0504 |
2.0552 |
0.0048 |
0.2% |
2.0345 |
| Close |
2.0530 |
2.0565 |
0.0035 |
0.2% |
2.0530 |
| Range |
0.0066 |
0.0033 |
-0.0033 |
-50.0% |
0.0225 |
| ATR |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
104,464 |
82,304 |
-22,160 |
-21.2% |
451,252 |
|
| Daily Pivots for day following 23-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0666 |
2.0649 |
2.0583 |
|
| R3 |
2.0633 |
2.0616 |
2.0574 |
|
| R2 |
2.0600 |
2.0600 |
2.0571 |
|
| R1 |
2.0583 |
2.0583 |
2.0568 |
2.0575 |
| PP |
2.0567 |
2.0567 |
2.0567 |
2.0564 |
| S1 |
2.0550 |
2.0550 |
2.0562 |
2.0542 |
| S2 |
2.0534 |
2.0534 |
2.0559 |
|
| S3 |
2.0501 |
2.0517 |
2.0556 |
|
| S4 |
2.0468 |
2.0484 |
2.0547 |
|
|
| Weekly Pivots for week ending 20-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1157 |
2.1068 |
2.0654 |
|
| R3 |
2.0932 |
2.0843 |
2.0592 |
|
| R2 |
2.0707 |
2.0707 |
2.0571 |
|
| R1 |
2.0618 |
2.0618 |
2.0551 |
2.0663 |
| PP |
2.0482 |
2.0482 |
2.0482 |
2.0504 |
| S1 |
2.0393 |
2.0393 |
2.0509 |
2.0438 |
| S2 |
2.0257 |
2.0257 |
2.0489 |
|
| S3 |
2.0032 |
2.0168 |
2.0468 |
|
| S4 |
1.9807 |
1.9943 |
2.0406 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0585 |
2.0422 |
0.0163 |
0.8% |
0.0053 |
0.3% |
88% |
True |
False |
90,971 |
| 10 |
2.0585 |
2.0145 |
0.0440 |
2.1% |
0.0058 |
0.3% |
95% |
True |
False |
90,874 |
| 20 |
2.0585 |
1.9935 |
0.0650 |
3.2% |
0.0055 |
0.3% |
97% |
True |
False |
83,702 |
| 40 |
2.0585 |
1.9621 |
0.0964 |
4.7% |
0.0050 |
0.2% |
98% |
True |
False |
60,227 |
| 60 |
2.0585 |
1.9621 |
0.0964 |
4.7% |
0.0036 |
0.2% |
98% |
True |
False |
40,203 |
| 80 |
2.0585 |
1.9587 |
0.0998 |
4.9% |
0.0029 |
0.1% |
98% |
True |
False |
30,202 |
| 100 |
2.0585 |
1.9200 |
0.1385 |
6.7% |
0.0023 |
0.1% |
99% |
True |
False |
24,175 |
| 120 |
2.0585 |
1.9200 |
0.1385 |
6.7% |
0.0019 |
0.1% |
99% |
True |
False |
20,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0725 |
|
2.618 |
2.0671 |
|
1.618 |
2.0638 |
|
1.000 |
2.0618 |
|
0.618 |
2.0605 |
|
HIGH |
2.0585 |
|
0.618 |
2.0572 |
|
0.500 |
2.0569 |
|
0.382 |
2.0565 |
|
LOW |
2.0552 |
|
0.618 |
2.0532 |
|
1.000 |
2.0519 |
|
1.618 |
2.0499 |
|
2.618 |
2.0466 |
|
4.250 |
2.0412 |
|
|
| Fisher Pivots for day following 23-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0569 |
2.0550 |
| PP |
2.0567 |
2.0534 |
| S1 |
2.0566 |
2.0519 |
|