CME British Pound Future September 2007
Trading Metrics calculated at close of trading on 24-Jul-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2007 |
24-Jul-2007 |
Change |
Change % |
Previous Week |
Open |
2.0570 |
2.0605 |
0.0035 |
0.2% |
2.0359 |
High |
2.0585 |
2.0633 |
0.0048 |
0.2% |
2.0570 |
Low |
2.0552 |
2.0595 |
0.0043 |
0.2% |
2.0345 |
Close |
2.0565 |
2.0623 |
0.0058 |
0.3% |
2.0530 |
Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0225 |
ATR |
0.0075 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
Volume |
82,304 |
56,217 |
-26,087 |
-31.7% |
451,252 |
|
Daily Pivots for day following 24-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0731 |
2.0715 |
2.0644 |
|
R3 |
2.0693 |
2.0677 |
2.0633 |
|
R2 |
2.0655 |
2.0655 |
2.0630 |
|
R1 |
2.0639 |
2.0639 |
2.0626 |
2.0647 |
PP |
2.0617 |
2.0617 |
2.0617 |
2.0621 |
S1 |
2.0601 |
2.0601 |
2.0620 |
2.0609 |
S2 |
2.0579 |
2.0579 |
2.0616 |
|
S3 |
2.0541 |
2.0563 |
2.0613 |
|
S4 |
2.0503 |
2.0525 |
2.0602 |
|
|
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 |
2.0633 |
2.0440 |
0.0193 |
0.9% |
0.0054 |
0.3% |
95% |
True |
False |
90,596 |
10 |
2.0633 |
2.0252 |
0.0381 |
1.8% |
0.0051 |
0.2% |
97% |
True |
False |
89,413 |
20 |
2.0633 |
1.9935 |
0.0698 |
3.4% |
0.0055 |
0.3% |
99% |
True |
False |
83,309 |
40 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0050 |
0.2% |
99% |
True |
False |
61,625 |
60 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0037 |
0.2% |
99% |
True |
False |
41,137 |
80 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0029 |
0.1% |
99% |
True |
False |
30,901 |
100 |
2.0633 |
1.9200 |
0.1433 |
6.9% |
0.0024 |
0.1% |
99% |
True |
False |
24,737 |
120 |
2.0633 |
1.9200 |
0.1433 |
6.9% |
0.0020 |
0.1% |
99% |
True |
False |
20,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0795 |
2.618 |
2.0732 |
1.618 |
2.0694 |
1.000 |
2.0671 |
0.618 |
2.0656 |
HIGH |
2.0633 |
0.618 |
2.0618 |
0.500 |
2.0614 |
0.382 |
2.0610 |
LOW |
2.0595 |
0.618 |
2.0572 |
1.000 |
2.0557 |
1.618 |
2.0534 |
2.618 |
2.0496 |
4.250 |
2.0434 |
|
|
Fisher Pivots for day following 24-Jul-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0620 |
2.0605 |
PP |
2.0617 |
2.0587 |
S1 |
2.0614 |
2.0569 |
|