CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 25-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2007 |
25-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0605 |
2.0527 |
-0.0078 |
-0.4% |
2.0359 |
| High |
2.0633 |
2.0536 |
-0.0097 |
-0.5% |
2.0570 |
| Low |
2.0595 |
2.0469 |
-0.0126 |
-0.6% |
2.0345 |
| Close |
2.0623 |
2.0498 |
-0.0125 |
-0.6% |
2.0530 |
| Range |
0.0038 |
0.0067 |
0.0029 |
76.3% |
0.0225 |
| ATR |
0.0074 |
0.0080 |
0.0006 |
7.7% |
0.0000 |
| Volume |
56,217 |
75,190 |
18,973 |
33.7% |
451,252 |
|
| Daily Pivots for day following 25-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0702 |
2.0667 |
2.0535 |
|
| R3 |
2.0635 |
2.0600 |
2.0516 |
|
| R2 |
2.0568 |
2.0568 |
2.0510 |
|
| R1 |
2.0533 |
2.0533 |
2.0504 |
2.0517 |
| PP |
2.0501 |
2.0501 |
2.0501 |
2.0493 |
| S1 |
2.0466 |
2.0466 |
2.0492 |
2.0450 |
| S2 |
2.0434 |
2.0434 |
2.0486 |
|
| S3 |
2.0367 |
2.0399 |
2.0480 |
|
| S4 |
2.0300 |
2.0332 |
2.0461 |
|
|
| 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 |
2.0453 |
0.0180 |
0.9% |
0.0049 |
0.2% |
25% |
False |
False |
85,617 |
| 10 |
2.0633 |
2.0252 |
0.0381 |
1.9% |
0.0052 |
0.3% |
65% |
False |
False |
86,897 |
| 20 |
2.0633 |
1.9935 |
0.0698 |
3.4% |
0.0056 |
0.3% |
81% |
False |
False |
84,556 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0050 |
0.2% |
87% |
False |
False |
63,502 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0038 |
0.2% |
87% |
False |
False |
42,390 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0030 |
0.1% |
87% |
False |
False |
31,835 |
| 100 |
2.0633 |
1.9268 |
0.1365 |
6.7% |
0.0024 |
0.1% |
90% |
False |
False |
25,489 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0020 |
0.1% |
91% |
False |
False |
21,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0821 |
|
2.618 |
2.0711 |
|
1.618 |
2.0644 |
|
1.000 |
2.0603 |
|
0.618 |
2.0577 |
|
HIGH |
2.0536 |
|
0.618 |
2.0510 |
|
0.500 |
2.0503 |
|
0.382 |
2.0495 |
|
LOW |
2.0469 |
|
0.618 |
2.0428 |
|
1.000 |
2.0402 |
|
1.618 |
2.0361 |
|
2.618 |
2.0294 |
|
4.250 |
2.0184 |
|
|
| Fisher Pivots for day following 25-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0503 |
2.0551 |
| PP |
2.0501 |
2.0533 |
| S1 |
2.0500 |
2.0516 |
|