CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 26-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2007 |
26-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0527 |
2.0442 |
-0.0085 |
-0.4% |
2.0359 |
| High |
2.0536 |
2.0550 |
0.0014 |
0.1% |
2.0570 |
| Low |
2.0469 |
2.0427 |
-0.0042 |
-0.2% |
2.0345 |
| Close |
2.0498 |
2.0478 |
-0.0020 |
-0.1% |
2.0530 |
| Range |
0.0067 |
0.0123 |
0.0056 |
83.6% |
0.0225 |
| ATR |
0.0080 |
0.0083 |
0.0003 |
3.8% |
0.0000 |
| Volume |
75,190 |
97,931 |
22,741 |
30.2% |
451,252 |
|
| Daily Pivots for day following 26-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0854 |
2.0789 |
2.0546 |
|
| R3 |
2.0731 |
2.0666 |
2.0512 |
|
| R2 |
2.0608 |
2.0608 |
2.0501 |
|
| R1 |
2.0543 |
2.0543 |
2.0489 |
2.0576 |
| PP |
2.0485 |
2.0485 |
2.0485 |
2.0501 |
| S1 |
2.0420 |
2.0420 |
2.0467 |
2.0453 |
| S2 |
2.0362 |
2.0362 |
2.0455 |
|
| S3 |
2.0239 |
2.0297 |
2.0444 |
|
| S4 |
2.0116 |
2.0174 |
2.0410 |
|
|
| 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 |
2.0427 |
0.0206 |
1.0% |
0.0065 |
0.3% |
25% |
False |
True |
83,221 |
| 10 |
2.0633 |
2.0300 |
0.0333 |
1.6% |
0.0058 |
0.3% |
53% |
False |
False |
84,309 |
| 20 |
2.0633 |
1.9985 |
0.0648 |
3.2% |
0.0061 |
0.3% |
76% |
False |
False |
86,448 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0052 |
0.3% |
85% |
False |
False |
65,933 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
4.9% |
0.0040 |
0.2% |
85% |
False |
False |
44,021 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0032 |
0.2% |
85% |
False |
False |
33,052 |
| 100 |
2.0633 |
1.9273 |
0.1360 |
6.6% |
0.0025 |
0.1% |
89% |
False |
False |
26,468 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0021 |
0.1% |
89% |
False |
False |
22,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1073 |
|
2.618 |
2.0872 |
|
1.618 |
2.0749 |
|
1.000 |
2.0673 |
|
0.618 |
2.0626 |
|
HIGH |
2.0550 |
|
0.618 |
2.0503 |
|
0.500 |
2.0489 |
|
0.382 |
2.0474 |
|
LOW |
2.0427 |
|
0.618 |
2.0351 |
|
1.000 |
2.0304 |
|
1.618 |
2.0228 |
|
2.618 |
2.0105 |
|
4.250 |
1.9904 |
|
|
| Fisher Pivots for day following 26-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0489 |
2.0530 |
| PP |
2.0485 |
2.0513 |
| S1 |
2.0482 |
2.0495 |
|