CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 27-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2007 |
27-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0442 |
2.0290 |
-0.0152 |
-0.7% |
2.0570 |
| High |
2.0550 |
2.0330 |
-0.0220 |
-1.1% |
2.0633 |
| Low |
2.0427 |
2.0241 |
-0.0186 |
-0.9% |
2.0241 |
| Close |
2.0478 |
2.0255 |
-0.0223 |
-1.1% |
2.0255 |
| Range |
0.0123 |
0.0089 |
-0.0034 |
-27.6% |
0.0392 |
| ATR |
0.0083 |
0.0094 |
0.0011 |
13.2% |
0.0000 |
| Volume |
97,931 |
113,247 |
15,316 |
15.6% |
424,889 |
|
| Daily Pivots for day following 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0542 |
2.0488 |
2.0304 |
|
| R3 |
2.0453 |
2.0399 |
2.0279 |
|
| R2 |
2.0364 |
2.0364 |
2.0271 |
|
| R1 |
2.0310 |
2.0310 |
2.0263 |
2.0293 |
| PP |
2.0275 |
2.0275 |
2.0275 |
2.0267 |
| S1 |
2.0221 |
2.0221 |
2.0247 |
2.0204 |
| S2 |
2.0186 |
2.0186 |
2.0239 |
|
| S3 |
2.0097 |
2.0132 |
2.0231 |
|
| S4 |
2.0008 |
2.0043 |
2.0206 |
|
|
| Weekly Pivots for week ending 27-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1552 |
2.1296 |
2.0471 |
|
| R3 |
2.1160 |
2.0904 |
2.0363 |
|
| R2 |
2.0768 |
2.0768 |
2.0327 |
|
| R1 |
2.0512 |
2.0512 |
2.0291 |
2.0444 |
| PP |
2.0376 |
2.0376 |
2.0376 |
2.0343 |
| S1 |
2.0120 |
2.0120 |
2.0219 |
2.0052 |
| S2 |
1.9984 |
1.9984 |
2.0183 |
|
| S3 |
1.9592 |
1.9728 |
2.0147 |
|
| S4 |
1.9200 |
1.9336 |
2.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0633 |
2.0241 |
0.0392 |
1.9% |
0.0070 |
0.3% |
4% |
False |
True |
84,977 |
| 10 |
2.0633 |
2.0241 |
0.0392 |
1.9% |
0.0062 |
0.3% |
4% |
False |
True |
87,614 |
| 20 |
2.0633 |
2.0020 |
0.0613 |
3.0% |
0.0064 |
0.3% |
38% |
False |
False |
89,243 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0055 |
0.3% |
63% |
False |
False |
68,752 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0042 |
0.2% |
63% |
False |
False |
45,907 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0033 |
0.2% |
64% |
False |
False |
34,466 |
| 100 |
2.0633 |
1.9273 |
0.1360 |
6.7% |
0.0026 |
0.1% |
72% |
False |
False |
27,601 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0022 |
0.1% |
74% |
False |
False |
23,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0708 |
|
2.618 |
2.0563 |
|
1.618 |
2.0474 |
|
1.000 |
2.0419 |
|
0.618 |
2.0385 |
|
HIGH |
2.0330 |
|
0.618 |
2.0296 |
|
0.500 |
2.0286 |
|
0.382 |
2.0275 |
|
LOW |
2.0241 |
|
0.618 |
2.0186 |
|
1.000 |
2.0152 |
|
1.618 |
2.0097 |
|
2.618 |
2.0008 |
|
4.250 |
1.9863 |
|
|
| Fisher Pivots for day following 27-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0286 |
2.0396 |
| PP |
2.0275 |
2.0349 |
| S1 |
2.0265 |
2.0302 |
|