CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 30-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2007 |
30-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0290 |
2.0211 |
-0.0079 |
-0.4% |
2.0570 |
| High |
2.0330 |
2.0265 |
-0.0065 |
-0.3% |
2.0633 |
| Low |
2.0241 |
2.0210 |
-0.0031 |
-0.2% |
2.0241 |
| Close |
2.0255 |
2.0213 |
-0.0042 |
-0.2% |
2.0255 |
| Range |
0.0089 |
0.0055 |
-0.0034 |
-38.2% |
0.0392 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
113,247 |
140,955 |
27,708 |
24.5% |
424,889 |
|
| Daily Pivots for day following 30-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0394 |
2.0359 |
2.0243 |
|
| R3 |
2.0339 |
2.0304 |
2.0228 |
|
| R2 |
2.0284 |
2.0284 |
2.0223 |
|
| R1 |
2.0249 |
2.0249 |
2.0218 |
2.0267 |
| PP |
2.0229 |
2.0229 |
2.0229 |
2.0238 |
| S1 |
2.0194 |
2.0194 |
2.0208 |
2.0212 |
| S2 |
2.0174 |
2.0174 |
2.0203 |
|
| S3 |
2.0119 |
2.0139 |
2.0198 |
|
| S4 |
2.0064 |
2.0084 |
2.0183 |
|
|
| 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 |
2.0210 |
0.0423 |
2.1% |
0.0074 |
0.4% |
1% |
False |
True |
96,708 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0064 |
0.3% |
1% |
False |
True |
93,839 |
| 20 |
2.0633 |
2.0036 |
0.0597 |
3.0% |
0.0064 |
0.3% |
30% |
False |
False |
92,846 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0055 |
0.3% |
58% |
False |
False |
72,191 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0042 |
0.2% |
58% |
False |
False |
48,254 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0033 |
0.2% |
60% |
False |
False |
36,225 |
| 100 |
2.0633 |
1.9282 |
0.1351 |
6.7% |
0.0027 |
0.1% |
69% |
False |
False |
29,010 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0022 |
0.1% |
71% |
False |
False |
24,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0499 |
|
2.618 |
2.0409 |
|
1.618 |
2.0354 |
|
1.000 |
2.0320 |
|
0.618 |
2.0299 |
|
HIGH |
2.0265 |
|
0.618 |
2.0244 |
|
0.500 |
2.0238 |
|
0.382 |
2.0231 |
|
LOW |
2.0210 |
|
0.618 |
2.0176 |
|
1.000 |
2.0155 |
|
1.618 |
2.0121 |
|
2.618 |
2.0066 |
|
4.250 |
1.9976 |
|
|
| Fisher Pivots for day following 30-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0238 |
2.0380 |
| PP |
2.0229 |
2.0324 |
| S1 |
2.0221 |
2.0269 |
|