CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 31-Jul-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2007 |
31-Jul-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0211 |
2.0320 |
0.0109 |
0.5% |
2.0570 |
| High |
2.0265 |
2.0360 |
0.0095 |
0.5% |
2.0633 |
| Low |
2.0210 |
2.0275 |
0.0065 |
0.3% |
2.0241 |
| Close |
2.0213 |
2.0333 |
0.0120 |
0.6% |
2.0255 |
| Range |
0.0055 |
0.0085 |
0.0030 |
54.5% |
0.0392 |
| ATR |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0000 |
| Volume |
140,955 |
77,333 |
-63,622 |
-45.1% |
424,889 |
|
| Daily Pivots for day following 31-Jul-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0578 |
2.0540 |
2.0380 |
|
| R3 |
2.0493 |
2.0455 |
2.0356 |
|
| R2 |
2.0408 |
2.0408 |
2.0349 |
|
| R1 |
2.0370 |
2.0370 |
2.0341 |
2.0389 |
| PP |
2.0323 |
2.0323 |
2.0323 |
2.0332 |
| S1 |
2.0285 |
2.0285 |
2.0325 |
2.0304 |
| S2 |
2.0238 |
2.0238 |
2.0317 |
|
| S3 |
2.0153 |
2.0200 |
2.0310 |
|
| S4 |
2.0068 |
2.0115 |
2.0286 |
|
|
| 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 |
2.0550 |
2.0210 |
0.0340 |
1.7% |
0.0084 |
0.4% |
36% |
False |
False |
100,931 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0069 |
0.3% |
29% |
False |
False |
95,763 |
| 20 |
2.0633 |
2.0036 |
0.0597 |
2.9% |
0.0064 |
0.3% |
50% |
False |
False |
92,335 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0056 |
0.3% |
70% |
False |
False |
74,113 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0044 |
0.2% |
70% |
False |
False |
49,541 |
| 80 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0034 |
0.2% |
71% |
False |
False |
37,187 |
| 100 |
2.0633 |
1.9282 |
0.1351 |
6.6% |
0.0028 |
0.1% |
78% |
False |
False |
29,783 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.0% |
0.0023 |
0.1% |
79% |
False |
False |
24,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0721 |
|
2.618 |
2.0583 |
|
1.618 |
2.0498 |
|
1.000 |
2.0445 |
|
0.618 |
2.0413 |
|
HIGH |
2.0360 |
|
0.618 |
2.0328 |
|
0.500 |
2.0318 |
|
0.382 |
2.0307 |
|
LOW |
2.0275 |
|
0.618 |
2.0222 |
|
1.000 |
2.0190 |
|
1.618 |
2.0137 |
|
2.618 |
2.0052 |
|
4.250 |
1.9914 |
|
|
| Fisher Pivots for day following 31-Jul-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0328 |
2.0317 |
| PP |
2.0323 |
2.0301 |
| S1 |
2.0318 |
2.0285 |
|