CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 01-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2007 |
01-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0320 |
2.0255 |
-0.0065 |
-0.3% |
2.0570 |
| High |
2.0360 |
2.0350 |
-0.0010 |
0.0% |
2.0633 |
| Low |
2.0275 |
2.0250 |
-0.0025 |
-0.1% |
2.0241 |
| Close |
2.0333 |
2.0267 |
-0.0066 |
-0.3% |
2.0255 |
| Range |
0.0085 |
0.0100 |
0.0015 |
17.6% |
0.0392 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.4% |
0.0000 |
| Volume |
77,333 |
98,188 |
20,855 |
27.0% |
424,889 |
|
| Daily Pivots for day following 01-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0589 |
2.0528 |
2.0322 |
|
| R3 |
2.0489 |
2.0428 |
2.0295 |
|
| R2 |
2.0389 |
2.0389 |
2.0285 |
|
| R1 |
2.0328 |
2.0328 |
2.0276 |
2.0359 |
| PP |
2.0289 |
2.0289 |
2.0289 |
2.0304 |
| S1 |
2.0228 |
2.0228 |
2.0258 |
2.0259 |
| S2 |
2.0189 |
2.0189 |
2.0249 |
|
| S3 |
2.0089 |
2.0128 |
2.0240 |
|
| S4 |
1.9989 |
2.0028 |
2.0212 |
|
|
| 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% |
0.0090 |
0.4% |
17% |
False |
False |
105,530 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0070 |
0.3% |
13% |
False |
False |
95,574 |
| 20 |
2.0633 |
2.0036 |
0.0597 |
2.9% |
0.0068 |
0.3% |
39% |
False |
False |
91,470 |
| 40 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0058 |
0.3% |
64% |
False |
False |
76,511 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0046 |
0.2% |
64% |
False |
False |
51,177 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0036 |
0.2% |
64% |
False |
False |
38,413 |
| 100 |
2.0633 |
1.9282 |
0.1351 |
6.7% |
0.0029 |
0.1% |
73% |
False |
False |
30,765 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0024 |
0.1% |
74% |
False |
False |
25,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0775 |
|
2.618 |
2.0612 |
|
1.618 |
2.0512 |
|
1.000 |
2.0450 |
|
0.618 |
2.0412 |
|
HIGH |
2.0350 |
|
0.618 |
2.0312 |
|
0.500 |
2.0300 |
|
0.382 |
2.0288 |
|
LOW |
2.0250 |
|
0.618 |
2.0188 |
|
1.000 |
2.0150 |
|
1.618 |
2.0088 |
|
2.618 |
1.9988 |
|
4.250 |
1.9825 |
|
|
| Fisher Pivots for day following 01-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0300 |
2.0285 |
| PP |
2.0289 |
2.0279 |
| S1 |
2.0278 |
2.0273 |
|