CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 06-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2007 |
06-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0327 |
2.0308 |
-0.0019 |
-0.1% |
2.0211 |
| High |
2.0450 |
2.0320 |
-0.0130 |
-0.6% |
2.0450 |
| Low |
2.0327 |
2.0266 |
-0.0061 |
-0.3% |
2.0210 |
| Close |
2.0434 |
2.0288 |
-0.0146 |
-0.7% |
2.0434 |
| Range |
0.0123 |
0.0054 |
-0.0069 |
-56.1% |
0.0240 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
5.1% |
0.0000 |
| Volume |
65,962 |
85,877 |
19,915 |
30.2% |
493,055 |
|
| Daily Pivots for day following 06-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0453 |
2.0425 |
2.0318 |
|
| R3 |
2.0399 |
2.0371 |
2.0303 |
|
| R2 |
2.0345 |
2.0345 |
2.0298 |
|
| R1 |
2.0317 |
2.0317 |
2.0293 |
2.0304 |
| PP |
2.0291 |
2.0291 |
2.0291 |
2.0285 |
| S1 |
2.0263 |
2.0263 |
2.0283 |
2.0250 |
| S2 |
2.0237 |
2.0237 |
2.0278 |
|
| S3 |
2.0183 |
2.0209 |
2.0273 |
|
| S4 |
2.0129 |
2.0155 |
2.0258 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1085 |
2.0999 |
2.0566 |
|
| R3 |
2.0845 |
2.0759 |
2.0500 |
|
| R2 |
2.0605 |
2.0605 |
2.0478 |
|
| R1 |
2.0519 |
2.0519 |
2.0456 |
2.0562 |
| PP |
2.0365 |
2.0365 |
2.0365 |
2.0386 |
| S1 |
2.0279 |
2.0279 |
2.0412 |
2.0322 |
| S2 |
2.0125 |
2.0125 |
2.0390 |
|
| S3 |
1.9885 |
2.0039 |
2.0368 |
|
| S4 |
1.9645 |
1.9799 |
2.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0450 |
2.0250 |
0.0200 |
1.0% |
0.0089 |
0.4% |
19% |
False |
False |
87,595 |
| 10 |
2.0633 |
2.0210 |
0.0423 |
2.1% |
0.0082 |
0.4% |
18% |
False |
False |
92,151 |
| 20 |
2.0633 |
2.0145 |
0.0488 |
2.4% |
0.0070 |
0.3% |
29% |
False |
False |
91,512 |
| 40 |
2.0633 |
1.9634 |
0.0999 |
4.9% |
0.0060 |
0.3% |
65% |
False |
False |
82,104 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0050 |
0.2% |
66% |
False |
False |
55,550 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0039 |
0.2% |
66% |
False |
False |
41,685 |
| 100 |
2.0633 |
1.9398 |
0.1235 |
6.1% |
0.0031 |
0.2% |
72% |
False |
False |
33,388 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0026 |
0.1% |
76% |
False |
False |
27,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0550 |
|
2.618 |
2.0461 |
|
1.618 |
2.0407 |
|
1.000 |
2.0374 |
|
0.618 |
2.0353 |
|
HIGH |
2.0320 |
|
0.618 |
2.0299 |
|
0.500 |
2.0293 |
|
0.382 |
2.0287 |
|
LOW |
2.0266 |
|
0.618 |
2.0233 |
|
1.000 |
2.0212 |
|
1.618 |
2.0179 |
|
2.618 |
2.0125 |
|
4.250 |
2.0037 |
|
|
| Fisher Pivots for day following 06-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0293 |
2.0358 |
| PP |
2.0291 |
2.0335 |
| S1 |
2.0290 |
2.0311 |
|