CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0165 |
2.0134 |
-0.0031 |
-0.2% |
2.0308 |
| High |
2.0260 |
2.0145 |
-0.0115 |
-0.6% |
2.0390 |
| Low |
2.0145 |
2.0096 |
-0.0049 |
-0.2% |
2.0145 |
| Close |
2.0221 |
2.0125 |
-0.0096 |
-0.5% |
2.0221 |
| Range |
0.0115 |
0.0049 |
-0.0066 |
-57.4% |
0.0245 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.9% |
0.0000 |
| Volume |
132,506 |
108,351 |
-24,155 |
-18.2% |
497,432 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0269 |
2.0246 |
2.0152 |
|
| R3 |
2.0220 |
2.0197 |
2.0138 |
|
| R2 |
2.0171 |
2.0171 |
2.0134 |
|
| R1 |
2.0148 |
2.0148 |
2.0129 |
2.0135 |
| PP |
2.0122 |
2.0122 |
2.0122 |
2.0116 |
| S1 |
2.0099 |
2.0099 |
2.0121 |
2.0086 |
| S2 |
2.0073 |
2.0073 |
2.0116 |
|
| S3 |
2.0024 |
2.0050 |
2.0112 |
|
| S4 |
1.9975 |
2.0001 |
2.0098 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0987 |
2.0849 |
2.0356 |
|
| R3 |
2.0742 |
2.0604 |
2.0288 |
|
| R2 |
2.0497 |
2.0497 |
2.0266 |
|
| R1 |
2.0359 |
2.0359 |
2.0243 |
2.0306 |
| PP |
2.0252 |
2.0252 |
2.0252 |
2.0225 |
| S1 |
2.0114 |
2.0114 |
2.0199 |
2.0061 |
| S2 |
2.0007 |
2.0007 |
2.0176 |
|
| S3 |
1.9762 |
1.9869 |
2.0154 |
|
| S4 |
1.9517 |
1.9624 |
2.0086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0390 |
2.0096 |
0.0294 |
1.5% |
0.0086 |
0.4% |
10% |
False |
True |
103,981 |
| 10 |
2.0450 |
2.0096 |
0.0354 |
1.8% |
0.0088 |
0.4% |
8% |
False |
True |
95,788 |
| 20 |
2.0633 |
2.0096 |
0.0537 |
2.7% |
0.0076 |
0.4% |
5% |
False |
True |
94,813 |
| 40 |
2.0633 |
1.9780 |
0.0853 |
4.2% |
0.0063 |
0.3% |
40% |
False |
False |
87,949 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0057 |
0.3% |
50% |
False |
False |
64,200 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0043 |
0.2% |
50% |
False |
False |
48,173 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0035 |
0.2% |
51% |
False |
False |
38,583 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.1% |
0.0030 |
0.1% |
65% |
False |
False |
32,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0353 |
|
2.618 |
2.0273 |
|
1.618 |
2.0224 |
|
1.000 |
2.0194 |
|
0.618 |
2.0175 |
|
HIGH |
2.0145 |
|
0.618 |
2.0126 |
|
0.500 |
2.0121 |
|
0.382 |
2.0115 |
|
LOW |
2.0096 |
|
0.618 |
2.0066 |
|
1.000 |
2.0047 |
|
1.618 |
2.0017 |
|
2.618 |
1.9968 |
|
4.250 |
1.9888 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0124 |
2.0207 |
| PP |
2.0122 |
2.0180 |
| S1 |
2.0121 |
2.0152 |
|