CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 15-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2007 |
15-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9991 |
1.9871 |
-0.0120 |
-0.6% |
2.0308 |
| High |
2.0000 |
1.9940 |
-0.0060 |
-0.3% |
2.0390 |
| Low |
1.9950 |
1.9841 |
-0.0109 |
-0.5% |
2.0145 |
| Close |
1.9962 |
1.9927 |
-0.0035 |
-0.2% |
2.0221 |
| Range |
0.0050 |
0.0099 |
0.0049 |
98.0% |
0.0245 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,253 |
100,803 |
27,550 |
37.6% |
497,432 |
|
| Daily Pivots for day following 15-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0200 |
2.0162 |
1.9981 |
|
| R3 |
2.0101 |
2.0063 |
1.9954 |
|
| R2 |
2.0002 |
2.0002 |
1.9945 |
|
| R1 |
1.9964 |
1.9964 |
1.9936 |
1.9983 |
| PP |
1.9903 |
1.9903 |
1.9903 |
1.9912 |
| S1 |
1.9865 |
1.9865 |
1.9918 |
1.9884 |
| S2 |
1.9804 |
1.9804 |
1.9909 |
|
| S3 |
1.9705 |
1.9766 |
1.9900 |
|
| S4 |
1.9606 |
1.9667 |
1.9873 |
|
|
| 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 |
2.0318 |
1.9841 |
0.0477 |
2.4% |
0.0087 |
0.4% |
18% |
False |
True |
102,870 |
| 10 |
2.0450 |
1.9841 |
0.0609 |
3.1% |
0.0084 |
0.4% |
14% |
False |
True |
95,641 |
| 20 |
2.0633 |
1.9841 |
0.0792 |
4.0% |
0.0077 |
0.4% |
11% |
False |
True |
95,607 |
| 40 |
2.0633 |
1.9841 |
0.0792 |
4.0% |
0.0065 |
0.3% |
11% |
False |
True |
87,930 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0058 |
0.3% |
30% |
False |
False |
67,090 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0045 |
0.2% |
30% |
False |
False |
50,348 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0037 |
0.2% |
33% |
False |
False |
40,320 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0031 |
0.2% |
51% |
False |
False |
33,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0361 |
|
2.618 |
2.0199 |
|
1.618 |
2.0100 |
|
1.000 |
2.0039 |
|
0.618 |
2.0001 |
|
HIGH |
1.9940 |
|
0.618 |
1.9902 |
|
0.500 |
1.9891 |
|
0.382 |
1.9879 |
|
LOW |
1.9841 |
|
0.618 |
1.9780 |
|
1.000 |
1.9742 |
|
1.618 |
1.9681 |
|
2.618 |
1.9582 |
|
4.250 |
1.9420 |
|
|
| Fisher Pivots for day following 15-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9915 |
1.9993 |
| PP |
1.9903 |
1.9971 |
| S1 |
1.9891 |
1.9949 |
|