CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 17-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2007 |
17-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9806 |
1.9820 |
0.0014 |
0.1% |
2.0134 |
| High |
1.9855 |
1.9915 |
0.0060 |
0.3% |
2.0145 |
| Low |
1.9755 |
1.9780 |
0.0025 |
0.1% |
1.9755 |
| Close |
1.9775 |
1.9786 |
0.0011 |
0.1% |
1.9786 |
| Range |
0.0100 |
0.0135 |
0.0035 |
35.0% |
0.0390 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
1.1% |
0.0000 |
| Volume |
122,519 |
131,113 |
8,594 |
7.0% |
536,039 |
|
| Daily Pivots for day following 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0232 |
2.0144 |
1.9860 |
|
| R3 |
2.0097 |
2.0009 |
1.9823 |
|
| R2 |
1.9962 |
1.9962 |
1.9811 |
|
| R1 |
1.9874 |
1.9874 |
1.9798 |
1.9851 |
| PP |
1.9827 |
1.9827 |
1.9827 |
1.9815 |
| S1 |
1.9739 |
1.9739 |
1.9774 |
1.9716 |
| S2 |
1.9692 |
1.9692 |
1.9761 |
|
| S3 |
1.9557 |
1.9604 |
1.9749 |
|
| S4 |
1.9422 |
1.9469 |
1.9712 |
|
|
| Weekly Pivots for week ending 17-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1065 |
2.0816 |
2.0001 |
|
| R3 |
2.0675 |
2.0426 |
1.9893 |
|
| R2 |
2.0285 |
2.0285 |
1.9858 |
|
| R1 |
2.0036 |
2.0036 |
1.9822 |
1.9966 |
| PP |
1.9895 |
1.9895 |
1.9895 |
1.9860 |
| S1 |
1.9646 |
1.9646 |
1.9750 |
1.9576 |
| S2 |
1.9505 |
1.9505 |
1.9715 |
|
| S3 |
1.9115 |
1.9256 |
1.9679 |
|
| S4 |
1.8725 |
1.8866 |
1.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0145 |
1.9755 |
0.0390 |
2.0% |
0.0087 |
0.4% |
8% |
False |
False |
107,207 |
| 10 |
2.0390 |
1.9755 |
0.0635 |
3.2% |
0.0087 |
0.4% |
5% |
False |
False |
103,347 |
| 20 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0083 |
0.4% |
4% |
False |
False |
97,570 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0070 |
0.4% |
4% |
False |
False |
90,162 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0061 |
0.3% |
16% |
False |
False |
71,310 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0048 |
0.2% |
16% |
False |
False |
53,516 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.3% |
0.0039 |
0.2% |
19% |
False |
False |
42,855 |
| 120 |
2.0633 |
1.9200 |
0.1433 |
7.2% |
0.0033 |
0.2% |
41% |
False |
False |
35,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0489 |
|
2.618 |
2.0268 |
|
1.618 |
2.0133 |
|
1.000 |
2.0050 |
|
0.618 |
1.9998 |
|
HIGH |
1.9915 |
|
0.618 |
1.9863 |
|
0.500 |
1.9848 |
|
0.382 |
1.9832 |
|
LOW |
1.9780 |
|
0.618 |
1.9697 |
|
1.000 |
1.9645 |
|
1.618 |
1.9562 |
|
2.618 |
1.9427 |
|
4.250 |
1.9206 |
|
|
| Fisher Pivots for day following 17-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9848 |
1.9848 |
| PP |
1.9827 |
1.9827 |
| S1 |
1.9807 |
1.9807 |
|