CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 23-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2007 |
23-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9856 |
2.0036 |
0.0180 |
0.9% |
2.0134 |
| High |
1.9917 |
2.0055 |
0.0138 |
0.7% |
2.0145 |
| Low |
1.9856 |
2.0015 |
0.0159 |
0.8% |
1.9755 |
| Close |
1.9904 |
2.0021 |
0.0117 |
0.6% |
1.9786 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0390 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
2.0% |
0.0000 |
| Volume |
52,948 |
56,242 |
3,294 |
6.2% |
536,039 |
|
| Daily Pivots for day following 23-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0150 |
2.0126 |
2.0043 |
|
| R3 |
2.0110 |
2.0086 |
2.0032 |
|
| R2 |
2.0070 |
2.0070 |
2.0028 |
|
| R1 |
2.0046 |
2.0046 |
2.0025 |
2.0038 |
| PP |
2.0030 |
2.0030 |
2.0030 |
2.0027 |
| S1 |
2.0006 |
2.0006 |
2.0017 |
1.9998 |
| S2 |
1.9990 |
1.9990 |
2.0014 |
|
| S3 |
1.9950 |
1.9966 |
2.0010 |
|
| S4 |
1.9910 |
1.9926 |
1.9999 |
|
|
| 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 |
2.0055 |
1.9770 |
0.0285 |
1.4% |
0.0073 |
0.4% |
88% |
True |
False |
79,224 |
| 10 |
2.0260 |
1.9755 |
0.0505 |
2.5% |
0.0078 |
0.4% |
53% |
False |
False |
93,355 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0082 |
0.4% |
38% |
False |
False |
95,239 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0071 |
0.4% |
30% |
False |
False |
90,843 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0062 |
0.3% |
40% |
False |
False |
75,702 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.1% |
0.0051 |
0.3% |
40% |
False |
False |
56,825 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0042 |
0.2% |
41% |
False |
False |
45,490 |
| 120 |
2.0633 |
1.9273 |
0.1360 |
6.8% |
0.0035 |
0.2% |
55% |
False |
False |
37,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0225 |
|
2.618 |
2.0160 |
|
1.618 |
2.0120 |
|
1.000 |
2.0095 |
|
0.618 |
2.0080 |
|
HIGH |
2.0055 |
|
0.618 |
2.0040 |
|
0.500 |
2.0035 |
|
0.382 |
2.0030 |
|
LOW |
2.0015 |
|
0.618 |
1.9990 |
|
1.000 |
1.9975 |
|
1.618 |
1.9950 |
|
2.618 |
1.9910 |
|
4.250 |
1.9845 |
|
|
| Fisher Pivots for day following 23-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0035 |
1.9985 |
| PP |
2.0030 |
1.9949 |
| S1 |
2.0026 |
1.9913 |
|