CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 27-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2007 |
27-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0043 |
2.0145 |
0.0102 |
0.5% |
1.9844 |
| High |
2.0135 |
2.0160 |
0.0025 |
0.1% |
2.0135 |
| Low |
2.0035 |
2.0108 |
0.0073 |
0.4% |
1.9770 |
| Close |
2.0127 |
2.0124 |
-0.0003 |
0.0% |
2.0127 |
| Range |
0.0100 |
0.0052 |
-0.0048 |
-48.0% |
0.0365 |
| ATR |
0.0120 |
0.0115 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
76,723 |
69,951 |
-6,772 |
-8.8% |
341,732 |
|
| Daily Pivots for day following 27-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0287 |
2.0257 |
2.0153 |
|
| R3 |
2.0235 |
2.0205 |
2.0138 |
|
| R2 |
2.0183 |
2.0183 |
2.0134 |
|
| R1 |
2.0153 |
2.0153 |
2.0129 |
2.0142 |
| PP |
2.0131 |
2.0131 |
2.0131 |
2.0125 |
| S1 |
2.0101 |
2.0101 |
2.0119 |
2.0090 |
| S2 |
2.0079 |
2.0079 |
2.0114 |
|
| S3 |
2.0027 |
2.0049 |
2.0110 |
|
| S4 |
1.9975 |
1.9997 |
2.0095 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1106 |
2.0981 |
2.0328 |
|
| R3 |
2.0741 |
2.0616 |
2.0227 |
|
| R2 |
2.0376 |
2.0376 |
2.0194 |
|
| R1 |
2.0251 |
2.0251 |
2.0160 |
2.0314 |
| PP |
2.0011 |
2.0011 |
2.0011 |
2.0042 |
| S1 |
1.9886 |
1.9886 |
2.0094 |
1.9949 |
| S2 |
1.9646 |
1.9646 |
2.0060 |
|
| S3 |
1.9281 |
1.9521 |
2.0027 |
|
| S4 |
1.8916 |
1.9156 |
1.9926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0160 |
1.9770 |
0.0390 |
1.9% |
0.0062 |
0.3% |
91% |
True |
False |
61,567 |
| 10 |
2.0160 |
1.9755 |
0.0405 |
2.0% |
0.0077 |
0.4% |
91% |
True |
False |
83,937 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0082 |
0.4% |
53% |
False |
False |
89,862 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0073 |
0.4% |
42% |
False |
False |
91,354 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0064 |
0.3% |
50% |
False |
False |
78,081 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0052 |
0.3% |
50% |
False |
False |
58,656 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0043 |
0.2% |
51% |
False |
False |
46,953 |
| 120 |
2.0633 |
1.9282 |
0.1351 |
6.7% |
0.0036 |
0.2% |
62% |
False |
False |
39,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0381 |
|
2.618 |
2.0296 |
|
1.618 |
2.0244 |
|
1.000 |
2.0212 |
|
0.618 |
2.0192 |
|
HIGH |
2.0160 |
|
0.618 |
2.0140 |
|
0.500 |
2.0134 |
|
0.382 |
2.0128 |
|
LOW |
2.0108 |
|
0.618 |
2.0076 |
|
1.000 |
2.0056 |
|
1.618 |
2.0024 |
|
2.618 |
1.9972 |
|
4.250 |
1.9887 |
|
|
| Fisher Pivots for day following 27-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0134 |
2.0112 |
| PP |
2.0131 |
2.0100 |
| S1 |
2.0127 |
2.0088 |
|