CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 28-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0145 |
2.0111 |
-0.0034 |
-0.2% |
1.9844 |
| High |
2.0160 |
2.0130 |
-0.0030 |
-0.1% |
2.0135 |
| Low |
2.0108 |
2.0050 |
-0.0058 |
-0.3% |
1.9770 |
| Close |
2.0124 |
2.0066 |
-0.0058 |
-0.3% |
2.0127 |
| Range |
0.0052 |
0.0080 |
0.0028 |
53.8% |
0.0365 |
| ATR |
0.0115 |
0.0113 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
69,951 |
42,698 |
-27,253 |
-39.0% |
341,732 |
|
| Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0322 |
2.0274 |
2.0110 |
|
| R3 |
2.0242 |
2.0194 |
2.0088 |
|
| R2 |
2.0162 |
2.0162 |
2.0081 |
|
| R1 |
2.0114 |
2.0114 |
2.0073 |
2.0098 |
| PP |
2.0082 |
2.0082 |
2.0082 |
2.0074 |
| S1 |
2.0034 |
2.0034 |
2.0059 |
2.0018 |
| S2 |
2.0002 |
2.0002 |
2.0051 |
|
| S3 |
1.9922 |
1.9954 |
2.0044 |
|
| S4 |
1.9842 |
1.9874 |
2.0022 |
|
|
| 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 |
1.9856 |
0.0304 |
1.5% |
0.0067 |
0.3% |
69% |
False |
False |
59,712 |
| 10 |
2.0160 |
1.9755 |
0.0405 |
2.0% |
0.0080 |
0.4% |
77% |
False |
False |
80,881 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0082 |
0.4% |
45% |
False |
False |
88,130 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0073 |
0.4% |
35% |
False |
False |
90,233 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0065 |
0.3% |
44% |
False |
False |
78,785 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0053 |
0.3% |
44% |
False |
False |
59,188 |
| 100 |
2.0633 |
1.9587 |
0.1046 |
5.2% |
0.0044 |
0.2% |
46% |
False |
False |
47,376 |
| 120 |
2.0633 |
1.9282 |
0.1351 |
6.7% |
0.0037 |
0.2% |
58% |
False |
False |
39,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0470 |
|
2.618 |
2.0339 |
|
1.618 |
2.0259 |
|
1.000 |
2.0210 |
|
0.618 |
2.0179 |
|
HIGH |
2.0130 |
|
0.618 |
2.0099 |
|
0.500 |
2.0090 |
|
0.382 |
2.0081 |
|
LOW |
2.0050 |
|
0.618 |
2.0001 |
|
1.000 |
1.9970 |
|
1.618 |
1.9921 |
|
2.618 |
1.9841 |
|
4.250 |
1.9710 |
|
|
| Fisher Pivots for day following 28-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0090 |
2.0098 |
| PP |
2.0082 |
2.0087 |
| S1 |
2.0074 |
2.0077 |
|