CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 29-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2007 |
29-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0111 |
2.0109 |
-0.0002 |
0.0% |
1.9844 |
| High |
2.0130 |
2.0178 |
0.0048 |
0.2% |
2.0135 |
| Low |
2.0050 |
2.0109 |
0.0059 |
0.3% |
1.9770 |
| Close |
2.0066 |
2.0156 |
0.0090 |
0.4% |
2.0127 |
| Range |
0.0080 |
0.0069 |
-0.0011 |
-13.8% |
0.0365 |
| ATR |
0.0113 |
0.0112 |
0.0000 |
0.0% |
0.0000 |
| Volume |
42,698 |
67,534 |
24,836 |
58.2% |
341,732 |
|
| Daily Pivots for day following 29-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0355 |
2.0324 |
2.0194 |
|
| R3 |
2.0286 |
2.0255 |
2.0175 |
|
| R2 |
2.0217 |
2.0217 |
2.0169 |
|
| R1 |
2.0186 |
2.0186 |
2.0162 |
2.0202 |
| PP |
2.0148 |
2.0148 |
2.0148 |
2.0155 |
| S1 |
2.0117 |
2.0117 |
2.0150 |
2.0133 |
| S2 |
2.0079 |
2.0079 |
2.0143 |
|
| S3 |
2.0010 |
2.0048 |
2.0137 |
|
| S4 |
1.9941 |
1.9979 |
2.0118 |
|
|
| 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 |
2.0178 |
2.0015 |
0.0163 |
0.8% |
0.0068 |
0.3% |
87% |
True |
False |
62,629 |
| 10 |
2.0178 |
1.9755 |
0.0423 |
2.1% |
0.0077 |
0.4% |
95% |
True |
False |
77,554 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.4% |
0.0081 |
0.4% |
58% |
False |
False |
86,598 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0074 |
0.4% |
46% |
False |
False |
89,034 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0065 |
0.3% |
53% |
False |
False |
79,873 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0054 |
0.3% |
53% |
False |
False |
60,032 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0045 |
0.2% |
53% |
False |
False |
48,050 |
| 120 |
2.0633 |
1.9282 |
0.1351 |
6.7% |
0.0037 |
0.2% |
65% |
False |
False |
40,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0471 |
|
2.618 |
2.0359 |
|
1.618 |
2.0290 |
|
1.000 |
2.0247 |
|
0.618 |
2.0221 |
|
HIGH |
2.0178 |
|
0.618 |
2.0152 |
|
0.500 |
2.0144 |
|
0.382 |
2.0135 |
|
LOW |
2.0109 |
|
0.618 |
2.0066 |
|
1.000 |
2.0040 |
|
1.618 |
1.9997 |
|
2.618 |
1.9928 |
|
4.250 |
1.9816 |
|
|
| Fisher Pivots for day following 29-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0152 |
2.0142 |
| PP |
2.0148 |
2.0128 |
| S1 |
2.0144 |
2.0114 |
|