CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0109 |
2.0069 |
-0.0040 |
-0.2% |
1.9844 |
| High |
2.0178 |
2.0173 |
-0.0005 |
0.0% |
2.0135 |
| Low |
2.0109 |
2.0069 |
-0.0040 |
-0.2% |
1.9770 |
| Close |
2.0156 |
2.0132 |
-0.0024 |
-0.1% |
2.0127 |
| Range |
0.0069 |
0.0104 |
0.0035 |
50.7% |
0.0365 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
67,534 |
79,965 |
12,431 |
18.4% |
341,732 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0437 |
2.0388 |
2.0189 |
|
| R3 |
2.0333 |
2.0284 |
2.0161 |
|
| R2 |
2.0229 |
2.0229 |
2.0151 |
|
| R1 |
2.0180 |
2.0180 |
2.0142 |
2.0205 |
| PP |
2.0125 |
2.0125 |
2.0125 |
2.0137 |
| S1 |
2.0076 |
2.0076 |
2.0122 |
2.0101 |
| S2 |
2.0021 |
2.0021 |
2.0113 |
|
| S3 |
1.9917 |
1.9972 |
2.0103 |
|
| S4 |
1.9813 |
1.9868 |
2.0075 |
|
|
| 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 |
2.0035 |
0.0143 |
0.7% |
0.0081 |
0.4% |
68% |
False |
False |
67,374 |
| 10 |
2.0178 |
1.9770 |
0.0408 |
2.0% |
0.0077 |
0.4% |
89% |
False |
False |
73,299 |
| 20 |
2.0450 |
1.9755 |
0.0695 |
3.5% |
0.0081 |
0.4% |
54% |
False |
False |
85,065 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0074 |
0.4% |
43% |
False |
False |
89,412 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0066 |
0.3% |
50% |
False |
False |
81,134 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0056 |
0.3% |
50% |
False |
False |
61,031 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0046 |
0.2% |
50% |
False |
False |
48,850 |
| 120 |
2.0633 |
1.9331 |
0.1302 |
6.5% |
0.0038 |
0.2% |
62% |
False |
False |
40,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0615 |
|
2.618 |
2.0445 |
|
1.618 |
2.0341 |
|
1.000 |
2.0277 |
|
0.618 |
2.0237 |
|
HIGH |
2.0173 |
|
0.618 |
2.0133 |
|
0.500 |
2.0121 |
|
0.382 |
2.0109 |
|
LOW |
2.0069 |
|
0.618 |
2.0005 |
|
1.000 |
1.9965 |
|
1.618 |
1.9901 |
|
2.618 |
1.9797 |
|
4.250 |
1.9627 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0128 |
2.0126 |
| PP |
2.0125 |
2.0120 |
| S1 |
2.0121 |
2.0114 |
|