CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0069 |
2.0204 |
0.0135 |
0.7% |
2.0145 |
| High |
2.0173 |
2.0210 |
0.0037 |
0.2% |
2.0210 |
| Low |
2.0069 |
2.0100 |
0.0031 |
0.2% |
2.0050 |
| Close |
2.0132 |
2.0161 |
0.0029 |
0.1% |
2.0161 |
| Range |
0.0104 |
0.0110 |
0.0006 |
5.8% |
0.0160 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
79,965 |
67,320 |
-12,645 |
-15.8% |
327,468 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0487 |
2.0434 |
2.0222 |
|
| R3 |
2.0377 |
2.0324 |
2.0191 |
|
| R2 |
2.0267 |
2.0267 |
2.0181 |
|
| R1 |
2.0214 |
2.0214 |
2.0171 |
2.0186 |
| PP |
2.0157 |
2.0157 |
2.0157 |
2.0143 |
| S1 |
2.0104 |
2.0104 |
2.0151 |
2.0076 |
| S2 |
2.0047 |
2.0047 |
2.0141 |
|
| S3 |
1.9937 |
1.9994 |
2.0131 |
|
| S4 |
1.9827 |
1.9884 |
2.0101 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0620 |
2.0551 |
2.0249 |
|
| R3 |
2.0460 |
2.0391 |
2.0205 |
|
| R2 |
2.0300 |
2.0300 |
2.0190 |
|
| R1 |
2.0231 |
2.0231 |
2.0176 |
2.0266 |
| PP |
2.0140 |
2.0140 |
2.0140 |
2.0158 |
| S1 |
2.0071 |
2.0071 |
2.0146 |
2.0106 |
| S2 |
1.9980 |
1.9980 |
2.0132 |
|
| S3 |
1.9820 |
1.9911 |
2.0117 |
|
| S4 |
1.9660 |
1.9751 |
2.0073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0210 |
2.0050 |
0.0160 |
0.8% |
0.0083 |
0.4% |
69% |
True |
False |
65,493 |
| 10 |
2.0210 |
1.9770 |
0.0440 |
2.2% |
0.0075 |
0.4% |
89% |
True |
False |
66,920 |
| 20 |
2.0390 |
1.9755 |
0.0635 |
3.1% |
0.0081 |
0.4% |
64% |
False |
False |
85,133 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0075 |
0.4% |
46% |
False |
False |
88,430 |
| 60 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0067 |
0.3% |
53% |
False |
False |
82,102 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0057 |
0.3% |
53% |
False |
False |
61,872 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0047 |
0.2% |
53% |
False |
False |
49,519 |
| 120 |
2.0633 |
1.9343 |
0.1290 |
6.4% |
0.0039 |
0.2% |
63% |
False |
False |
41,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0678 |
|
2.618 |
2.0498 |
|
1.618 |
2.0388 |
|
1.000 |
2.0320 |
|
0.618 |
2.0278 |
|
HIGH |
2.0210 |
|
0.618 |
2.0168 |
|
0.500 |
2.0155 |
|
0.382 |
2.0142 |
|
LOW |
2.0100 |
|
0.618 |
2.0032 |
|
1.000 |
1.9990 |
|
1.618 |
1.9922 |
|
2.618 |
1.9812 |
|
4.250 |
1.9633 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0159 |
2.0154 |
| PP |
2.0157 |
2.0147 |
| S1 |
2.0155 |
2.0140 |
|