CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0204 |
2.0102 |
-0.0102 |
-0.5% |
2.0145 |
| High |
2.0210 |
2.0150 |
-0.0060 |
-0.3% |
2.0210 |
| Low |
2.0100 |
2.0075 |
-0.0025 |
-0.1% |
2.0050 |
| Close |
2.0161 |
2.0141 |
-0.0020 |
-0.1% |
2.0161 |
| Range |
0.0110 |
0.0075 |
-0.0035 |
-31.8% |
0.0160 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
67,320 |
75,852 |
8,532 |
12.7% |
327,468 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0347 |
2.0319 |
2.0182 |
|
| R3 |
2.0272 |
2.0244 |
2.0162 |
|
| R2 |
2.0197 |
2.0197 |
2.0155 |
|
| R1 |
2.0169 |
2.0169 |
2.0148 |
2.0183 |
| PP |
2.0122 |
2.0122 |
2.0122 |
2.0129 |
| S1 |
2.0094 |
2.0094 |
2.0134 |
2.0108 |
| S2 |
2.0047 |
2.0047 |
2.0127 |
|
| S3 |
1.9972 |
2.0019 |
2.0120 |
|
| S4 |
1.9897 |
1.9944 |
2.0100 |
|
|
| 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% |
0.0088 |
0.4% |
57% |
False |
False |
66,673 |
| 10 |
2.0210 |
1.9770 |
0.0440 |
2.2% |
0.0075 |
0.4% |
84% |
False |
False |
64,120 |
| 20 |
2.0390 |
1.9755 |
0.0635 |
3.2% |
0.0082 |
0.4% |
61% |
False |
False |
84,632 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.4% |
0.0076 |
0.4% |
44% |
False |
False |
88,072 |
| 60 |
2.0633 |
1.9634 |
0.0999 |
5.0% |
0.0067 |
0.3% |
51% |
False |
False |
82,947 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0058 |
0.3% |
51% |
False |
False |
62,820 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0048 |
0.2% |
51% |
False |
False |
50,274 |
| 120 |
2.0633 |
1.9398 |
0.1235 |
6.1% |
0.0040 |
0.2% |
60% |
False |
False |
41,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0469 |
|
2.618 |
2.0346 |
|
1.618 |
2.0271 |
|
1.000 |
2.0225 |
|
0.618 |
2.0196 |
|
HIGH |
2.0150 |
|
0.618 |
2.0121 |
|
0.500 |
2.0113 |
|
0.382 |
2.0104 |
|
LOW |
2.0075 |
|
0.618 |
2.0029 |
|
1.000 |
2.0000 |
|
1.618 |
1.9954 |
|
2.618 |
1.9879 |
|
4.250 |
1.9756 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0132 |
2.0141 |
| PP |
2.0122 |
2.0140 |
| S1 |
2.0113 |
2.0140 |
|