CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 13-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2007 |
13-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0306 |
2.0278 |
-0.0028 |
-0.1% |
2.0102 |
| High |
2.0325 |
2.0330 |
0.0005 |
0.0% |
2.0325 |
| Low |
2.0290 |
2.0250 |
-0.0040 |
-0.2% |
2.0075 |
| Close |
2.0304 |
2.0318 |
0.0014 |
0.1% |
2.0276 |
| Range |
0.0035 |
0.0080 |
0.0045 |
128.6% |
0.0250 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
68,835 |
79,155 |
10,320 |
15.0% |
342,197 |
|
| Daily Pivots for day following 13-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0539 |
2.0509 |
2.0362 |
|
| R3 |
2.0459 |
2.0429 |
2.0340 |
|
| R2 |
2.0379 |
2.0379 |
2.0333 |
|
| R1 |
2.0349 |
2.0349 |
2.0325 |
2.0364 |
| PP |
2.0299 |
2.0299 |
2.0299 |
2.0307 |
| S1 |
2.0269 |
2.0269 |
2.0311 |
2.0284 |
| S2 |
2.0219 |
2.0219 |
2.0303 |
|
| S3 |
2.0139 |
2.0189 |
2.0296 |
|
| S4 |
2.0059 |
2.0109 |
2.0274 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0975 |
2.0876 |
2.0414 |
|
| R3 |
2.0725 |
2.0626 |
2.0345 |
|
| R2 |
2.0475 |
2.0475 |
2.0322 |
|
| R1 |
2.0376 |
2.0376 |
2.0299 |
2.0426 |
| PP |
2.0225 |
2.0225 |
2.0225 |
2.0250 |
| S1 |
2.0126 |
2.0126 |
2.0253 |
2.0176 |
| S2 |
1.9975 |
1.9975 |
2.0230 |
|
| S3 |
1.9725 |
1.9876 |
2.0207 |
|
| S4 |
1.9475 |
1.9626 |
2.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0333 |
2.0210 |
0.0123 |
0.6% |
0.0069 |
0.3% |
88% |
False |
False |
78,391 |
| 10 |
2.0333 |
2.0069 |
0.0264 |
1.3% |
0.0089 |
0.4% |
94% |
False |
False |
79,226 |
| 20 |
2.0333 |
1.9755 |
0.0578 |
2.8% |
0.0083 |
0.4% |
97% |
False |
False |
78,390 |
| 40 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0080 |
0.4% |
64% |
False |
False |
86,999 |
| 60 |
2.0633 |
1.9755 |
0.0878 |
4.3% |
0.0071 |
0.3% |
64% |
False |
False |
84,750 |
| 80 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0064 |
0.3% |
69% |
False |
False |
69,915 |
| 100 |
2.0633 |
1.9621 |
0.1012 |
5.0% |
0.0052 |
0.3% |
69% |
False |
False |
55,956 |
| 120 |
2.0633 |
1.9587 |
0.1046 |
5.1% |
0.0045 |
0.2% |
70% |
False |
False |
46,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0670 |
|
2.618 |
2.0539 |
|
1.618 |
2.0459 |
|
1.000 |
2.0410 |
|
0.618 |
2.0379 |
|
HIGH |
2.0330 |
|
0.618 |
2.0299 |
|
0.500 |
2.0290 |
|
0.382 |
2.0281 |
|
LOW |
2.0250 |
|
0.618 |
2.0201 |
|
1.000 |
2.0170 |
|
1.618 |
2.0121 |
|
2.618 |
2.0041 |
|
4.250 |
1.9910 |
|
|
| Fisher Pivots for day following 13-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0309 |
2.0309 |
| PP |
2.0299 |
2.0300 |
| S1 |
2.0290 |
2.0292 |
|