CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 03-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2007 |
03-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0305 |
2.0396 |
0.0091 |
0.4% |
2.0175 |
| High |
2.0305 |
2.0396 |
0.0091 |
0.4% |
2.0396 |
| Low |
2.0305 |
2.0396 |
0.0091 |
0.4% |
2.0175 |
| Close |
2.0305 |
2.0396 |
0.0091 |
0.4% |
2.0396 |
| Range |
|
|
|
|
|
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.3% |
0.0000 |
| Volume |
65 |
35 |
-30 |
-46.2% |
598 |
|
| Daily Pivots for day following 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0396 |
2.0396 |
2.0396 |
|
| R3 |
2.0396 |
2.0396 |
2.0396 |
|
| R2 |
2.0396 |
2.0396 |
2.0396 |
|
| R1 |
2.0396 |
2.0396 |
2.0396 |
2.0396 |
| PP |
2.0396 |
2.0396 |
2.0396 |
2.0396 |
| S1 |
2.0396 |
2.0396 |
2.0396 |
2.0396 |
| S2 |
2.0396 |
2.0396 |
2.0396 |
|
| S3 |
2.0396 |
2.0396 |
2.0396 |
|
| S4 |
2.0396 |
2.0396 |
2.0396 |
|
|
| Weekly Pivots for week ending 03-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0985 |
2.0912 |
2.0518 |
|
| R3 |
2.0764 |
2.0691 |
2.0457 |
|
| R2 |
2.0543 |
2.0543 |
2.0437 |
|
| R1 |
2.0470 |
2.0470 |
2.0416 |
2.0507 |
| PP |
2.0322 |
2.0322 |
2.0322 |
2.0341 |
| S1 |
2.0249 |
2.0249 |
2.0376 |
2.0286 |
| S2 |
2.0101 |
2.0101 |
2.0355 |
|
| S3 |
1.9880 |
2.0028 |
2.0335 |
|
| S4 |
1.9659 |
1.9807 |
2.0274 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0396 |
|
2.618 |
2.0396 |
|
1.618 |
2.0396 |
|
1.000 |
2.0396 |
|
0.618 |
2.0396 |
|
HIGH |
2.0396 |
|
0.618 |
2.0396 |
|
0.500 |
2.0396 |
|
0.382 |
2.0396 |
|
LOW |
2.0396 |
|
0.618 |
2.0396 |
|
1.000 |
2.0396 |
|
1.618 |
2.0396 |
|
2.618 |
2.0396 |
|
4.250 |
2.0396 |
|
|
| Fisher Pivots for day following 03-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0396 |
2.0368 |
| PP |
2.0396 |
2.0340 |
| S1 |
2.0396 |
2.0313 |
|