CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 13-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2007 |
13-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0179 |
2.0080 |
-0.0099 |
-0.5% |
2.0248 |
| High |
2.0179 |
2.0080 |
-0.0099 |
-0.5% |
2.0312 |
| Low |
2.0179 |
2.0080 |
-0.0099 |
-0.5% |
2.0172 |
| Close |
2.0179 |
2.0083 |
-0.0096 |
-0.5% |
2.0179 |
| Range |
|
|
|
|
|
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.0% |
0.0000 |
| Volume |
155 |
150 |
-5 |
-3.2% |
1,293 |
|
| Daily Pivots for day following 13-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0081 |
2.0082 |
2.0083 |
|
| R3 |
2.0081 |
2.0082 |
2.0083 |
|
| R2 |
2.0081 |
2.0081 |
2.0083 |
|
| R1 |
2.0082 |
2.0082 |
2.0083 |
2.0082 |
| PP |
2.0081 |
2.0081 |
2.0081 |
2.0081 |
| S1 |
2.0082 |
2.0082 |
2.0083 |
2.0082 |
| S2 |
2.0081 |
2.0081 |
2.0083 |
|
| S3 |
2.0081 |
2.0082 |
2.0083 |
|
| S4 |
2.0081 |
2.0082 |
2.0083 |
|
|
| Weekly Pivots for week ending 10-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0641 |
2.0550 |
2.0256 |
|
| R3 |
2.0501 |
2.0410 |
2.0218 |
|
| R2 |
2.0361 |
2.0361 |
2.0205 |
|
| R1 |
2.0270 |
2.0270 |
2.0192 |
2.0246 |
| PP |
2.0221 |
2.0221 |
2.0221 |
2.0209 |
| S1 |
2.0130 |
2.0130 |
2.0166 |
2.0106 |
| S2 |
2.0081 |
2.0081 |
2.0153 |
|
| S3 |
1.9941 |
1.9990 |
2.0141 |
|
| S4 |
1.9801 |
1.9850 |
2.0102 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0080 |
|
2.618 |
2.0080 |
|
1.618 |
2.0080 |
|
1.000 |
2.0080 |
|
0.618 |
2.0080 |
|
HIGH |
2.0080 |
|
0.618 |
2.0080 |
|
0.500 |
2.0080 |
|
0.382 |
2.0080 |
|
LOW |
2.0080 |
|
0.618 |
2.0080 |
|
1.000 |
2.0080 |
|
1.618 |
2.0080 |
|
2.618 |
2.0080 |
|
4.250 |
2.0080 |
|
|
| Fisher Pivots for day following 13-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0082 |
2.0134 |
| PP |
2.0081 |
2.0117 |
| S1 |
2.0080 |
2.0100 |
|