CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 30-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2007 |
30-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0106 |
2.0014 |
-0.0092 |
-0.5% |
1.9810 |
| High |
2.0106 |
2.0085 |
-0.0021 |
-0.1% |
2.0080 |
| Low |
2.0106 |
2.0014 |
-0.0092 |
-0.5% |
1.9757 |
| Close |
2.0106 |
2.0085 |
-0.0021 |
-0.1% |
2.0076 |
| Range |
0.0000 |
0.0071 |
0.0071 |
|
0.0323 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
0.7% |
0.0000 |
| Volume |
413 |
546 |
133 |
32.2% |
1,991 |
|
| Daily Pivots for day following 30-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0274 |
2.0251 |
2.0124 |
|
| R3 |
2.0203 |
2.0180 |
2.0105 |
|
| R2 |
2.0132 |
2.0132 |
2.0098 |
|
| R1 |
2.0109 |
2.0109 |
2.0092 |
2.0121 |
| PP |
2.0061 |
2.0061 |
2.0061 |
2.0067 |
| S1 |
2.0038 |
2.0038 |
2.0078 |
2.0050 |
| S2 |
1.9990 |
1.9990 |
2.0072 |
|
| S3 |
1.9919 |
1.9967 |
2.0065 |
|
| S4 |
1.9848 |
1.9896 |
2.0046 |
|
|
| Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0940 |
2.0831 |
2.0254 |
|
| R3 |
2.0617 |
2.0508 |
2.0165 |
|
| R2 |
2.0294 |
2.0294 |
2.0135 |
|
| R1 |
2.0185 |
2.0185 |
2.0106 |
2.0240 |
| PP |
1.9971 |
1.9971 |
1.9971 |
1.9998 |
| S1 |
1.9862 |
1.9862 |
2.0046 |
1.9917 |
| S2 |
1.9648 |
1.9648 |
2.0017 |
|
| S3 |
1.9325 |
1.9539 |
1.9987 |
|
| S4 |
1.9002 |
1.9216 |
1.9898 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0387 |
|
2.618 |
2.0271 |
|
1.618 |
2.0200 |
|
1.000 |
2.0156 |
|
0.618 |
2.0129 |
|
HIGH |
2.0085 |
|
0.618 |
2.0058 |
|
0.500 |
2.0050 |
|
0.382 |
2.0041 |
|
LOW |
2.0014 |
|
0.618 |
1.9970 |
|
1.000 |
1.9943 |
|
1.618 |
1.9899 |
|
2.618 |
1.9828 |
|
4.250 |
1.9712 |
|
|
| Fisher Pivots for day following 30-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0073 |
2.0077 |
| PP |
2.0061 |
2.0068 |
| S1 |
2.0050 |
2.0060 |
|