CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 31-Aug-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2007 |
31-Aug-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0014 |
2.0160 |
0.0146 |
0.7% |
2.0080 |
| High |
2.0085 |
2.0160 |
0.0075 |
0.4% |
2.0160 |
| Low |
2.0014 |
2.0080 |
0.0066 |
0.3% |
2.0014 |
| Close |
2.0085 |
2.0116 |
0.0031 |
0.2% |
2.0116 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0146 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
546 |
1,240 |
694 |
127.1% |
3,086 |
|
| Daily Pivots for day following 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0359 |
2.0317 |
2.0160 |
|
| R3 |
2.0279 |
2.0237 |
2.0138 |
|
| R2 |
2.0199 |
2.0199 |
2.0131 |
|
| R1 |
2.0157 |
2.0157 |
2.0123 |
2.0138 |
| PP |
2.0119 |
2.0119 |
2.0119 |
2.0109 |
| S1 |
2.0077 |
2.0077 |
2.0109 |
2.0058 |
| S2 |
2.0039 |
2.0039 |
2.0101 |
|
| S3 |
1.9959 |
1.9997 |
2.0094 |
|
| S4 |
1.9879 |
1.9917 |
2.0072 |
|
|
| Weekly Pivots for week ending 31-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0535 |
2.0471 |
2.0196 |
|
| R3 |
2.0389 |
2.0325 |
2.0156 |
|
| R2 |
2.0243 |
2.0243 |
2.0143 |
|
| R1 |
2.0179 |
2.0179 |
2.0129 |
2.0211 |
| PP |
2.0097 |
2.0097 |
2.0097 |
2.0113 |
| S1 |
2.0033 |
2.0033 |
2.0103 |
2.0065 |
| S2 |
1.9951 |
1.9951 |
2.0089 |
|
| S3 |
1.9805 |
1.9887 |
2.0076 |
|
| S4 |
1.9659 |
1.9741 |
2.0036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0500 |
|
2.618 |
2.0369 |
|
1.618 |
2.0289 |
|
1.000 |
2.0240 |
|
0.618 |
2.0209 |
|
HIGH |
2.0160 |
|
0.618 |
2.0129 |
|
0.500 |
2.0120 |
|
0.382 |
2.0111 |
|
LOW |
2.0080 |
|
0.618 |
2.0031 |
|
1.000 |
2.0000 |
|
1.618 |
1.9951 |
|
2.618 |
1.9871 |
|
4.250 |
1.9740 |
|
|
| Fisher Pivots for day following 31-Aug-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0120 |
2.0106 |
| PP |
2.0119 |
2.0097 |
| S1 |
2.0117 |
2.0087 |
|