CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 04-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2007 |
04-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0160 |
2.0040 |
-0.0120 |
-0.6% |
2.0080 |
| High |
2.0160 |
2.0100 |
-0.0060 |
-0.3% |
2.0160 |
| Low |
2.0080 |
2.0040 |
-0.0040 |
-0.2% |
2.0014 |
| Close |
2.0116 |
2.0098 |
-0.0018 |
-0.1% |
2.0116 |
| Range |
0.0080 |
0.0060 |
-0.0020 |
-25.0% |
0.0146 |
| ATR |
0.0084 |
0.0084 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
1,240 |
1,604 |
364 |
29.4% |
3,086 |
|
| Daily Pivots for day following 04-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0259 |
2.0239 |
2.0131 |
|
| R3 |
2.0199 |
2.0179 |
2.0115 |
|
| R2 |
2.0139 |
2.0139 |
2.0109 |
|
| R1 |
2.0119 |
2.0119 |
2.0104 |
2.0129 |
| PP |
2.0079 |
2.0079 |
2.0079 |
2.0085 |
| S1 |
2.0059 |
2.0059 |
2.0093 |
2.0069 |
| S2 |
2.0019 |
2.0019 |
2.0087 |
|
| S3 |
1.9959 |
1.9999 |
2.0082 |
|
| S4 |
1.9899 |
1.9939 |
2.0065 |
|
|
| 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 |
2.0355 |
|
2.618 |
2.0257 |
|
1.618 |
2.0197 |
|
1.000 |
2.0160 |
|
0.618 |
2.0137 |
|
HIGH |
2.0100 |
|
0.618 |
2.0077 |
|
0.500 |
2.0070 |
|
0.382 |
2.0063 |
|
LOW |
2.0040 |
|
0.618 |
2.0003 |
|
1.000 |
1.9980 |
|
1.618 |
1.9943 |
|
2.618 |
1.9883 |
|
4.250 |
1.9785 |
|
|
| Fisher Pivots for day following 04-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0089 |
2.0094 |
| PP |
2.0079 |
2.0091 |
| S1 |
2.0070 |
2.0087 |
|