CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 06-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2007 |
06-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0130 |
2.0148 |
0.0018 |
0.1% |
2.0080 |
| High |
2.0182 |
2.0220 |
0.0038 |
0.2% |
2.0160 |
| Low |
2.0060 |
2.0093 |
0.0033 |
0.2% |
2.0014 |
| Close |
2.0160 |
2.0186 |
0.0026 |
0.1% |
2.0116 |
| Range |
0.0122 |
0.0127 |
0.0005 |
4.1% |
0.0146 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.4% |
0.0000 |
| Volume |
2,578 |
14,078 |
11,500 |
446.1% |
3,086 |
|
| Daily Pivots for day following 06-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0547 |
2.0494 |
2.0256 |
|
| R3 |
2.0420 |
2.0367 |
2.0221 |
|
| R2 |
2.0293 |
2.0293 |
2.0209 |
|
| R1 |
2.0240 |
2.0240 |
2.0198 |
2.0267 |
| PP |
2.0166 |
2.0166 |
2.0166 |
2.0180 |
| S1 |
2.0113 |
2.0113 |
2.0174 |
2.0140 |
| S2 |
2.0039 |
2.0039 |
2.0163 |
|
| S3 |
1.9912 |
1.9986 |
2.0151 |
|
| S4 |
1.9785 |
1.9859 |
2.0116 |
|
|
| 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 |
2.0760 |
|
2.618 |
2.0552 |
|
1.618 |
2.0425 |
|
1.000 |
2.0347 |
|
0.618 |
2.0298 |
|
HIGH |
2.0220 |
|
0.618 |
2.0171 |
|
0.500 |
2.0157 |
|
0.382 |
2.0142 |
|
LOW |
2.0093 |
|
0.618 |
2.0015 |
|
1.000 |
1.9966 |
|
1.618 |
1.9888 |
|
2.618 |
1.9761 |
|
4.250 |
1.9553 |
|
|
| Fisher Pivots for day following 06-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0176 |
2.0167 |
| PP |
2.0166 |
2.0149 |
| S1 |
2.0157 |
2.0130 |
|