CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 07-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2007 |
07-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0148 |
2.0181 |
0.0033 |
0.2% |
2.0040 |
| High |
2.0220 |
2.0280 |
0.0060 |
0.3% |
2.0280 |
| Low |
2.0093 |
2.0181 |
0.0088 |
0.4% |
2.0040 |
| Close |
2.0186 |
2.0229 |
0.0043 |
0.2% |
2.0229 |
| Range |
0.0127 |
0.0099 |
-0.0028 |
-22.0% |
0.0240 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
14,078 |
10,728 |
-3,350 |
-23.8% |
28,988 |
|
| Daily Pivots for day following 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0527 |
2.0477 |
2.0283 |
|
| R3 |
2.0428 |
2.0378 |
2.0256 |
|
| R2 |
2.0329 |
2.0329 |
2.0247 |
|
| R1 |
2.0279 |
2.0279 |
2.0238 |
2.0304 |
| PP |
2.0230 |
2.0230 |
2.0230 |
2.0243 |
| S1 |
2.0180 |
2.0180 |
2.0220 |
2.0205 |
| S2 |
2.0131 |
2.0131 |
2.0211 |
|
| S3 |
2.0032 |
2.0081 |
2.0202 |
|
| S4 |
1.9933 |
1.9982 |
2.0175 |
|
|
| Weekly Pivots for week ending 07-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0903 |
2.0806 |
2.0361 |
|
| R3 |
2.0663 |
2.0566 |
2.0295 |
|
| R2 |
2.0423 |
2.0423 |
2.0273 |
|
| R1 |
2.0326 |
2.0326 |
2.0251 |
2.0375 |
| PP |
2.0183 |
2.0183 |
2.0183 |
2.0207 |
| S1 |
2.0086 |
2.0086 |
2.0207 |
2.0135 |
| S2 |
1.9943 |
1.9943 |
2.0185 |
|
| S3 |
1.9703 |
1.9846 |
2.0163 |
|
| S4 |
1.9463 |
1.9606 |
2.0097 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0701 |
|
2.618 |
2.0539 |
|
1.618 |
2.0440 |
|
1.000 |
2.0379 |
|
0.618 |
2.0341 |
|
HIGH |
2.0280 |
|
0.618 |
2.0242 |
|
0.500 |
2.0231 |
|
0.382 |
2.0219 |
|
LOW |
2.0181 |
|
0.618 |
2.0120 |
|
1.000 |
2.0082 |
|
1.618 |
2.0021 |
|
2.618 |
1.9922 |
|
4.250 |
1.9760 |
|
|
| Fisher Pivots for day following 07-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0231 |
2.0209 |
| PP |
2.0230 |
2.0190 |
| S1 |
2.0230 |
2.0170 |
|