CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 10-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2007 |
10-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0181 |
2.0261 |
0.0080 |
0.4% |
2.0040 |
| High |
2.0280 |
2.0278 |
-0.0002 |
0.0% |
2.0280 |
| Low |
2.0181 |
2.0219 |
0.0038 |
0.2% |
2.0040 |
| Close |
2.0229 |
2.0225 |
-0.0004 |
0.0% |
2.0229 |
| Range |
0.0099 |
0.0059 |
-0.0040 |
-40.4% |
0.0240 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
10,728 |
16,616 |
5,888 |
54.9% |
28,988 |
|
| Daily Pivots for day following 10-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0418 |
2.0380 |
2.0257 |
|
| R3 |
2.0359 |
2.0321 |
2.0241 |
|
| R2 |
2.0300 |
2.0300 |
2.0236 |
|
| R1 |
2.0262 |
2.0262 |
2.0230 |
2.0252 |
| PP |
2.0241 |
2.0241 |
2.0241 |
2.0235 |
| S1 |
2.0203 |
2.0203 |
2.0220 |
2.0193 |
| S2 |
2.0182 |
2.0182 |
2.0214 |
|
| S3 |
2.0123 |
2.0144 |
2.0209 |
|
| S4 |
2.0064 |
2.0085 |
2.0193 |
|
|
| 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 |
2.0529 |
|
2.618 |
2.0432 |
|
1.618 |
2.0373 |
|
1.000 |
2.0337 |
|
0.618 |
2.0314 |
|
HIGH |
2.0278 |
|
0.618 |
2.0255 |
|
0.500 |
2.0249 |
|
0.382 |
2.0242 |
|
LOW |
2.0219 |
|
0.618 |
2.0183 |
|
1.000 |
2.0160 |
|
1.618 |
2.0124 |
|
2.618 |
2.0065 |
|
4.250 |
1.9968 |
|
|
| Fisher Pivots for day following 10-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0249 |
2.0212 |
| PP |
2.0241 |
2.0199 |
| S1 |
2.0233 |
2.0187 |
|