CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 12-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2007 |
12-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0271 |
2.0252 |
-0.0019 |
-0.1% |
2.0040 |
| High |
2.0282 |
2.0280 |
-0.0002 |
0.0% |
2.0280 |
| Low |
2.0235 |
2.0238 |
0.0003 |
0.0% |
2.0040 |
| Close |
2.0267 |
2.0257 |
-0.0010 |
0.0% |
2.0229 |
| Range |
0.0047 |
0.0042 |
-0.0005 |
-10.6% |
0.0240 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
14,017 |
21,255 |
7,238 |
51.6% |
28,988 |
|
| Daily Pivots for day following 12-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0384 |
2.0363 |
2.0280 |
|
| R3 |
2.0342 |
2.0321 |
2.0269 |
|
| R2 |
2.0300 |
2.0300 |
2.0265 |
|
| R1 |
2.0279 |
2.0279 |
2.0261 |
2.0290 |
| PP |
2.0258 |
2.0258 |
2.0258 |
2.0264 |
| S1 |
2.0237 |
2.0237 |
2.0253 |
2.0248 |
| S2 |
2.0216 |
2.0216 |
2.0249 |
|
| S3 |
2.0174 |
2.0195 |
2.0245 |
|
| S4 |
2.0132 |
2.0153 |
2.0234 |
|
|
| 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 |
2.0459 |
|
2.618 |
2.0390 |
|
1.618 |
2.0348 |
|
1.000 |
2.0322 |
|
0.618 |
2.0306 |
|
HIGH |
2.0280 |
|
0.618 |
2.0264 |
|
0.500 |
2.0259 |
|
0.382 |
2.0254 |
|
LOW |
2.0238 |
|
0.618 |
2.0212 |
|
1.000 |
2.0196 |
|
1.618 |
2.0170 |
|
2.618 |
2.0128 |
|
4.250 |
2.0060 |
|
|
| Fisher Pivots for day following 12-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0259 |
2.0255 |
| PP |
2.0258 |
2.0253 |
| S1 |
2.0258 |
2.0251 |
|