CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 14-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2007 |
14-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0235 |
2.0071 |
-0.0164 |
-0.8% |
2.0261 |
| High |
2.0303 |
2.0115 |
-0.0188 |
-0.9% |
2.0303 |
| Low |
2.0193 |
2.0010 |
-0.0183 |
-0.9% |
2.0010 |
| Close |
2.0271 |
2.0049 |
-0.0222 |
-1.1% |
2.0049 |
| Range |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0293 |
| ATR |
0.0084 |
0.0097 |
0.0013 |
15.0% |
0.0000 |
| Volume |
52,044 |
81,943 |
29,899 |
57.4% |
185,875 |
|
| Daily Pivots for day following 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0373 |
2.0316 |
2.0107 |
|
| R3 |
2.0268 |
2.0211 |
2.0078 |
|
| R2 |
2.0163 |
2.0163 |
2.0068 |
|
| R1 |
2.0106 |
2.0106 |
2.0059 |
2.0082 |
| PP |
2.0058 |
2.0058 |
2.0058 |
2.0046 |
| S1 |
2.0001 |
2.0001 |
2.0039 |
1.9977 |
| S2 |
1.9953 |
1.9953 |
2.0030 |
|
| S3 |
1.9848 |
1.9896 |
2.0020 |
|
| S4 |
1.9743 |
1.9791 |
1.9991 |
|
|
| Weekly Pivots for week ending 14-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1000 |
2.0817 |
2.0210 |
|
| R3 |
2.0707 |
2.0524 |
2.0130 |
|
| R2 |
2.0414 |
2.0414 |
2.0103 |
|
| R1 |
2.0231 |
2.0231 |
2.0076 |
2.0176 |
| PP |
2.0121 |
2.0121 |
2.0121 |
2.0093 |
| S1 |
1.9938 |
1.9938 |
2.0022 |
1.9883 |
| S2 |
1.9828 |
1.9828 |
1.9995 |
|
| S3 |
1.9535 |
1.9645 |
1.9968 |
|
| S4 |
1.9242 |
1.9352 |
1.9888 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0561 |
|
2.618 |
2.0390 |
|
1.618 |
2.0285 |
|
1.000 |
2.0220 |
|
0.618 |
2.0180 |
|
HIGH |
2.0115 |
|
0.618 |
2.0075 |
|
0.500 |
2.0063 |
|
0.382 |
2.0050 |
|
LOW |
2.0010 |
|
0.618 |
1.9945 |
|
1.000 |
1.9905 |
|
1.618 |
1.9840 |
|
2.618 |
1.9735 |
|
4.250 |
1.9564 |
|
|
| Fisher Pivots for day following 14-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0063 |
2.0157 |
| PP |
2.0058 |
2.0121 |
| S1 |
2.0054 |
2.0085 |
|