CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 17-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2007 |
17-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0071 |
1.9942 |
-0.0129 |
-0.6% |
2.0261 |
| High |
2.0115 |
1.9980 |
-0.0135 |
-0.7% |
2.0303 |
| Low |
2.0010 |
1.9864 |
-0.0146 |
-0.7% |
2.0010 |
| Close |
2.0049 |
1.9891 |
-0.0158 |
-0.8% |
2.0049 |
| Range |
0.0105 |
0.0116 |
0.0011 |
10.5% |
0.0293 |
| ATR |
0.0097 |
0.0103 |
0.0006 |
6.5% |
0.0000 |
| Volume |
81,943 |
111,493 |
29,550 |
36.1% |
185,875 |
|
| Daily Pivots for day following 17-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0260 |
2.0191 |
1.9955 |
|
| R3 |
2.0144 |
2.0075 |
1.9923 |
|
| R2 |
2.0028 |
2.0028 |
1.9912 |
|
| R1 |
1.9959 |
1.9959 |
1.9902 |
1.9936 |
| PP |
1.9912 |
1.9912 |
1.9912 |
1.9900 |
| S1 |
1.9843 |
1.9843 |
1.9880 |
1.9820 |
| S2 |
1.9796 |
1.9796 |
1.9870 |
|
| S3 |
1.9680 |
1.9727 |
1.9859 |
|
| S4 |
1.9564 |
1.9611 |
1.9827 |
|
|
| 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 |
2.0473 |
|
2.618 |
2.0284 |
|
1.618 |
2.0168 |
|
1.000 |
2.0096 |
|
0.618 |
2.0052 |
|
HIGH |
1.9980 |
|
0.618 |
1.9936 |
|
0.500 |
1.9922 |
|
0.382 |
1.9908 |
|
LOW |
1.9864 |
|
0.618 |
1.9792 |
|
1.000 |
1.9748 |
|
1.618 |
1.9676 |
|
2.618 |
1.9560 |
|
4.250 |
1.9371 |
|
|
| Fisher Pivots for day following 17-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9922 |
2.0084 |
| PP |
1.9912 |
2.0019 |
| S1 |
1.9901 |
1.9955 |
|