CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 20-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2007 |
20-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9953 |
2.0030 |
0.0077 |
0.4% |
2.0261 |
| High |
1.9980 |
2.0105 |
0.0125 |
0.6% |
2.0303 |
| Low |
1.9900 |
2.0020 |
0.0120 |
0.6% |
2.0010 |
| Close |
1.9977 |
2.0054 |
0.0077 |
0.4% |
2.0049 |
| Range |
0.0080 |
0.0085 |
0.0005 |
6.3% |
0.0293 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.7% |
0.0000 |
| Volume |
88,755 |
82,640 |
-6,115 |
-6.9% |
185,875 |
|
| Daily Pivots for day following 20-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0315 |
2.0269 |
2.0101 |
|
| R3 |
2.0230 |
2.0184 |
2.0077 |
|
| R2 |
2.0145 |
2.0145 |
2.0070 |
|
| R1 |
2.0099 |
2.0099 |
2.0062 |
2.0122 |
| PP |
2.0060 |
2.0060 |
2.0060 |
2.0071 |
| S1 |
2.0014 |
2.0014 |
2.0046 |
2.0037 |
| S2 |
1.9975 |
1.9975 |
2.0038 |
|
| S3 |
1.9890 |
1.9929 |
2.0031 |
|
| S4 |
1.9805 |
1.9844 |
2.0007 |
|
|
| 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 |
2.0466 |
|
2.618 |
2.0328 |
|
1.618 |
2.0243 |
|
1.000 |
2.0190 |
|
0.618 |
2.0158 |
|
HIGH |
2.0105 |
|
0.618 |
2.0073 |
|
0.500 |
2.0063 |
|
0.382 |
2.0052 |
|
LOW |
2.0020 |
|
0.618 |
1.9967 |
|
1.000 |
1.9935 |
|
1.618 |
1.9882 |
|
2.618 |
1.9797 |
|
4.250 |
1.9659 |
|
|
| Fisher Pivots for day following 20-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0063 |
2.0034 |
| PP |
2.0060 |
2.0013 |
| S1 |
2.0057 |
1.9993 |
|