CME British Pound Future December 2007
Trading Metrics calculated at close of trading on 26-Sep-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
Open |
2.0100 |
2.0120 |
0.0020 |
0.1% |
1.9942 |
High |
2.0165 |
2.0153 |
-0.0012 |
-0.1% |
2.0172 |
Low |
2.0100 |
2.0100 |
0.0000 |
0.0% |
1.9864 |
Close |
2.0136 |
2.0115 |
-0.0021 |
-0.1% |
2.0156 |
Range |
0.0065 |
0.0053 |
-0.0012 |
-18.5% |
0.0308 |
ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.7% |
0.0000 |
Volume |
40,913 |
70,060 |
29,147 |
71.2% |
442,936 |
|
Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0282 |
2.0251 |
2.0144 |
|
R3 |
2.0229 |
2.0198 |
2.0130 |
|
R2 |
2.0176 |
2.0176 |
2.0125 |
|
R1 |
2.0145 |
2.0145 |
2.0120 |
2.0134 |
PP |
2.0123 |
2.0123 |
2.0123 |
2.0117 |
S1 |
2.0092 |
2.0092 |
2.0110 |
2.0081 |
S2 |
2.0070 |
2.0070 |
2.0105 |
|
S3 |
2.0017 |
2.0039 |
2.0100 |
|
S4 |
1.9964 |
1.9986 |
2.0086 |
|
|
Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0988 |
2.0880 |
2.0325 |
|
R3 |
2.0680 |
2.0572 |
2.0241 |
|
R2 |
2.0372 |
2.0372 |
2.0212 |
|
R1 |
2.0264 |
2.0264 |
2.0184 |
2.0318 |
PP |
2.0064 |
2.0064 |
2.0064 |
2.0091 |
S1 |
1.9956 |
1.9956 |
2.0128 |
2.0010 |
S2 |
1.9756 |
1.9756 |
2.0100 |
|
S3 |
1.9448 |
1.9648 |
2.0071 |
|
S4 |
1.9140 |
1.9340 |
1.9987 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0378 |
2.618 |
2.0292 |
1.618 |
2.0239 |
1.000 |
2.0206 |
0.618 |
2.0186 |
HIGH |
2.0153 |
0.618 |
2.0133 |
0.500 |
2.0127 |
0.382 |
2.0120 |
LOW |
2.0100 |
0.618 |
2.0067 |
1.000 |
2.0047 |
1.618 |
2.0014 |
2.618 |
1.9961 |
4.250 |
1.9875 |
|
|
Fisher Pivots for day following 26-Sep-2007 |
Pivot |
1 day |
3 day |
R1 |
2.0127 |
2.0155 |
PP |
2.0123 |
2.0142 |
S1 |
2.0119 |
2.0128 |
|