CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 01-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2007 |
01-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9629 |
1.9568 |
-0.0061 |
-0.3% |
1.9539 |
| High |
1.9639 |
1.9596 |
-0.0043 |
-0.2% |
1.9645 |
| Low |
1.9629 |
1.9568 |
-0.0061 |
-0.3% |
1.9498 |
| Close |
1.9629 |
1.9596 |
-0.0033 |
-0.2% |
1.9629 |
| Range |
0.0010 |
0.0028 |
0.0018 |
180.0% |
0.0147 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,136 |
1,223 |
87 |
7.7% |
2,621 |
|
| Daily Pivots for day following 01-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9671 |
1.9661 |
1.9611 |
|
| R3 |
1.9643 |
1.9633 |
1.9604 |
|
| R2 |
1.9615 |
1.9615 |
1.9601 |
|
| R1 |
1.9605 |
1.9605 |
1.9599 |
1.9610 |
| PP |
1.9587 |
1.9587 |
1.9587 |
1.9589 |
| S1 |
1.9577 |
1.9577 |
1.9593 |
1.9582 |
| S2 |
1.9559 |
1.9559 |
1.9591 |
|
| S3 |
1.9531 |
1.9549 |
1.9588 |
|
| S4 |
1.9503 |
1.9521 |
1.9581 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0032 |
1.9977 |
1.9710 |
|
| R3 |
1.9885 |
1.9830 |
1.9669 |
|
| R2 |
1.9738 |
1.9738 |
1.9656 |
|
| R1 |
1.9683 |
1.9683 |
1.9642 |
1.9711 |
| PP |
1.9591 |
1.9591 |
1.9591 |
1.9604 |
| S1 |
1.9536 |
1.9536 |
1.9616 |
1.9564 |
| S2 |
1.9444 |
1.9444 |
1.9602 |
|
| S3 |
1.9297 |
1.9389 |
1.9589 |
|
| S4 |
1.9150 |
1.9242 |
1.9548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9670 |
1.9568 |
0.0102 |
0.5% |
0.0026 |
0.1% |
27% |
False |
True |
863 |
| 10 |
1.9670 |
1.9498 |
0.0172 |
0.9% |
0.0029 |
0.1% |
57% |
False |
False |
682 |
| 20 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0016 |
0.1% |
61% |
False |
False |
501 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0018 |
0.1% |
51% |
False |
False |
365 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0013 |
0.1% |
51% |
False |
False |
264 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0011 |
0.1% |
70% |
False |
False |
198 |
| 100 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0009 |
0.0% |
77% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9715 |
|
2.618 |
1.9669 |
|
1.618 |
1.9641 |
|
1.000 |
1.9624 |
|
0.618 |
1.9613 |
|
HIGH |
1.9596 |
|
0.618 |
1.9585 |
|
0.500 |
1.9582 |
|
0.382 |
1.9579 |
|
LOW |
1.9568 |
|
0.618 |
1.9551 |
|
1.000 |
1.9540 |
|
1.618 |
1.9523 |
|
2.618 |
1.9495 |
|
4.250 |
1.9449 |
|
|
| Fisher Pivots for day following 01-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9591 |
1.9619 |
| PP |
1.9587 |
1.9611 |
| S1 |
1.9582 |
1.9604 |
|