CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 05-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2007 |
05-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9414 |
1.9185 |
-0.0229 |
-1.2% |
1.9633 |
| High |
1.9453 |
1.9285 |
-0.0168 |
-0.9% |
1.9670 |
| Low |
1.9414 |
1.9185 |
-0.0229 |
-1.2% |
1.9414 |
| Close |
1.9426 |
1.9215 |
-0.0211 |
-1.1% |
1.9426 |
| Range |
0.0039 |
0.0100 |
0.0061 |
156.4% |
0.0256 |
| ATR |
0.0070 |
0.0083 |
0.0012 |
17.3% |
0.0000 |
| Volume |
5,537 |
3,711 |
-1,826 |
-33.0% |
9,021 |
|
| Daily Pivots for day following 05-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9528 |
1.9472 |
1.9270 |
|
| R3 |
1.9428 |
1.9372 |
1.9243 |
|
| R2 |
1.9328 |
1.9328 |
1.9233 |
|
| R1 |
1.9272 |
1.9272 |
1.9224 |
1.9300 |
| PP |
1.9228 |
1.9228 |
1.9228 |
1.9243 |
| S1 |
1.9172 |
1.9172 |
1.9206 |
1.9200 |
| S2 |
1.9128 |
1.9128 |
1.9197 |
|
| S3 |
1.9028 |
1.9072 |
1.9188 |
|
| S4 |
1.8928 |
1.8972 |
1.9160 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0271 |
2.0105 |
1.9567 |
|
| R3 |
2.0015 |
1.9849 |
1.9496 |
|
| R2 |
1.9759 |
1.9759 |
1.9473 |
|
| R1 |
1.9593 |
1.9593 |
1.9449 |
1.9548 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9481 |
| S1 |
1.9337 |
1.9337 |
1.9403 |
1.9292 |
| S2 |
1.9247 |
1.9247 |
1.9379 |
|
| S3 |
1.8991 |
1.9081 |
1.9356 |
|
| S4 |
1.8735 |
1.8825 |
1.9285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0045 |
0.2% |
6% |
False |
True |
2,420 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0035 |
0.2% |
6% |
False |
True |
1,535 |
| 20 |
1.9687 |
1.9185 |
0.0502 |
2.6% |
0.0023 |
0.1% |
6% |
False |
True |
931 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0021 |
0.1% |
4% |
False |
True |
595 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0015 |
0.1% |
4% |
False |
True |
418 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.3% |
0.0013 |
0.1% |
32% |
False |
False |
313 |
| 100 |
1.9900 |
1.8550 |
0.1350 |
7.0% |
0.0010 |
0.1% |
49% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9710 |
|
2.618 |
1.9547 |
|
1.618 |
1.9447 |
|
1.000 |
1.9385 |
|
0.618 |
1.9347 |
|
HIGH |
1.9285 |
|
0.618 |
1.9247 |
|
0.500 |
1.9235 |
|
0.382 |
1.9223 |
|
LOW |
1.9185 |
|
0.618 |
1.9123 |
|
1.000 |
1.9085 |
|
1.618 |
1.9023 |
|
2.618 |
1.8923 |
|
4.250 |
1.8760 |
|
|
| Fisher Pivots for day following 05-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9235 |
1.9391 |
| PP |
1.9228 |
1.9332 |
| S1 |
1.9222 |
1.9274 |
|