CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 06-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2007 |
06-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9185 |
1.9263 |
0.0078 |
0.4% |
1.9633 |
| High |
1.9285 |
1.9295 |
0.0010 |
0.1% |
1.9670 |
| Low |
1.9185 |
1.9233 |
0.0048 |
0.3% |
1.9414 |
| Close |
1.9215 |
1.9285 |
0.0070 |
0.4% |
1.9426 |
| Range |
0.0100 |
0.0062 |
-0.0038 |
-38.0% |
0.0256 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
3,711 |
10,213 |
6,502 |
175.2% |
9,021 |
|
| Daily Pivots for day following 06-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9457 |
1.9433 |
1.9319 |
|
| R3 |
1.9395 |
1.9371 |
1.9302 |
|
| R2 |
1.9333 |
1.9333 |
1.9296 |
|
| R1 |
1.9309 |
1.9309 |
1.9291 |
1.9321 |
| PP |
1.9271 |
1.9271 |
1.9271 |
1.9277 |
| S1 |
1.9247 |
1.9247 |
1.9279 |
1.9259 |
| S2 |
1.9209 |
1.9209 |
1.9274 |
|
| S3 |
1.9147 |
1.9185 |
1.9268 |
|
| S4 |
1.9085 |
1.9123 |
1.9251 |
|
|
| 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 |
1.9639 |
1.9185 |
0.0454 |
2.4% |
0.0048 |
0.2% |
22% |
False |
False |
4,364 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0041 |
0.2% |
21% |
False |
False |
2,482 |
| 20 |
1.9687 |
1.9185 |
0.0502 |
2.6% |
0.0026 |
0.1% |
20% |
False |
False |
1,426 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0023 |
0.1% |
14% |
False |
False |
847 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0016 |
0.1% |
14% |
False |
False |
588 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.3% |
0.0013 |
0.1% |
39% |
False |
False |
441 |
| 100 |
1.9900 |
1.8550 |
0.1350 |
7.0% |
0.0011 |
0.1% |
54% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9559 |
|
2.618 |
1.9457 |
|
1.618 |
1.9395 |
|
1.000 |
1.9357 |
|
0.618 |
1.9333 |
|
HIGH |
1.9295 |
|
0.618 |
1.9271 |
|
0.500 |
1.9264 |
|
0.382 |
1.9257 |
|
LOW |
1.9233 |
|
0.618 |
1.9195 |
|
1.000 |
1.9171 |
|
1.618 |
1.9133 |
|
2.618 |
1.9071 |
|
4.250 |
1.8970 |
|
|
| Fisher Pivots for day following 06-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9278 |
1.9319 |
| PP |
1.9271 |
1.9308 |
| S1 |
1.9264 |
1.9296 |
|