CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 12-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2007 |
12-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9327 |
1.9372 |
0.0045 |
0.2% |
1.9185 |
| High |
1.9330 |
1.9372 |
0.0042 |
0.2% |
1.9330 |
| Low |
1.9285 |
1.9240 |
-0.0045 |
-0.2% |
1.9185 |
| Close |
1.9310 |
1.9312 |
0.0002 |
0.0% |
1.9310 |
| Range |
0.0045 |
0.0132 |
0.0087 |
193.3% |
0.0145 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0000 |
| Volume |
5,000 |
20,179 |
15,179 |
303.6% |
28,553 |
|
| Daily Pivots for day following 12-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9704 |
1.9640 |
1.9385 |
|
| R3 |
1.9572 |
1.9508 |
1.9348 |
|
| R2 |
1.9440 |
1.9440 |
1.9336 |
|
| R1 |
1.9376 |
1.9376 |
1.9324 |
1.9342 |
| PP |
1.9308 |
1.9308 |
1.9308 |
1.9291 |
| S1 |
1.9244 |
1.9244 |
1.9300 |
1.9210 |
| S2 |
1.9176 |
1.9176 |
1.9288 |
|
| S3 |
1.9044 |
1.9112 |
1.9276 |
|
| S4 |
1.8912 |
1.8980 |
1.9239 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9710 |
1.9655 |
1.9390 |
|
| R3 |
1.9565 |
1.9510 |
1.9350 |
|
| R2 |
1.9420 |
1.9420 |
1.9337 |
|
| R1 |
1.9365 |
1.9365 |
1.9323 |
1.9393 |
| PP |
1.9275 |
1.9275 |
1.9275 |
1.9289 |
| S1 |
1.9220 |
1.9220 |
1.9297 |
1.9248 |
| S2 |
1.9130 |
1.9130 |
1.9283 |
|
| S3 |
1.8985 |
1.9075 |
1.9270 |
|
| S4 |
1.8840 |
1.8930 |
1.9230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9372 |
1.9233 |
0.0139 |
0.7% |
0.0060 |
0.3% |
57% |
True |
False |
9,004 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0053 |
0.3% |
26% |
False |
False |
5,712 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0036 |
0.2% |
26% |
False |
False |
3,109 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0027 |
0.1% |
18% |
False |
False |
1,704 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0020 |
0.1% |
18% |
False |
False |
1,168 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0016 |
0.1% |
42% |
False |
False |
876 |
| 100 |
1.9900 |
1.8696 |
0.1204 |
6.2% |
0.0013 |
0.1% |
51% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9933 |
|
2.618 |
1.9718 |
|
1.618 |
1.9586 |
|
1.000 |
1.9504 |
|
0.618 |
1.9454 |
|
HIGH |
1.9372 |
|
0.618 |
1.9322 |
|
0.500 |
1.9306 |
|
0.382 |
1.9290 |
|
LOW |
1.9240 |
|
0.618 |
1.9158 |
|
1.000 |
1.9108 |
|
1.618 |
1.9026 |
|
2.618 |
1.8894 |
|
4.250 |
1.8679 |
|
|
| Fisher Pivots for day following 12-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9310 |
1.9310 |
| PP |
1.9308 |
1.9308 |
| S1 |
1.9306 |
1.9306 |
|