CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 13-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2007 |
13-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9372 |
1.9300 |
-0.0072 |
-0.4% |
1.9185 |
| High |
1.9372 |
1.9351 |
-0.0021 |
-0.1% |
1.9330 |
| Low |
1.9240 |
1.9290 |
0.0050 |
0.3% |
1.9185 |
| Close |
1.9312 |
1.9298 |
-0.0014 |
-0.1% |
1.9310 |
| Range |
0.0132 |
0.0061 |
-0.0071 |
-53.8% |
0.0145 |
| ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
20,179 |
38,825 |
18,646 |
92.4% |
28,553 |
|
| Daily Pivots for day following 13-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9496 |
1.9458 |
1.9332 |
|
| R3 |
1.9435 |
1.9397 |
1.9315 |
|
| R2 |
1.9374 |
1.9374 |
1.9309 |
|
| R1 |
1.9336 |
1.9336 |
1.9304 |
1.9325 |
| PP |
1.9313 |
1.9313 |
1.9313 |
1.9307 |
| S1 |
1.9275 |
1.9275 |
1.9292 |
1.9264 |
| S2 |
1.9252 |
1.9252 |
1.9287 |
|
| S3 |
1.9191 |
1.9214 |
1.9281 |
|
| S4 |
1.9130 |
1.9153 |
1.9264 |
|
|
| 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 |
1.9240 |
0.0132 |
0.7% |
0.0060 |
0.3% |
44% |
False |
False |
14,726 |
| 10 |
1.9639 |
1.9185 |
0.0454 |
2.4% |
0.0054 |
0.3% |
25% |
False |
False |
9,545 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0039 |
0.2% |
23% |
False |
False |
5,006 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0029 |
0.1% |
16% |
False |
False |
2,653 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0021 |
0.1% |
16% |
False |
False |
1,815 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0016 |
0.1% |
41% |
False |
False |
1,361 |
| 100 |
1.9900 |
1.8696 |
0.1204 |
6.2% |
0.0014 |
0.1% |
50% |
False |
False |
1,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9610 |
|
2.618 |
1.9511 |
|
1.618 |
1.9450 |
|
1.000 |
1.9412 |
|
0.618 |
1.9389 |
|
HIGH |
1.9351 |
|
0.618 |
1.9328 |
|
0.500 |
1.9321 |
|
0.382 |
1.9313 |
|
LOW |
1.9290 |
|
0.618 |
1.9252 |
|
1.000 |
1.9229 |
|
1.618 |
1.9191 |
|
2.618 |
1.9130 |
|
4.250 |
1.9031 |
|
|
| Fisher Pivots for day following 13-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9321 |
1.9306 |
| PP |
1.9313 |
1.9303 |
| S1 |
1.9306 |
1.9301 |
|