CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 15-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2007 |
15-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9226 |
1.9351 |
0.0125 |
0.7% |
1.9185 |
| High |
1.9366 |
1.9376 |
0.0010 |
0.1% |
1.9330 |
| Low |
1.9200 |
1.9335 |
0.0135 |
0.7% |
1.9185 |
| Close |
1.9347 |
1.9359 |
0.0012 |
0.1% |
1.9310 |
| Range |
0.0166 |
0.0041 |
-0.0125 |
-75.3% |
0.0145 |
| ATR |
0.0085 |
0.0081 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
40,053 |
98,207 |
58,154 |
145.2% |
28,553 |
|
| Daily Pivots for day following 15-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9480 |
1.9460 |
1.9382 |
|
| R3 |
1.9439 |
1.9419 |
1.9370 |
|
| R2 |
1.9398 |
1.9398 |
1.9367 |
|
| R1 |
1.9378 |
1.9378 |
1.9363 |
1.9388 |
| PP |
1.9357 |
1.9357 |
1.9357 |
1.9362 |
| S1 |
1.9337 |
1.9337 |
1.9355 |
1.9347 |
| S2 |
1.9316 |
1.9316 |
1.9351 |
|
| S3 |
1.9275 |
1.9296 |
1.9348 |
|
| S4 |
1.9234 |
1.9255 |
1.9336 |
|
|
| 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 |
1.9376 |
1.9200 |
0.0176 |
0.9% |
0.0089 |
0.5% |
90% |
True |
False |
40,452 |
| 10 |
1.9453 |
1.9185 |
0.0268 |
1.4% |
0.0071 |
0.4% |
65% |
False |
False |
23,135 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0050 |
0.3% |
36% |
False |
False |
11,908 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0033 |
0.2% |
24% |
False |
False |
6,085 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0024 |
0.1% |
24% |
False |
False |
4,119 |
| 80 |
1.9900 |
1.8941 |
0.0959 |
5.0% |
0.0018 |
0.1% |
44% |
False |
False |
3,090 |
| 100 |
1.9900 |
1.8758 |
0.1142 |
5.9% |
0.0016 |
0.1% |
53% |
False |
False |
2,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9550 |
|
2.618 |
1.9483 |
|
1.618 |
1.9442 |
|
1.000 |
1.9417 |
|
0.618 |
1.9401 |
|
HIGH |
1.9376 |
|
0.618 |
1.9360 |
|
0.500 |
1.9356 |
|
0.382 |
1.9351 |
|
LOW |
1.9335 |
|
0.618 |
1.9310 |
|
1.000 |
1.9294 |
|
1.618 |
1.9269 |
|
2.618 |
1.9228 |
|
4.250 |
1.9161 |
|
|
| Fisher Pivots for day following 15-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9358 |
1.9335 |
| PP |
1.9357 |
1.9312 |
| S1 |
1.9356 |
1.9288 |
|