CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 16-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2007 |
16-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9351 |
1.9503 |
0.0152 |
0.8% |
1.9372 |
| High |
1.9376 |
1.9503 |
0.0127 |
0.7% |
1.9503 |
| Low |
1.9335 |
1.9395 |
0.0060 |
0.3% |
1.9200 |
| Close |
1.9359 |
1.9414 |
0.0055 |
0.3% |
1.9414 |
| Range |
0.0041 |
0.0108 |
0.0067 |
163.4% |
0.0303 |
| ATR |
0.0081 |
0.0086 |
0.0004 |
5.5% |
0.0000 |
| Volume |
98,207 |
82,987 |
-15,220 |
-15.5% |
280,251 |
|
| Daily Pivots for day following 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9761 |
1.9696 |
1.9473 |
|
| R3 |
1.9653 |
1.9588 |
1.9444 |
|
| R2 |
1.9545 |
1.9545 |
1.9434 |
|
| R1 |
1.9480 |
1.9480 |
1.9424 |
1.9459 |
| PP |
1.9437 |
1.9437 |
1.9437 |
1.9427 |
| S1 |
1.9372 |
1.9372 |
1.9404 |
1.9351 |
| S2 |
1.9329 |
1.9329 |
1.9394 |
|
| S3 |
1.9221 |
1.9264 |
1.9384 |
|
| S4 |
1.9113 |
1.9156 |
1.9355 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0281 |
2.0151 |
1.9581 |
|
| R3 |
1.9978 |
1.9848 |
1.9497 |
|
| R2 |
1.9675 |
1.9675 |
1.9470 |
|
| R1 |
1.9545 |
1.9545 |
1.9442 |
1.9610 |
| PP |
1.9372 |
1.9372 |
1.9372 |
1.9405 |
| S1 |
1.9242 |
1.9242 |
1.9386 |
1.9307 |
| S2 |
1.9069 |
1.9069 |
1.9358 |
|
| S3 |
1.8766 |
1.8939 |
1.9331 |
|
| S4 |
1.8463 |
1.8636 |
1.9247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9503 |
1.9200 |
0.0303 |
1.6% |
0.0102 |
0.5% |
71% |
True |
False |
56,050 |
| 10 |
1.9503 |
1.9185 |
0.0318 |
1.6% |
0.0078 |
0.4% |
72% |
True |
False |
30,880 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0051 |
0.3% |
47% |
False |
False |
16,038 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0036 |
0.2% |
32% |
False |
False |
8,159 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0026 |
0.1% |
32% |
False |
False |
5,502 |
| 80 |
1.9900 |
1.8972 |
0.0928 |
4.8% |
0.0020 |
0.1% |
48% |
False |
False |
4,127 |
| 100 |
1.9900 |
1.8758 |
0.1142 |
5.9% |
0.0017 |
0.1% |
57% |
False |
False |
3,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9962 |
|
2.618 |
1.9786 |
|
1.618 |
1.9678 |
|
1.000 |
1.9611 |
|
0.618 |
1.9570 |
|
HIGH |
1.9503 |
|
0.618 |
1.9462 |
|
0.500 |
1.9449 |
|
0.382 |
1.9436 |
|
LOW |
1.9395 |
|
0.618 |
1.9328 |
|
1.000 |
1.9287 |
|
1.618 |
1.9220 |
|
2.618 |
1.9112 |
|
4.250 |
1.8936 |
|
|
| Fisher Pivots for day following 16-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9449 |
1.9393 |
| PP |
1.9437 |
1.9372 |
| S1 |
1.9426 |
1.9352 |
|