CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 19-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2007 |
19-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9503 |
1.9445 |
-0.0058 |
-0.3% |
1.9372 |
| High |
1.9503 |
1.9470 |
-0.0033 |
-0.2% |
1.9503 |
| Low |
1.9395 |
1.9415 |
0.0020 |
0.1% |
1.9200 |
| Close |
1.9414 |
1.9437 |
0.0023 |
0.1% |
1.9414 |
| Range |
0.0108 |
0.0055 |
-0.0053 |
-49.1% |
0.0303 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
82,987 |
73,065 |
-9,922 |
-12.0% |
280,251 |
|
| Daily Pivots for day following 19-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9606 |
1.9576 |
1.9467 |
|
| R3 |
1.9551 |
1.9521 |
1.9452 |
|
| R2 |
1.9496 |
1.9496 |
1.9447 |
|
| R1 |
1.9466 |
1.9466 |
1.9442 |
1.9454 |
| PP |
1.9441 |
1.9441 |
1.9441 |
1.9434 |
| S1 |
1.9411 |
1.9411 |
1.9432 |
1.9399 |
| S2 |
1.9386 |
1.9386 |
1.9427 |
|
| S3 |
1.9331 |
1.9356 |
1.9422 |
|
| S4 |
1.9276 |
1.9301 |
1.9407 |
|
|
| 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% |
0.0086 |
0.4% |
78% |
False |
False |
66,627 |
| 10 |
1.9503 |
1.9200 |
0.0303 |
1.6% |
0.0073 |
0.4% |
78% |
False |
False |
37,815 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0054 |
0.3% |
52% |
False |
False |
19,675 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0037 |
0.2% |
35% |
False |
False |
9,971 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0027 |
0.1% |
35% |
False |
False |
6,720 |
| 80 |
1.9900 |
1.9004 |
0.0896 |
4.6% |
0.0020 |
0.1% |
48% |
False |
False |
5,040 |
| 100 |
1.9900 |
1.8763 |
0.1137 |
5.8% |
0.0017 |
0.1% |
59% |
False |
False |
4,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9704 |
|
2.618 |
1.9614 |
|
1.618 |
1.9559 |
|
1.000 |
1.9525 |
|
0.618 |
1.9504 |
|
HIGH |
1.9470 |
|
0.618 |
1.9449 |
|
0.500 |
1.9443 |
|
0.382 |
1.9436 |
|
LOW |
1.9415 |
|
0.618 |
1.9381 |
|
1.000 |
1.9360 |
|
1.618 |
1.9326 |
|
2.618 |
1.9271 |
|
4.250 |
1.9181 |
|
|
| Fisher Pivots for day following 19-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9443 |
1.9431 |
| PP |
1.9441 |
1.9425 |
| S1 |
1.9439 |
1.9419 |
|