CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9577 |
1.9676 |
0.0099 |
0.5% |
1.9372 |
| High |
1.9685 |
1.9698 |
0.0013 |
0.1% |
1.9503 |
| Low |
1.9565 |
1.9605 |
0.0040 |
0.2% |
1.9200 |
| Close |
1.9680 |
1.9643 |
-0.0037 |
-0.2% |
1.9414 |
| Range |
0.0120 |
0.0093 |
-0.0027 |
-22.5% |
0.0303 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102,530 |
68,887 |
-33,643 |
-32.8% |
280,251 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9928 |
1.9878 |
1.9694 |
|
| R3 |
1.9835 |
1.9785 |
1.9669 |
|
| R2 |
1.9742 |
1.9742 |
1.9660 |
|
| R1 |
1.9692 |
1.9692 |
1.9652 |
1.9671 |
| PP |
1.9649 |
1.9649 |
1.9649 |
1.9638 |
| S1 |
1.9599 |
1.9599 |
1.9634 |
1.9578 |
| S2 |
1.9556 |
1.9556 |
1.9626 |
|
| S3 |
1.9463 |
1.9506 |
1.9617 |
|
| S4 |
1.9370 |
1.9413 |
1.9592 |
|
|
| 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 |
1.9698 |
1.9395 |
0.0303 |
1.5% |
0.0088 |
0.4% |
82% |
True |
False |
76,337 |
| 10 |
1.9698 |
1.9200 |
0.0498 |
2.5% |
0.0089 |
0.5% |
89% |
True |
False |
58,395 |
| 20 |
1.9698 |
1.9185 |
0.0513 |
2.6% |
0.0064 |
0.3% |
89% |
True |
False |
30,867 |
| 40 |
1.9698 |
1.9185 |
0.0513 |
2.6% |
0.0042 |
0.2% |
89% |
True |
False |
15,600 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0032 |
0.2% |
64% |
False |
False |
10,472 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0024 |
0.1% |
64% |
False |
False |
7,861 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0020 |
0.1% |
75% |
False |
False |
6,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0093 |
|
2.618 |
1.9941 |
|
1.618 |
1.9848 |
|
1.000 |
1.9791 |
|
0.618 |
1.9755 |
|
HIGH |
1.9698 |
|
0.618 |
1.9662 |
|
0.500 |
1.9652 |
|
0.382 |
1.9641 |
|
LOW |
1.9605 |
|
0.618 |
1.9548 |
|
1.000 |
1.9512 |
|
1.618 |
1.9455 |
|
2.618 |
1.9362 |
|
4.250 |
1.9210 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9652 |
1.9638 |
| PP |
1.9649 |
1.9632 |
| S1 |
1.9646 |
1.9627 |
|