CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 26-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2007 |
26-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9649 |
1.9610 |
-0.0039 |
-0.2% |
1.9445 |
| High |
1.9665 |
1.9720 |
0.0055 |
0.3% |
1.9698 |
| Low |
1.9585 |
1.9609 |
0.0024 |
0.1% |
1.9415 |
| Close |
1.9607 |
1.9692 |
0.0085 |
0.4% |
1.9607 |
| Range |
0.0080 |
0.0111 |
0.0031 |
38.8% |
0.0283 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.6% |
0.0000 |
| Volume |
87,812 |
78,554 |
-9,258 |
-10.5% |
386,512 |
|
| Daily Pivots for day following 26-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0007 |
1.9960 |
1.9753 |
|
| R3 |
1.9896 |
1.9849 |
1.9723 |
|
| R2 |
1.9785 |
1.9785 |
1.9712 |
|
| R1 |
1.9738 |
1.9738 |
1.9702 |
1.9762 |
| PP |
1.9674 |
1.9674 |
1.9674 |
1.9685 |
| S1 |
1.9627 |
1.9627 |
1.9682 |
1.9651 |
| S2 |
1.9563 |
1.9563 |
1.9672 |
|
| S3 |
1.9452 |
1.9516 |
1.9661 |
|
| S4 |
1.9341 |
1.9405 |
1.9631 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0422 |
2.0298 |
1.9763 |
|
| R3 |
2.0139 |
2.0015 |
1.9685 |
|
| R2 |
1.9856 |
1.9856 |
1.9659 |
|
| R1 |
1.9732 |
1.9732 |
1.9633 |
1.9794 |
| PP |
1.9573 |
1.9573 |
1.9573 |
1.9605 |
| S1 |
1.9449 |
1.9449 |
1.9581 |
1.9511 |
| S2 |
1.9290 |
1.9290 |
1.9555 |
|
| S3 |
1.9007 |
1.9166 |
1.9529 |
|
| S4 |
1.8724 |
1.8883 |
1.9451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9720 |
1.9555 |
0.0165 |
0.8% |
0.0094 |
0.5% |
83% |
True |
False |
78,400 |
| 10 |
1.9720 |
1.9200 |
0.0520 |
2.6% |
0.0090 |
0.5% |
95% |
True |
False |
72,513 |
| 20 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0071 |
0.4% |
95% |
True |
False |
39,112 |
| 40 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0046 |
0.2% |
95% |
True |
False |
19,751 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0035 |
0.2% |
71% |
False |
False |
13,238 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0026 |
0.1% |
71% |
False |
False |
9,940 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0022 |
0.1% |
79% |
False |
False |
7,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0192 |
|
2.618 |
2.0011 |
|
1.618 |
1.9900 |
|
1.000 |
1.9831 |
|
0.618 |
1.9789 |
|
HIGH |
1.9720 |
|
0.618 |
1.9678 |
|
0.500 |
1.9665 |
|
0.382 |
1.9651 |
|
LOW |
1.9609 |
|
0.618 |
1.9540 |
|
1.000 |
1.9498 |
|
1.618 |
1.9429 |
|
2.618 |
1.9318 |
|
4.250 |
1.9137 |
|
|
| Fisher Pivots for day following 26-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9683 |
1.9679 |
| PP |
1.9674 |
1.9666 |
| S1 |
1.9665 |
1.9653 |
|