CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 27-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2007 |
27-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9610 |
1.9645 |
0.0035 |
0.2% |
1.9445 |
| High |
1.9720 |
1.9670 |
-0.0050 |
-0.3% |
1.9698 |
| Low |
1.9609 |
1.9628 |
0.0019 |
0.1% |
1.9415 |
| Close |
1.9692 |
1.9649 |
-0.0043 |
-0.2% |
1.9607 |
| Range |
0.0111 |
0.0042 |
-0.0069 |
-62.2% |
0.0283 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
78,554 |
75,698 |
-2,856 |
-3.6% |
386,512 |
|
| Daily Pivots for day following 27-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9775 |
1.9754 |
1.9672 |
|
| R3 |
1.9733 |
1.9712 |
1.9661 |
|
| R2 |
1.9691 |
1.9691 |
1.9657 |
|
| R1 |
1.9670 |
1.9670 |
1.9653 |
1.9681 |
| PP |
1.9649 |
1.9649 |
1.9649 |
1.9654 |
| S1 |
1.9628 |
1.9628 |
1.9645 |
1.9639 |
| S2 |
1.9607 |
1.9607 |
1.9641 |
|
| S3 |
1.9565 |
1.9586 |
1.9637 |
|
| S4 |
1.9523 |
1.9544 |
1.9626 |
|
|
| 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 |
1.9565 |
0.0155 |
0.8% |
0.0089 |
0.5% |
54% |
False |
False |
82,696 |
| 10 |
1.9720 |
1.9200 |
0.0520 |
2.6% |
0.0088 |
0.4% |
86% |
False |
False |
76,201 |
| 20 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0071 |
0.4% |
87% |
False |
False |
42,873 |
| 40 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0048 |
0.2% |
87% |
False |
False |
21,639 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0035 |
0.2% |
65% |
False |
False |
14,499 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0027 |
0.1% |
65% |
False |
False |
10,886 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0023 |
0.1% |
75% |
False |
False |
8,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9849 |
|
2.618 |
1.9780 |
|
1.618 |
1.9738 |
|
1.000 |
1.9712 |
|
0.618 |
1.9696 |
|
HIGH |
1.9670 |
|
0.618 |
1.9654 |
|
0.500 |
1.9649 |
|
0.382 |
1.9644 |
|
LOW |
1.9628 |
|
0.618 |
1.9602 |
|
1.000 |
1.9586 |
|
1.618 |
1.9560 |
|
2.618 |
1.9518 |
|
4.250 |
1.9450 |
|
|
| Fisher Pivots for day following 27-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9649 |
1.9653 |
| PP |
1.9649 |
1.9651 |
| S1 |
1.9649 |
1.9650 |
|