CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 28-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2007 |
28-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9645 |
1.9635 |
-0.0010 |
-0.1% |
1.9445 |
| High |
1.9670 |
1.9675 |
0.0005 |
0.0% |
1.9698 |
| Low |
1.9628 |
1.9602 |
-0.0026 |
-0.1% |
1.9415 |
| Close |
1.9649 |
1.9612 |
-0.0037 |
-0.2% |
1.9607 |
| Range |
0.0042 |
0.0073 |
0.0031 |
73.8% |
0.0283 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
75,698 |
70,622 |
-5,076 |
-6.7% |
386,512 |
|
| Daily Pivots for day following 28-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9849 |
1.9803 |
1.9652 |
|
| R3 |
1.9776 |
1.9730 |
1.9632 |
|
| R2 |
1.9703 |
1.9703 |
1.9625 |
|
| R1 |
1.9657 |
1.9657 |
1.9619 |
1.9644 |
| PP |
1.9630 |
1.9630 |
1.9630 |
1.9623 |
| S1 |
1.9584 |
1.9584 |
1.9605 |
1.9571 |
| S2 |
1.9557 |
1.9557 |
1.9599 |
|
| S3 |
1.9484 |
1.9511 |
1.9592 |
|
| S4 |
1.9411 |
1.9438 |
1.9572 |
|
|
| 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 |
1.9585 |
0.0135 |
0.7% |
0.0080 |
0.4% |
20% |
False |
False |
76,314 |
| 10 |
1.9720 |
1.9335 |
0.0385 |
2.0% |
0.0079 |
0.4% |
72% |
False |
False |
79,258 |
| 20 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0074 |
0.4% |
80% |
False |
False |
46,347 |
| 40 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0049 |
0.2% |
80% |
False |
False |
23,399 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0036 |
0.2% |
60% |
False |
False |
15,674 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0028 |
0.1% |
60% |
False |
False |
11,769 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0023 |
0.1% |
72% |
False |
False |
9,415 |
| 120 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0019 |
0.1% |
79% |
False |
False |
7,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9985 |
|
2.618 |
1.9866 |
|
1.618 |
1.9793 |
|
1.000 |
1.9748 |
|
0.618 |
1.9720 |
|
HIGH |
1.9675 |
|
0.618 |
1.9647 |
|
0.500 |
1.9639 |
|
0.382 |
1.9630 |
|
LOW |
1.9602 |
|
0.618 |
1.9557 |
|
1.000 |
1.9529 |
|
1.618 |
1.9484 |
|
2.618 |
1.9411 |
|
4.250 |
1.9292 |
|
|
| Fisher Pivots for day following 28-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9639 |
1.9661 |
| PP |
1.9630 |
1.9645 |
| S1 |
1.9621 |
1.9628 |
|