CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 30-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2007 |
30-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9647 |
1.9583 |
-0.0064 |
-0.3% |
1.9610 |
| High |
1.9647 |
1.9704 |
0.0057 |
0.3% |
1.9720 |
| Low |
1.9608 |
1.9545 |
-0.0063 |
-0.3% |
1.9545 |
| Close |
1.9612 |
1.9669 |
0.0057 |
0.3% |
1.9669 |
| Range |
0.0039 |
0.0159 |
0.0120 |
307.7% |
0.0175 |
| ATR |
0.0086 |
0.0092 |
0.0005 |
6.0% |
0.0000 |
| Volume |
94,144 |
55,987 |
-38,157 |
-40.5% |
375,005 |
|
| Daily Pivots for day following 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0116 |
2.0052 |
1.9756 |
|
| R3 |
1.9957 |
1.9893 |
1.9713 |
|
| R2 |
1.9798 |
1.9798 |
1.9698 |
|
| R1 |
1.9734 |
1.9734 |
1.9684 |
1.9766 |
| PP |
1.9639 |
1.9639 |
1.9639 |
1.9656 |
| S1 |
1.9575 |
1.9575 |
1.9654 |
1.9607 |
| S2 |
1.9480 |
1.9480 |
1.9640 |
|
| S3 |
1.9321 |
1.9416 |
1.9625 |
|
| S4 |
1.9162 |
1.9257 |
1.9582 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0170 |
2.0094 |
1.9765 |
|
| R3 |
1.9995 |
1.9919 |
1.9717 |
|
| R2 |
1.9820 |
1.9820 |
1.9701 |
|
| R1 |
1.9744 |
1.9744 |
1.9685 |
1.9782 |
| PP |
1.9645 |
1.9645 |
1.9645 |
1.9664 |
| S1 |
1.9569 |
1.9569 |
1.9653 |
1.9607 |
| S2 |
1.9470 |
1.9470 |
1.9637 |
|
| S3 |
1.9295 |
1.9394 |
1.9621 |
|
| S4 |
1.9120 |
1.9219 |
1.9573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9720 |
1.9545 |
0.0175 |
0.9% |
0.0085 |
0.4% |
71% |
False |
True |
75,001 |
| 10 |
1.9720 |
1.9415 |
0.0305 |
1.6% |
0.0084 |
0.4% |
83% |
False |
False |
76,151 |
| 20 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0081 |
0.4% |
90% |
False |
False |
53,516 |
| 40 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0049 |
0.3% |
90% |
False |
False |
27,137 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0040 |
0.2% |
68% |
False |
False |
18,174 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0030 |
0.2% |
68% |
False |
False |
13,646 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0025 |
0.1% |
77% |
False |
False |
10,917 |
| 120 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0021 |
0.1% |
83% |
False |
False |
9,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0380 |
|
2.618 |
2.0120 |
|
1.618 |
1.9961 |
|
1.000 |
1.9863 |
|
0.618 |
1.9802 |
|
HIGH |
1.9704 |
|
0.618 |
1.9643 |
|
0.500 |
1.9625 |
|
0.382 |
1.9606 |
|
LOW |
1.9545 |
|
0.618 |
1.9447 |
|
1.000 |
1.9386 |
|
1.618 |
1.9288 |
|
2.618 |
1.9129 |
|
4.250 |
1.8869 |
|
|
| Fisher Pivots for day following 30-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9654 |
1.9654 |
| PP |
1.9639 |
1.9639 |
| S1 |
1.9625 |
1.9625 |
|