CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 02-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2007 |
02-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9583 |
1.9765 |
0.0182 |
0.9% |
1.9610 |
| High |
1.9704 |
1.9798 |
0.0094 |
0.5% |
1.9720 |
| Low |
1.9545 |
1.9760 |
0.0215 |
1.1% |
1.9545 |
| Close |
1.9669 |
1.9774 |
0.0105 |
0.5% |
1.9669 |
| Range |
0.0159 |
0.0038 |
-0.0121 |
-76.1% |
0.0175 |
| ATR |
0.0092 |
0.0094 |
0.0003 |
2.9% |
0.0000 |
| Volume |
55,987 |
124,560 |
68,573 |
122.5% |
375,005 |
|
| Daily Pivots for day following 02-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9891 |
1.9871 |
1.9795 |
|
| R3 |
1.9853 |
1.9833 |
1.9784 |
|
| R2 |
1.9815 |
1.9815 |
1.9781 |
|
| R1 |
1.9795 |
1.9795 |
1.9777 |
1.9805 |
| PP |
1.9777 |
1.9777 |
1.9777 |
1.9783 |
| S1 |
1.9757 |
1.9757 |
1.9771 |
1.9767 |
| S2 |
1.9739 |
1.9739 |
1.9767 |
|
| S3 |
1.9701 |
1.9719 |
1.9764 |
|
| S4 |
1.9663 |
1.9681 |
1.9753 |
|
|
| 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 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0070 |
0.4% |
91% |
True |
False |
84,202 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0082 |
0.4% |
91% |
True |
False |
81,301 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0078 |
0.4% |
96% |
True |
False |
59,558 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0050 |
0.3% |
96% |
True |
False |
30,244 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0040 |
0.2% |
82% |
False |
False |
20,249 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0031 |
0.2% |
82% |
False |
False |
15,203 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0026 |
0.1% |
88% |
False |
False |
12,162 |
| 120 |
1.9900 |
1.8550 |
0.1350 |
6.8% |
0.0021 |
0.1% |
91% |
False |
False |
10,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9960 |
|
2.618 |
1.9897 |
|
1.618 |
1.9859 |
|
1.000 |
1.9836 |
|
0.618 |
1.9821 |
|
HIGH |
1.9798 |
|
0.618 |
1.9783 |
|
0.500 |
1.9779 |
|
0.382 |
1.9775 |
|
LOW |
1.9760 |
|
0.618 |
1.9737 |
|
1.000 |
1.9722 |
|
1.618 |
1.9699 |
|
2.618 |
1.9661 |
|
4.250 |
1.9599 |
|
|
| Fisher Pivots for day following 02-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9779 |
1.9740 |
| PP |
1.9777 |
1.9706 |
| S1 |
1.9776 |
1.9672 |
|