CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 06-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2007 |
06-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9685 |
1.9695 |
0.0010 |
0.1% |
1.9765 |
| High |
1.9735 |
1.9695 |
-0.0040 |
-0.2% |
1.9798 |
| Low |
1.9666 |
1.9628 |
-0.0038 |
-0.2% |
1.9628 |
| Close |
1.9699 |
1.9644 |
-0.0055 |
-0.3% |
1.9644 |
| Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0170 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
41,788 |
79,175 |
37,387 |
89.5% |
379,930 |
|
| Daily Pivots for day following 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9857 |
1.9817 |
1.9681 |
|
| R3 |
1.9790 |
1.9750 |
1.9662 |
|
| R2 |
1.9723 |
1.9723 |
1.9656 |
|
| R1 |
1.9683 |
1.9683 |
1.9650 |
1.9670 |
| PP |
1.9656 |
1.9656 |
1.9656 |
1.9649 |
| S1 |
1.9616 |
1.9616 |
1.9638 |
1.9603 |
| S2 |
1.9589 |
1.9589 |
1.9632 |
|
| S3 |
1.9522 |
1.9549 |
1.9626 |
|
| S4 |
1.9455 |
1.9482 |
1.9607 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0200 |
2.0092 |
1.9738 |
|
| R3 |
2.0030 |
1.9922 |
1.9691 |
|
| R2 |
1.9860 |
1.9860 |
1.9675 |
|
| R1 |
1.9752 |
1.9752 |
1.9660 |
1.9721 |
| PP |
1.9690 |
1.9690 |
1.9690 |
1.9675 |
| S1 |
1.9582 |
1.9582 |
1.9628 |
1.9551 |
| S2 |
1.9520 |
1.9520 |
1.9613 |
|
| S3 |
1.9350 |
1.9412 |
1.9597 |
|
| S4 |
1.9180 |
1.9242 |
1.9551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9798 |
1.9628 |
0.0170 |
0.9% |
0.0058 |
0.3% |
9% |
False |
True |
75,986 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0072 |
0.4% |
39% |
False |
False |
75,493 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0082 |
0.4% |
74% |
False |
False |
71,084 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0056 |
0.3% |
75% |
False |
False |
36,603 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0044 |
0.2% |
64% |
False |
False |
24,495 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0034 |
0.2% |
64% |
False |
False |
18,395 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0028 |
0.1% |
75% |
False |
False |
14,716 |
| 120 |
1.9900 |
1.8623 |
0.1277 |
6.5% |
0.0024 |
0.1% |
80% |
False |
False |
12,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9980 |
|
2.618 |
1.9870 |
|
1.618 |
1.9803 |
|
1.000 |
1.9762 |
|
0.618 |
1.9736 |
|
HIGH |
1.9695 |
|
0.618 |
1.9669 |
|
0.500 |
1.9662 |
|
0.382 |
1.9654 |
|
LOW |
1.9628 |
|
0.618 |
1.9587 |
|
1.000 |
1.9561 |
|
1.618 |
1.9520 |
|
2.618 |
1.9453 |
|
4.250 |
1.9343 |
|
|
| Fisher Pivots for day following 06-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9662 |
1.9699 |
| PP |
1.9656 |
1.9681 |
| S1 |
1.9650 |
1.9662 |
|