CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 10-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2007 |
10-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9618 |
1.9750 |
0.0132 |
0.7% |
1.9765 |
| High |
1.9622 |
1.9750 |
0.0128 |
0.7% |
1.9798 |
| Low |
1.9584 |
1.9705 |
0.0121 |
0.6% |
1.9628 |
| Close |
1.9605 |
1.9712 |
0.0107 |
0.5% |
1.9644 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0170 |
| ATR |
0.0085 |
0.0090 |
0.0004 |
5.0% |
0.0000 |
| Volume |
10,641 |
28,370 |
17,729 |
166.6% |
379,930 |
|
| Daily Pivots for day following 10-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9857 |
1.9830 |
1.9737 |
|
| R3 |
1.9812 |
1.9785 |
1.9724 |
|
| R2 |
1.9767 |
1.9767 |
1.9720 |
|
| R1 |
1.9740 |
1.9740 |
1.9716 |
1.9731 |
| PP |
1.9722 |
1.9722 |
1.9722 |
1.9718 |
| S1 |
1.9695 |
1.9695 |
1.9708 |
1.9686 |
| S2 |
1.9677 |
1.9677 |
1.9704 |
|
| S3 |
1.9632 |
1.9650 |
1.9700 |
|
| S4 |
1.9587 |
1.9605 |
1.9687 |
|
|
| 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 |
1.9770 |
1.9584 |
0.0186 |
0.9% |
0.0055 |
0.3% |
69% |
False |
False |
42,711 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0065 |
0.3% |
66% |
False |
False |
63,969 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0076 |
0.4% |
86% |
False |
False |
70,085 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0058 |
0.3% |
86% |
False |
False |
37,545 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0045 |
0.2% |
74% |
False |
False |
25,131 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0035 |
0.2% |
74% |
False |
False |
18,882 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0028 |
0.1% |
81% |
False |
False |
15,106 |
| 120 |
1.9900 |
1.8696 |
0.1204 |
6.1% |
0.0024 |
0.1% |
84% |
False |
False |
12,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9941 |
|
2.618 |
1.9868 |
|
1.618 |
1.9823 |
|
1.000 |
1.9795 |
|
0.618 |
1.9778 |
|
HIGH |
1.9750 |
|
0.618 |
1.9733 |
|
0.500 |
1.9728 |
|
0.382 |
1.9722 |
|
LOW |
1.9705 |
|
0.618 |
1.9677 |
|
1.000 |
1.9660 |
|
1.618 |
1.9632 |
|
2.618 |
1.9587 |
|
4.250 |
1.9514 |
|
|
| Fisher Pivots for day following 10-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9728 |
1.9697 |
| PP |
1.9722 |
1.9682 |
| S1 |
1.9717 |
1.9667 |
|