CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 12-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2007 |
12-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9761 |
1.9771 |
0.0010 |
0.1% |
1.9765 |
| High |
1.9788 |
1.9805 |
0.0017 |
0.1% |
1.9798 |
| Low |
1.9729 |
1.9755 |
0.0026 |
0.1% |
1.9628 |
| Close |
1.9746 |
1.9778 |
0.0032 |
0.2% |
1.9644 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.3% |
0.0170 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
66,006 |
53,076 |
-12,930 |
-19.6% |
379,930 |
|
| Daily Pivots for day following 12-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9929 |
1.9904 |
1.9806 |
|
| R3 |
1.9879 |
1.9854 |
1.9792 |
|
| R2 |
1.9829 |
1.9829 |
1.9787 |
|
| R1 |
1.9804 |
1.9804 |
1.9783 |
1.9817 |
| PP |
1.9779 |
1.9779 |
1.9779 |
1.9786 |
| S1 |
1.9754 |
1.9754 |
1.9773 |
1.9767 |
| S2 |
1.9729 |
1.9729 |
1.9769 |
|
| S3 |
1.9679 |
1.9704 |
1.9764 |
|
| S4 |
1.9629 |
1.9654 |
1.9751 |
|
|
| 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 |
1.9805 |
1.9584 |
0.0221 |
1.1% |
0.0052 |
0.3% |
88% |
True |
False |
47,453 |
| 10 |
1.9805 |
1.9545 |
0.0260 |
1.3% |
0.0064 |
0.3% |
90% |
True |
False |
59,401 |
| 20 |
1.9805 |
1.9395 |
0.0410 |
2.1% |
0.0071 |
0.4% |
93% |
True |
False |
69,126 |
| 40 |
1.9805 |
1.9185 |
0.0620 |
3.1% |
0.0061 |
0.3% |
96% |
True |
False |
40,517 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0046 |
0.2% |
83% |
False |
False |
27,098 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0036 |
0.2% |
83% |
False |
False |
20,371 |
| 100 |
1.9900 |
1.8941 |
0.0959 |
4.8% |
0.0029 |
0.1% |
87% |
False |
False |
16,297 |
| 120 |
1.9900 |
1.8758 |
0.1142 |
5.8% |
0.0025 |
0.1% |
89% |
False |
False |
13,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0018 |
|
2.618 |
1.9936 |
|
1.618 |
1.9886 |
|
1.000 |
1.9855 |
|
0.618 |
1.9836 |
|
HIGH |
1.9805 |
|
0.618 |
1.9786 |
|
0.500 |
1.9780 |
|
0.382 |
1.9774 |
|
LOW |
1.9755 |
|
0.618 |
1.9724 |
|
1.000 |
1.9705 |
|
1.618 |
1.9674 |
|
2.618 |
1.9624 |
|
4.250 |
1.9543 |
|
|
| Fisher Pivots for day following 12-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9780 |
1.9770 |
| PP |
1.9779 |
1.9763 |
| S1 |
1.9779 |
1.9755 |
|