CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 13-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2007 |
13-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9771 |
1.9868 |
0.0097 |
0.5% |
1.9618 |
| High |
1.9805 |
1.9880 |
0.0075 |
0.4% |
1.9880 |
| Low |
1.9755 |
1.9777 |
0.0022 |
0.1% |
1.9584 |
| Close |
1.9778 |
1.9869 |
0.0091 |
0.5% |
1.9869 |
| Range |
0.0050 |
0.0103 |
0.0053 |
106.0% |
0.0296 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.4% |
0.0000 |
| Volume |
53,076 |
45,481 |
-7,595 |
-14.3% |
203,574 |
|
| Daily Pivots for day following 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0151 |
2.0113 |
1.9926 |
|
| R3 |
2.0048 |
2.0010 |
1.9897 |
|
| R2 |
1.9945 |
1.9945 |
1.9888 |
|
| R1 |
1.9907 |
1.9907 |
1.9878 |
1.9926 |
| PP |
1.9842 |
1.9842 |
1.9842 |
1.9852 |
| S1 |
1.9804 |
1.9804 |
1.9860 |
1.9823 |
| S2 |
1.9739 |
1.9739 |
1.9850 |
|
| S3 |
1.9636 |
1.9701 |
1.9841 |
|
| S4 |
1.9533 |
1.9598 |
1.9812 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0666 |
2.0563 |
2.0032 |
|
| R3 |
2.0370 |
2.0267 |
1.9950 |
|
| R2 |
2.0074 |
2.0074 |
1.9923 |
|
| R1 |
1.9971 |
1.9971 |
1.9896 |
2.0023 |
| PP |
1.9778 |
1.9778 |
1.9778 |
1.9803 |
| S1 |
1.9675 |
1.9675 |
1.9842 |
1.9727 |
| S2 |
1.9482 |
1.9482 |
1.9815 |
|
| S3 |
1.9186 |
1.9379 |
1.9788 |
|
| S4 |
1.8890 |
1.9083 |
1.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9880 |
1.9584 |
0.0296 |
1.5% |
0.0059 |
0.3% |
96% |
True |
False |
40,714 |
| 10 |
1.9880 |
1.9584 |
0.0296 |
1.5% |
0.0059 |
0.3% |
96% |
True |
False |
58,350 |
| 20 |
1.9880 |
1.9415 |
0.0465 |
2.3% |
0.0071 |
0.4% |
98% |
True |
False |
67,251 |
| 40 |
1.9880 |
1.9185 |
0.0695 |
3.5% |
0.0061 |
0.3% |
98% |
True |
False |
41,644 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0048 |
0.2% |
96% |
False |
False |
27,856 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0037 |
0.2% |
96% |
False |
False |
20,939 |
| 100 |
1.9900 |
1.8972 |
0.0928 |
4.7% |
0.0030 |
0.2% |
97% |
False |
False |
16,752 |
| 120 |
1.9900 |
1.8758 |
0.1142 |
5.7% |
0.0026 |
0.1% |
97% |
False |
False |
13,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0318 |
|
2.618 |
2.0150 |
|
1.618 |
2.0047 |
|
1.000 |
1.9983 |
|
0.618 |
1.9944 |
|
HIGH |
1.9880 |
|
0.618 |
1.9841 |
|
0.500 |
1.9829 |
|
0.382 |
1.9816 |
|
LOW |
1.9777 |
|
0.618 |
1.9713 |
|
1.000 |
1.9674 |
|
1.618 |
1.9610 |
|
2.618 |
1.9507 |
|
4.250 |
1.9339 |
|
|
| Fisher Pivots for day following 13-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9856 |
1.9848 |
| PP |
1.9842 |
1.9826 |
| S1 |
1.9829 |
1.9805 |
|