CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 16-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2007 |
16-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9868 |
1.9911 |
0.0043 |
0.2% |
1.9618 |
| High |
1.9880 |
1.9935 |
0.0055 |
0.3% |
1.9880 |
| Low |
1.9777 |
1.9880 |
0.0103 |
0.5% |
1.9584 |
| Close |
1.9869 |
1.9896 |
0.0027 |
0.1% |
1.9869 |
| Range |
0.0103 |
0.0055 |
-0.0048 |
-46.6% |
0.0296 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
45,481 |
79,392 |
33,911 |
74.6% |
203,574 |
|
| Daily Pivots for day following 16-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0069 |
2.0037 |
1.9926 |
|
| R3 |
2.0014 |
1.9982 |
1.9911 |
|
| R2 |
1.9959 |
1.9959 |
1.9906 |
|
| R1 |
1.9927 |
1.9927 |
1.9901 |
1.9916 |
| PP |
1.9904 |
1.9904 |
1.9904 |
1.9898 |
| S1 |
1.9872 |
1.9872 |
1.9891 |
1.9861 |
| S2 |
1.9849 |
1.9849 |
1.9886 |
|
| S3 |
1.9794 |
1.9817 |
1.9881 |
|
| S4 |
1.9739 |
1.9762 |
1.9866 |
|
|
| 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 |
1.9935 |
1.9705 |
0.0230 |
1.2% |
0.0062 |
0.3% |
83% |
True |
False |
54,465 |
| 10 |
1.9935 |
1.9584 |
0.0351 |
1.8% |
0.0060 |
0.3% |
89% |
True |
False |
53,833 |
| 20 |
1.9935 |
1.9545 |
0.0390 |
2.0% |
0.0071 |
0.4% |
90% |
True |
False |
67,567 |
| 40 |
1.9935 |
1.9185 |
0.0750 |
3.8% |
0.0063 |
0.3% |
95% |
True |
False |
43,621 |
| 60 |
1.9935 |
1.9185 |
0.0750 |
3.8% |
0.0049 |
0.2% |
95% |
True |
False |
29,170 |
| 80 |
1.9935 |
1.9185 |
0.0750 |
3.8% |
0.0038 |
0.2% |
95% |
True |
False |
21,931 |
| 100 |
1.9935 |
1.9004 |
0.0931 |
4.7% |
0.0031 |
0.2% |
96% |
True |
False |
17,546 |
| 120 |
1.9935 |
1.8763 |
0.1172 |
5.9% |
0.0026 |
0.1% |
97% |
True |
False |
14,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0169 |
|
2.618 |
2.0079 |
|
1.618 |
2.0024 |
|
1.000 |
1.9990 |
|
0.618 |
1.9969 |
|
HIGH |
1.9935 |
|
0.618 |
1.9914 |
|
0.500 |
1.9908 |
|
0.382 |
1.9901 |
|
LOW |
1.9880 |
|
0.618 |
1.9846 |
|
1.000 |
1.9825 |
|
1.618 |
1.9791 |
|
2.618 |
1.9736 |
|
4.250 |
1.9646 |
|
|
| Fisher Pivots for day following 16-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9908 |
1.9879 |
| PP |
1.9904 |
1.9862 |
| S1 |
1.9900 |
1.9845 |
|