CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 23-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2007 |
23-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0028 |
1.9992 |
-0.0036 |
-0.2% |
1.9911 |
| High |
2.0048 |
2.0024 |
-0.0024 |
-0.1% |
2.0072 |
| Low |
2.0010 |
1.9966 |
-0.0044 |
-0.2% |
1.9880 |
| Close |
2.0029 |
2.0006 |
-0.0023 |
-0.1% |
2.0029 |
| Range |
0.0038 |
0.0058 |
0.0020 |
52.6% |
0.0192 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
64,232 |
45,574 |
-18,658 |
-29.0% |
374,750 |
|
| Daily Pivots for day following 23-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0173 |
2.0147 |
2.0038 |
|
| R3 |
2.0115 |
2.0089 |
2.0022 |
|
| R2 |
2.0057 |
2.0057 |
2.0017 |
|
| R1 |
2.0031 |
2.0031 |
2.0011 |
2.0044 |
| PP |
1.9999 |
1.9999 |
1.9999 |
2.0005 |
| S1 |
1.9973 |
1.9973 |
2.0001 |
1.9986 |
| S2 |
1.9941 |
1.9941 |
1.9995 |
|
| S3 |
1.9883 |
1.9915 |
1.9990 |
|
| S4 |
1.9825 |
1.9857 |
1.9974 |
|
|
| Weekly Pivots for week ending 20-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0570 |
2.0491 |
2.0135 |
|
| R3 |
2.0378 |
2.0299 |
2.0082 |
|
| R2 |
2.0186 |
2.0186 |
2.0064 |
|
| R1 |
2.0107 |
2.0107 |
2.0047 |
2.0147 |
| PP |
1.9994 |
1.9994 |
1.9994 |
2.0013 |
| S1 |
1.9915 |
1.9915 |
2.0011 |
1.9955 |
| S2 |
1.9802 |
1.9802 |
1.9994 |
|
| S3 |
1.9610 |
1.9723 |
1.9976 |
|
| S4 |
1.9418 |
1.9531 |
1.9923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0072 |
1.9966 |
0.0106 |
0.5% |
0.0049 |
0.2% |
38% |
False |
True |
68,186 |
| 10 |
2.0072 |
1.9705 |
0.0367 |
1.8% |
0.0056 |
0.3% |
82% |
False |
False |
61,325 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0060 |
0.3% |
87% |
False |
False |
65,013 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0066 |
0.3% |
93% |
False |
False |
52,063 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0051 |
0.3% |
93% |
False |
False |
34,838 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0041 |
0.2% |
93% |
False |
False |
26,182 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0033 |
0.2% |
93% |
False |
False |
20,955 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0028 |
0.1% |
94% |
False |
False |
17,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0271 |
|
2.618 |
2.0176 |
|
1.618 |
2.0118 |
|
1.000 |
2.0082 |
|
0.618 |
2.0060 |
|
HIGH |
2.0024 |
|
0.618 |
2.0002 |
|
0.500 |
1.9995 |
|
0.382 |
1.9988 |
|
LOW |
1.9966 |
|
0.618 |
1.9930 |
|
1.000 |
1.9908 |
|
1.618 |
1.9872 |
|
2.618 |
1.9814 |
|
4.250 |
1.9720 |
|
|
| Fisher Pivots for day following 23-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0002 |
2.0007 |
| PP |
1.9999 |
2.0007 |
| S1 |
1.9995 |
2.0006 |
|