CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 24-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2007 |
24-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9992 |
1.9995 |
0.0003 |
0.0% |
1.9911 |
| High |
2.0024 |
2.0038 |
0.0014 |
0.1% |
2.0072 |
| Low |
1.9966 |
1.9985 |
0.0019 |
0.1% |
1.9880 |
| Close |
2.0006 |
1.9994 |
-0.0012 |
-0.1% |
2.0029 |
| Range |
0.0058 |
0.0053 |
-0.0005 |
-8.6% |
0.0192 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
45,574 |
49,782 |
4,208 |
9.2% |
374,750 |
|
| Daily Pivots for day following 24-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0165 |
2.0132 |
2.0023 |
|
| R3 |
2.0112 |
2.0079 |
2.0009 |
|
| R2 |
2.0059 |
2.0059 |
2.0004 |
|
| R1 |
2.0026 |
2.0026 |
1.9999 |
2.0016 |
| PP |
2.0006 |
2.0006 |
2.0006 |
2.0001 |
| S1 |
1.9973 |
1.9973 |
1.9989 |
1.9963 |
| S2 |
1.9953 |
1.9953 |
1.9984 |
|
| S3 |
1.9900 |
1.9920 |
1.9979 |
|
| S4 |
1.9847 |
1.9867 |
1.9965 |
|
|
| 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 |
2.0068 |
1.9966 |
0.0102 |
0.5% |
0.0050 |
0.2% |
27% |
False |
False |
67,066 |
| 10 |
2.0072 |
1.9729 |
0.0343 |
1.7% |
0.0056 |
0.3% |
77% |
False |
False |
63,466 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0060 |
0.3% |
85% |
False |
False |
63,718 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0066 |
0.3% |
91% |
False |
False |
53,295 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0052 |
0.3% |
91% |
False |
False |
35,665 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0041 |
0.2% |
91% |
False |
False |
26,803 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0034 |
0.2% |
91% |
False |
False |
21,453 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0029 |
0.1% |
93% |
False |
False |
17,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0263 |
|
2.618 |
2.0177 |
|
1.618 |
2.0124 |
|
1.000 |
2.0091 |
|
0.618 |
2.0071 |
|
HIGH |
2.0038 |
|
0.618 |
2.0018 |
|
0.500 |
2.0012 |
|
0.382 |
2.0005 |
|
LOW |
1.9985 |
|
0.618 |
1.9952 |
|
1.000 |
1.9932 |
|
1.618 |
1.9899 |
|
2.618 |
1.9846 |
|
4.250 |
1.9760 |
|
|
| Fisher Pivots for day following 24-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0012 |
2.0007 |
| PP |
2.0006 |
2.0003 |
| S1 |
2.0000 |
1.9998 |
|