CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 25-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2007 |
25-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9995 |
2.0035 |
0.0040 |
0.2% |
1.9911 |
| High |
2.0038 |
2.0055 |
0.0017 |
0.1% |
2.0072 |
| Low |
1.9985 |
2.0000 |
0.0015 |
0.1% |
1.9880 |
| Close |
1.9994 |
2.0015 |
0.0021 |
0.1% |
2.0029 |
| Range |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0192 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
49,782 |
69,724 |
19,942 |
40.1% |
374,750 |
|
| Daily Pivots for day following 25-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0188 |
2.0157 |
2.0045 |
|
| R3 |
2.0133 |
2.0102 |
2.0030 |
|
| R2 |
2.0078 |
2.0078 |
2.0025 |
|
| R1 |
2.0047 |
2.0047 |
2.0020 |
2.0035 |
| PP |
2.0023 |
2.0023 |
2.0023 |
2.0018 |
| S1 |
1.9992 |
1.9992 |
2.0010 |
1.9980 |
| S2 |
1.9968 |
1.9968 |
2.0005 |
|
| S3 |
1.9913 |
1.9937 |
2.0000 |
|
| S4 |
1.9858 |
1.9882 |
1.9985 |
|
|
| 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 |
2.0055 |
1.9966 |
0.0089 |
0.4% |
0.0050 |
0.3% |
55% |
True |
False |
59,403 |
| 10 |
2.0072 |
1.9755 |
0.0317 |
1.6% |
0.0056 |
0.3% |
82% |
False |
False |
63,838 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0060 |
0.3% |
89% |
False |
False |
63,673 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0067 |
0.3% |
94% |
False |
False |
55,010 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0052 |
0.3% |
94% |
False |
False |
36,824 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0042 |
0.2% |
94% |
False |
False |
27,673 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0034 |
0.2% |
94% |
False |
False |
22,150 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0029 |
0.1% |
95% |
False |
False |
18,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0289 |
|
2.618 |
2.0199 |
|
1.618 |
2.0144 |
|
1.000 |
2.0110 |
|
0.618 |
2.0089 |
|
HIGH |
2.0055 |
|
0.618 |
2.0034 |
|
0.500 |
2.0028 |
|
0.382 |
2.0021 |
|
LOW |
2.0000 |
|
0.618 |
1.9966 |
|
1.000 |
1.9945 |
|
1.618 |
1.9911 |
|
2.618 |
1.9856 |
|
4.250 |
1.9766 |
|
|
| Fisher Pivots for day following 25-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0028 |
2.0014 |
| PP |
2.0023 |
2.0012 |
| S1 |
2.0019 |
2.0011 |
|