CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 26-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2007 |
26-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0035 |
1.9918 |
-0.0117 |
-0.6% |
1.9911 |
| High |
2.0055 |
1.9935 |
-0.0120 |
-0.6% |
2.0072 |
| Low |
2.0000 |
1.9885 |
-0.0115 |
-0.6% |
1.9880 |
| Close |
2.0015 |
1.9907 |
-0.0108 |
-0.5% |
2.0029 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0192 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
4.6% |
0.0000 |
| Volume |
69,724 |
57,864 |
-11,860 |
-17.0% |
374,750 |
|
| Daily Pivots for day following 26-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0059 |
2.0033 |
1.9935 |
|
| R3 |
2.0009 |
1.9983 |
1.9921 |
|
| R2 |
1.9959 |
1.9959 |
1.9916 |
|
| R1 |
1.9933 |
1.9933 |
1.9912 |
1.9921 |
| PP |
1.9909 |
1.9909 |
1.9909 |
1.9903 |
| S1 |
1.9883 |
1.9883 |
1.9902 |
1.9871 |
| S2 |
1.9859 |
1.9859 |
1.9898 |
|
| S3 |
1.9809 |
1.9833 |
1.9893 |
|
| S4 |
1.9759 |
1.9783 |
1.9880 |
|
|
| 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 |
1.9885 |
0.0170 |
0.9% |
0.0051 |
0.3% |
13% |
False |
True |
57,435 |
| 10 |
2.0072 |
1.9777 |
0.0295 |
1.5% |
0.0056 |
0.3% |
44% |
False |
False |
64,317 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0060 |
0.3% |
69% |
False |
False |
61,859 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0067 |
0.3% |
81% |
False |
False |
56,426 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0050 |
0.3% |
81% |
False |
False |
37,784 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0043 |
0.2% |
81% |
False |
False |
28,396 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0035 |
0.2% |
81% |
False |
False |
22,728 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
6.0% |
0.0030 |
0.1% |
86% |
False |
False |
18,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0148 |
|
2.618 |
2.0066 |
|
1.618 |
2.0016 |
|
1.000 |
1.9985 |
|
0.618 |
1.9966 |
|
HIGH |
1.9935 |
|
0.618 |
1.9916 |
|
0.500 |
1.9910 |
|
0.382 |
1.9904 |
|
LOW |
1.9885 |
|
0.618 |
1.9854 |
|
1.000 |
1.9835 |
|
1.618 |
1.9804 |
|
2.618 |
1.9754 |
|
4.250 |
1.9673 |
|
|
| Fisher Pivots for day following 26-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9910 |
1.9970 |
| PP |
1.9909 |
1.9949 |
| S1 |
1.9908 |
1.9928 |
|