CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 27-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2007 |
27-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9918 |
2.0002 |
0.0084 |
0.4% |
1.9992 |
| High |
1.9935 |
2.0035 |
0.0100 |
0.5% |
2.0055 |
| Low |
1.9885 |
1.9955 |
0.0070 |
0.4% |
1.9885 |
| Close |
1.9907 |
1.9964 |
0.0057 |
0.3% |
1.9964 |
| Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0170 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.9% |
0.0000 |
| Volume |
57,864 |
83,586 |
25,722 |
44.5% |
306,530 |
|
| Daily Pivots for day following 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0225 |
2.0174 |
2.0008 |
|
| R3 |
2.0145 |
2.0094 |
1.9986 |
|
| R2 |
2.0065 |
2.0065 |
1.9979 |
|
| R1 |
2.0014 |
2.0014 |
1.9971 |
2.0000 |
| PP |
1.9985 |
1.9985 |
1.9985 |
1.9977 |
| S1 |
1.9934 |
1.9934 |
1.9957 |
1.9920 |
| S2 |
1.9905 |
1.9905 |
1.9949 |
|
| S3 |
1.9825 |
1.9854 |
1.9942 |
|
| S4 |
1.9745 |
1.9774 |
1.9920 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0478 |
2.0391 |
2.0058 |
|
| R3 |
2.0308 |
2.0221 |
2.0011 |
|
| R2 |
2.0138 |
2.0138 |
1.9995 |
|
| R1 |
2.0051 |
2.0051 |
1.9980 |
2.0010 |
| PP |
1.9968 |
1.9968 |
1.9968 |
1.9947 |
| S1 |
1.9881 |
1.9881 |
1.9948 |
1.9840 |
| S2 |
1.9798 |
1.9798 |
1.9933 |
|
| S3 |
1.9628 |
1.9711 |
1.9917 |
|
| S4 |
1.9458 |
1.9541 |
1.9871 |
|
|
| 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% |
0.0059 |
0.3% |
46% |
False |
False |
61,306 |
| 10 |
2.0072 |
1.9880 |
0.0192 |
1.0% |
0.0054 |
0.3% |
44% |
False |
False |
68,128 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0056 |
0.3% |
78% |
False |
False |
63,239 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0068 |
0.3% |
88% |
False |
False |
58,377 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0052 |
0.3% |
88% |
False |
False |
39,171 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0044 |
0.2% |
88% |
False |
False |
29,440 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0035 |
0.2% |
88% |
False |
False |
23,564 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0030 |
0.2% |
91% |
False |
False |
19,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0375 |
|
2.618 |
2.0244 |
|
1.618 |
2.0164 |
|
1.000 |
2.0115 |
|
0.618 |
2.0084 |
|
HIGH |
2.0035 |
|
0.618 |
2.0004 |
|
0.500 |
1.9995 |
|
0.382 |
1.9986 |
|
LOW |
1.9955 |
|
0.618 |
1.9906 |
|
1.000 |
1.9875 |
|
1.618 |
1.9826 |
|
2.618 |
1.9746 |
|
4.250 |
1.9615 |
|
|
| Fisher Pivots for day following 27-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9995 |
1.9970 |
| PP |
1.9985 |
1.9968 |
| S1 |
1.9974 |
1.9966 |
|