CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 30-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2007 |
30-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0002 |
1.9928 |
-0.0074 |
-0.4% |
1.9992 |
| High |
2.0035 |
2.0028 |
-0.0007 |
0.0% |
2.0055 |
| Low |
1.9955 |
1.9925 |
-0.0030 |
-0.2% |
1.9885 |
| Close |
1.9964 |
1.9986 |
0.0022 |
0.1% |
1.9964 |
| Range |
0.0080 |
0.0103 |
0.0023 |
28.8% |
0.0170 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.4% |
0.0000 |
| Volume |
83,586 |
102,790 |
19,204 |
23.0% |
306,530 |
|
| Daily Pivots for day following 30-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0289 |
2.0240 |
2.0043 |
|
| R3 |
2.0186 |
2.0137 |
2.0014 |
|
| R2 |
2.0083 |
2.0083 |
2.0005 |
|
| R1 |
2.0034 |
2.0034 |
1.9995 |
2.0059 |
| PP |
1.9980 |
1.9980 |
1.9980 |
1.9992 |
| S1 |
1.9931 |
1.9931 |
1.9977 |
1.9956 |
| S2 |
1.9877 |
1.9877 |
1.9967 |
|
| S3 |
1.9774 |
1.9828 |
1.9958 |
|
| S4 |
1.9671 |
1.9725 |
1.9929 |
|
|
| 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% |
0.0068 |
0.3% |
59% |
False |
False |
72,749 |
| 10 |
2.0072 |
1.9885 |
0.0187 |
0.9% |
0.0058 |
0.3% |
54% |
False |
False |
70,467 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0059 |
0.3% |
82% |
False |
False |
62,150 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.3% |
90% |
False |
False |
60,854 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0053 |
0.3% |
90% |
False |
False |
40,880 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0045 |
0.2% |
90% |
False |
False |
30,724 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0036 |
0.2% |
90% |
False |
False |
24,592 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0031 |
0.2% |
93% |
False |
False |
20,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0466 |
|
2.618 |
2.0298 |
|
1.618 |
2.0195 |
|
1.000 |
2.0131 |
|
0.618 |
2.0092 |
|
HIGH |
2.0028 |
|
0.618 |
1.9989 |
|
0.500 |
1.9977 |
|
0.382 |
1.9964 |
|
LOW |
1.9925 |
|
0.618 |
1.9861 |
|
1.000 |
1.9822 |
|
1.618 |
1.9758 |
|
2.618 |
1.9655 |
|
4.250 |
1.9487 |
|
|
| Fisher Pivots for day following 30-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9983 |
1.9977 |
| PP |
1.9980 |
1.9969 |
| S1 |
1.9977 |
1.9960 |
|