CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 01-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2007 |
01-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9928 |
2.0049 |
0.0121 |
0.6% |
1.9992 |
| High |
2.0028 |
2.0072 |
0.0044 |
0.2% |
2.0055 |
| Low |
1.9925 |
1.9975 |
0.0050 |
0.3% |
1.9885 |
| Close |
1.9986 |
1.9993 |
0.0007 |
0.0% |
1.9964 |
| Range |
0.0103 |
0.0097 |
-0.0006 |
-5.8% |
0.0170 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.8% |
0.0000 |
| Volume |
102,790 |
83,500 |
-19,290 |
-18.8% |
306,530 |
|
| Daily Pivots for day following 01-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0304 |
2.0246 |
2.0046 |
|
| R3 |
2.0207 |
2.0149 |
2.0020 |
|
| R2 |
2.0110 |
2.0110 |
2.0011 |
|
| R1 |
2.0052 |
2.0052 |
2.0002 |
2.0033 |
| PP |
2.0013 |
2.0013 |
2.0013 |
2.0004 |
| S1 |
1.9955 |
1.9955 |
1.9984 |
1.9936 |
| S2 |
1.9916 |
1.9916 |
1.9975 |
|
| S3 |
1.9819 |
1.9858 |
1.9966 |
|
| S4 |
1.9722 |
1.9761 |
1.9940 |
|
|
| 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 |
2.0072 |
1.9885 |
0.0187 |
0.9% |
0.0077 |
0.4% |
58% |
True |
False |
79,492 |
| 10 |
2.0072 |
1.9885 |
0.0187 |
0.9% |
0.0063 |
0.3% |
58% |
True |
False |
73,279 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0061 |
0.3% |
84% |
True |
False |
62,284 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.3% |
91% |
True |
False |
62,686 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0055 |
0.3% |
91% |
True |
False |
42,266 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0046 |
0.2% |
91% |
True |
False |
31,767 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0037 |
0.2% |
91% |
True |
False |
25,427 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0032 |
0.2% |
93% |
True |
False |
21,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0484 |
|
2.618 |
2.0326 |
|
1.618 |
2.0229 |
|
1.000 |
2.0169 |
|
0.618 |
2.0132 |
|
HIGH |
2.0072 |
|
0.618 |
2.0035 |
|
0.500 |
2.0024 |
|
0.382 |
2.0012 |
|
LOW |
1.9975 |
|
0.618 |
1.9915 |
|
1.000 |
1.9878 |
|
1.618 |
1.9818 |
|
2.618 |
1.9721 |
|
4.250 |
1.9563 |
|
|
| Fisher Pivots for day following 01-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0024 |
1.9999 |
| PP |
2.0013 |
1.9997 |
| S1 |
2.0003 |
1.9995 |
|