CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 07-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2007 |
07-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9857 |
1.9955 |
0.0098 |
0.5% |
1.9928 |
| High |
1.9940 |
1.9962 |
0.0022 |
0.1% |
2.0072 |
| Low |
1.9857 |
1.9923 |
0.0066 |
0.3% |
1.9845 |
| Close |
1.9922 |
1.9925 |
0.0003 |
0.0% |
1.9922 |
| Range |
0.0083 |
0.0039 |
-0.0044 |
-53.0% |
0.0227 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
65,453 |
69,369 |
3,916 |
6.0% |
424,615 |
|
| Daily Pivots for day following 07-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0054 |
2.0028 |
1.9946 |
|
| R3 |
2.0015 |
1.9989 |
1.9936 |
|
| R2 |
1.9976 |
1.9976 |
1.9932 |
|
| R1 |
1.9950 |
1.9950 |
1.9929 |
1.9944 |
| PP |
1.9937 |
1.9937 |
1.9937 |
1.9933 |
| S1 |
1.9911 |
1.9911 |
1.9921 |
1.9905 |
| S2 |
1.9898 |
1.9898 |
1.9918 |
|
| S3 |
1.9859 |
1.9872 |
1.9914 |
|
| S4 |
1.9820 |
1.9833 |
1.9904 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0627 |
2.0502 |
2.0047 |
|
| R3 |
2.0400 |
2.0275 |
1.9984 |
|
| R2 |
2.0173 |
2.0173 |
1.9964 |
|
| R1 |
2.0048 |
2.0048 |
1.9943 |
1.9997 |
| PP |
1.9946 |
1.9946 |
1.9946 |
1.9921 |
| S1 |
1.9821 |
1.9821 |
1.9901 |
1.9770 |
| S2 |
1.9719 |
1.9719 |
1.9880 |
|
| S3 |
1.9492 |
1.9594 |
1.9860 |
|
| S4 |
1.9265 |
1.9367 |
1.9797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0075 |
0.4% |
35% |
False |
False |
78,238 |
| 10 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0071 |
0.4% |
35% |
False |
False |
75,494 |
| 20 |
2.0072 |
1.9705 |
0.0367 |
1.8% |
0.0063 |
0.3% |
60% |
False |
False |
68,409 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0070 |
0.4% |
83% |
False |
False |
69,508 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0059 |
0.3% |
83% |
False |
False |
47,375 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0049 |
0.2% |
83% |
False |
False |
35,606 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0040 |
0.2% |
83% |
False |
False |
28,504 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0034 |
0.2% |
88% |
False |
False |
23,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0128 |
|
2.618 |
2.0064 |
|
1.618 |
2.0025 |
|
1.000 |
2.0001 |
|
0.618 |
1.9986 |
|
HIGH |
1.9962 |
|
0.618 |
1.9947 |
|
0.500 |
1.9943 |
|
0.382 |
1.9938 |
|
LOW |
1.9923 |
|
0.618 |
1.9899 |
|
1.000 |
1.9884 |
|
1.618 |
1.9860 |
|
2.618 |
1.9821 |
|
4.250 |
1.9757 |
|
|
| Fisher Pivots for day following 07-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9943 |
1.9918 |
| PP |
1.9937 |
1.9911 |
| S1 |
1.9931 |
1.9904 |
|