CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 08-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2007 |
08-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9955 |
1.9933 |
-0.0022 |
-0.1% |
1.9928 |
| High |
1.9962 |
1.9933 |
-0.0029 |
-0.1% |
2.0072 |
| Low |
1.9923 |
1.9870 |
-0.0053 |
-0.3% |
1.9845 |
| Close |
1.9925 |
1.9885 |
-0.0040 |
-0.2% |
1.9922 |
| Range |
0.0039 |
0.0063 |
0.0024 |
61.5% |
0.0227 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
69,369 |
44,991 |
-24,378 |
-35.1% |
424,615 |
|
| Daily Pivots for day following 08-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0085 |
2.0048 |
1.9920 |
|
| R3 |
2.0022 |
1.9985 |
1.9902 |
|
| R2 |
1.9959 |
1.9959 |
1.9897 |
|
| R1 |
1.9922 |
1.9922 |
1.9891 |
1.9909 |
| PP |
1.9896 |
1.9896 |
1.9896 |
1.9890 |
| S1 |
1.9859 |
1.9859 |
1.9879 |
1.9846 |
| S2 |
1.9833 |
1.9833 |
1.9873 |
|
| S3 |
1.9770 |
1.9796 |
1.9868 |
|
| S4 |
1.9707 |
1.9733 |
1.9850 |
|
|
| 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 |
1.9962 |
1.9845 |
0.0117 |
0.6% |
0.0068 |
0.3% |
34% |
False |
False |
70,537 |
| 10 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0072 |
0.4% |
18% |
False |
False |
75,014 |
| 20 |
2.0072 |
1.9729 |
0.0343 |
1.7% |
0.0064 |
0.3% |
45% |
False |
False |
69,240 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0070 |
0.4% |
79% |
False |
False |
69,663 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0060 |
0.3% |
79% |
False |
False |
48,110 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0050 |
0.2% |
79% |
False |
False |
36,158 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0041 |
0.2% |
79% |
False |
False |
28,954 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
6.0% |
0.0034 |
0.2% |
84% |
False |
False |
24,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0201 |
|
2.618 |
2.0098 |
|
1.618 |
2.0035 |
|
1.000 |
1.9996 |
|
0.618 |
1.9972 |
|
HIGH |
1.9933 |
|
0.618 |
1.9909 |
|
0.500 |
1.9902 |
|
0.382 |
1.9894 |
|
LOW |
1.9870 |
|
0.618 |
1.9831 |
|
1.000 |
1.9807 |
|
1.618 |
1.9768 |
|
2.618 |
1.9705 |
|
4.250 |
1.9602 |
|
|
| Fisher Pivots for day following 08-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9902 |
1.9910 |
| PP |
1.9896 |
1.9901 |
| S1 |
1.9891 |
1.9893 |
|