CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 09-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2007 |
09-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9933 |
1.9902 |
-0.0031 |
-0.2% |
1.9928 |
| High |
1.9933 |
1.9992 |
0.0059 |
0.3% |
2.0072 |
| Low |
1.9870 |
1.9900 |
0.0030 |
0.2% |
1.9845 |
| Close |
1.9885 |
1.9930 |
0.0045 |
0.2% |
1.9922 |
| Range |
0.0063 |
0.0092 |
0.0029 |
46.0% |
0.0227 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
1.8% |
0.0000 |
| Volume |
44,991 |
79,481 |
34,490 |
76.7% |
424,615 |
|
| Daily Pivots for day following 09-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0217 |
2.0165 |
1.9981 |
|
| R3 |
2.0125 |
2.0073 |
1.9955 |
|
| R2 |
2.0033 |
2.0033 |
1.9947 |
|
| R1 |
1.9981 |
1.9981 |
1.9938 |
2.0007 |
| PP |
1.9941 |
1.9941 |
1.9941 |
1.9954 |
| S1 |
1.9889 |
1.9889 |
1.9922 |
1.9915 |
| S2 |
1.9849 |
1.9849 |
1.9913 |
|
| S3 |
1.9757 |
1.9797 |
1.9905 |
|
| S4 |
1.9665 |
1.9705 |
1.9879 |
|
|
| 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 |
1.9992 |
1.9845 |
0.0147 |
0.7% |
0.0074 |
0.4% |
58% |
True |
False |
67,859 |
| 10 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0076 |
0.4% |
37% |
False |
False |
75,990 |
| 20 |
2.0072 |
1.9755 |
0.0317 |
1.6% |
0.0066 |
0.3% |
55% |
False |
False |
69,914 |
| 40 |
2.0072 |
1.9335 |
0.0737 |
3.7% |
0.0069 |
0.3% |
81% |
False |
False |
70,648 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0062 |
0.3% |
84% |
False |
False |
49,434 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0050 |
0.3% |
84% |
False |
False |
37,149 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0042 |
0.2% |
84% |
False |
False |
29,749 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0035 |
0.2% |
88% |
False |
False |
24,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0383 |
|
2.618 |
2.0233 |
|
1.618 |
2.0141 |
|
1.000 |
2.0084 |
|
0.618 |
2.0049 |
|
HIGH |
1.9992 |
|
0.618 |
1.9957 |
|
0.500 |
1.9946 |
|
0.382 |
1.9935 |
|
LOW |
1.9900 |
|
0.618 |
1.9843 |
|
1.000 |
1.9808 |
|
1.618 |
1.9751 |
|
2.618 |
1.9659 |
|
4.250 |
1.9509 |
|
|
| Fisher Pivots for day following 09-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9946 |
1.9931 |
| PP |
1.9941 |
1.9931 |
| S1 |
1.9935 |
1.9930 |
|