CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9862 |
1.9782 |
-0.0080 |
-0.4% |
1.9955 |
| High |
1.9880 |
1.9842 |
-0.0038 |
-0.2% |
1.9992 |
| Low |
1.9762 |
1.9770 |
0.0008 |
0.0% |
1.9762 |
| Close |
1.9781 |
1.9819 |
0.0038 |
0.2% |
1.9819 |
| Range |
0.0118 |
0.0072 |
-0.0046 |
-39.0% |
0.0230 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
83,133 |
139,777 |
56,644 |
68.1% |
416,751 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0026 |
1.9995 |
1.9859 |
|
| R3 |
1.9954 |
1.9923 |
1.9839 |
|
| R2 |
1.9882 |
1.9882 |
1.9832 |
|
| R1 |
1.9851 |
1.9851 |
1.9826 |
1.9867 |
| PP |
1.9810 |
1.9810 |
1.9810 |
1.9818 |
| S1 |
1.9779 |
1.9779 |
1.9812 |
1.9795 |
| S2 |
1.9738 |
1.9738 |
1.9806 |
|
| S3 |
1.9666 |
1.9707 |
1.9799 |
|
| S4 |
1.9594 |
1.9635 |
1.9779 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0548 |
2.0413 |
1.9946 |
|
| R3 |
2.0318 |
2.0183 |
1.9882 |
|
| R2 |
2.0088 |
2.0088 |
1.9861 |
|
| R1 |
1.9953 |
1.9953 |
1.9840 |
1.9906 |
| PP |
1.9858 |
1.9858 |
1.9858 |
1.9834 |
| S1 |
1.9723 |
1.9723 |
1.9798 |
1.9676 |
| S2 |
1.9628 |
1.9628 |
1.9777 |
|
| S3 |
1.9398 |
1.9493 |
1.9756 |
|
| S4 |
1.9168 |
1.9263 |
1.9693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9992 |
1.9762 |
0.0230 |
1.2% |
0.0077 |
0.4% |
25% |
False |
False |
83,350 |
| 10 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0082 |
0.4% |
18% |
False |
False |
84,136 |
| 20 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0068 |
0.3% |
18% |
False |
False |
76,132 |
| 40 |
2.0072 |
1.9415 |
0.0657 |
3.3% |
0.0070 |
0.4% |
61% |
False |
False |
71,691 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0064 |
0.3% |
71% |
False |
False |
53,140 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0053 |
0.3% |
71% |
False |
False |
39,925 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0044 |
0.2% |
71% |
False |
False |
31,978 |
| 120 |
2.0072 |
1.8972 |
0.1100 |
5.6% |
0.0036 |
0.2% |
77% |
False |
False |
26,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0148 |
|
2.618 |
2.0030 |
|
1.618 |
1.9958 |
|
1.000 |
1.9914 |
|
0.618 |
1.9886 |
|
HIGH |
1.9842 |
|
0.618 |
1.9814 |
|
0.500 |
1.9806 |
|
0.382 |
1.9798 |
|
LOW |
1.9770 |
|
0.618 |
1.9726 |
|
1.000 |
1.9698 |
|
1.618 |
1.9654 |
|
2.618 |
1.9582 |
|
4.250 |
1.9464 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9815 |
1.9877 |
| PP |
1.9810 |
1.9858 |
| S1 |
1.9806 |
1.9838 |
|