CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 15-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9797 |
1.9764 |
-0.0033 |
-0.2% |
1.9955 |
| High |
1.9810 |
1.9871 |
0.0061 |
0.3% |
1.9992 |
| Low |
1.9775 |
1.9745 |
-0.0030 |
-0.2% |
1.9762 |
| Close |
1.9779 |
1.9851 |
0.0072 |
0.4% |
1.9819 |
| Range |
0.0035 |
0.0126 |
0.0091 |
260.0% |
0.0230 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.1% |
0.0000 |
| Volume |
75,083 |
36,397 |
-38,686 |
-51.5% |
416,751 |
|
| Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0200 |
2.0152 |
1.9920 |
|
| R3 |
2.0074 |
2.0026 |
1.9886 |
|
| R2 |
1.9948 |
1.9948 |
1.9874 |
|
| R1 |
1.9900 |
1.9900 |
1.9863 |
1.9924 |
| PP |
1.9822 |
1.9822 |
1.9822 |
1.9835 |
| S1 |
1.9774 |
1.9774 |
1.9839 |
1.9798 |
| S2 |
1.9696 |
1.9696 |
1.9828 |
|
| S3 |
1.9570 |
1.9648 |
1.9816 |
|
| S4 |
1.9444 |
1.9522 |
1.9782 |
|
|
| 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 |
1.9745 |
0.0247 |
1.2% |
0.0089 |
0.4% |
43% |
False |
True |
82,774 |
| 10 |
1.9992 |
1.9745 |
0.0247 |
1.2% |
0.0078 |
0.4% |
43% |
False |
True |
76,655 |
| 20 |
2.0072 |
1.9745 |
0.0327 |
1.6% |
0.0071 |
0.4% |
32% |
False |
True |
74,967 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0071 |
0.4% |
58% |
False |
False |
71,296 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0066 |
0.3% |
75% |
False |
False |
54,980 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
75% |
False |
False |
41,308 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0045 |
0.2% |
75% |
False |
False |
33,092 |
| 120 |
2.0072 |
1.9143 |
0.0929 |
4.7% |
0.0038 |
0.2% |
76% |
False |
False |
27,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0407 |
|
2.618 |
2.0201 |
|
1.618 |
2.0075 |
|
1.000 |
1.9997 |
|
0.618 |
1.9949 |
|
HIGH |
1.9871 |
|
0.618 |
1.9823 |
|
0.500 |
1.9808 |
|
0.382 |
1.9793 |
|
LOW |
1.9745 |
|
0.618 |
1.9667 |
|
1.000 |
1.9619 |
|
1.618 |
1.9541 |
|
2.618 |
1.9415 |
|
4.250 |
1.9210 |
|
|
| Fisher Pivots for day following 15-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9837 |
1.9837 |
| PP |
1.9822 |
1.9822 |
| S1 |
1.9808 |
1.9808 |
|