CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 16-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9764 |
1.9812 |
0.0048 |
0.2% |
1.9955 |
| High |
1.9871 |
1.9830 |
-0.0041 |
-0.2% |
1.9992 |
| Low |
1.9745 |
1.9750 |
0.0005 |
0.0% |
1.9762 |
| Close |
1.9851 |
1.9777 |
-0.0074 |
-0.4% |
1.9819 |
| Range |
0.0126 |
0.0080 |
-0.0046 |
-36.5% |
0.0230 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.8% |
0.0000 |
| Volume |
36,397 |
90,232 |
53,835 |
147.9% |
416,751 |
|
| Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0026 |
1.9981 |
1.9821 |
|
| R3 |
1.9946 |
1.9901 |
1.9799 |
|
| R2 |
1.9866 |
1.9866 |
1.9792 |
|
| R1 |
1.9821 |
1.9821 |
1.9784 |
1.9804 |
| PP |
1.9786 |
1.9786 |
1.9786 |
1.9777 |
| S1 |
1.9741 |
1.9741 |
1.9770 |
1.9724 |
| S2 |
1.9706 |
1.9706 |
1.9762 |
|
| S3 |
1.9626 |
1.9661 |
1.9755 |
|
| S4 |
1.9546 |
1.9581 |
1.9733 |
|
|
| 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 |
1.9880 |
1.9745 |
0.0135 |
0.7% |
0.0086 |
0.4% |
24% |
False |
False |
84,924 |
| 10 |
1.9992 |
1.9745 |
0.0247 |
1.2% |
0.0080 |
0.4% |
13% |
False |
False |
76,391 |
| 20 |
2.0072 |
1.9745 |
0.0327 |
1.7% |
0.0072 |
0.4% |
10% |
False |
False |
74,077 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0070 |
0.4% |
44% |
False |
False |
70,989 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0067 |
0.3% |
67% |
False |
False |
56,474 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0054 |
0.3% |
67% |
False |
False |
42,436 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0046 |
0.2% |
67% |
False |
False |
33,994 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0038 |
0.2% |
67% |
False |
False |
28,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0170 |
|
2.618 |
2.0039 |
|
1.618 |
1.9959 |
|
1.000 |
1.9910 |
|
0.618 |
1.9879 |
|
HIGH |
1.9830 |
|
0.618 |
1.9799 |
|
0.500 |
1.9790 |
|
0.382 |
1.9781 |
|
LOW |
1.9750 |
|
0.618 |
1.9701 |
|
1.000 |
1.9670 |
|
1.618 |
1.9621 |
|
2.618 |
1.9541 |
|
4.250 |
1.9410 |
|
|
| Fisher Pivots for day following 16-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9790 |
1.9808 |
| PP |
1.9786 |
1.9798 |
| S1 |
1.9781 |
1.9787 |
|