CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9812 |
1.9753 |
-0.0059 |
-0.3% |
1.9955 |
| High |
1.9830 |
1.9764 |
-0.0066 |
-0.3% |
1.9992 |
| Low |
1.9750 |
1.9727 |
-0.0023 |
-0.1% |
1.9762 |
| Close |
1.9777 |
1.9739 |
-0.0038 |
-0.2% |
1.9819 |
| Range |
0.0080 |
0.0037 |
-0.0043 |
-53.8% |
0.0230 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
90,232 |
88,740 |
-1,492 |
-1.7% |
416,751 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9854 |
1.9834 |
1.9759 |
|
| R3 |
1.9817 |
1.9797 |
1.9749 |
|
| R2 |
1.9780 |
1.9780 |
1.9746 |
|
| R1 |
1.9760 |
1.9760 |
1.9742 |
1.9752 |
| PP |
1.9743 |
1.9743 |
1.9743 |
1.9739 |
| S1 |
1.9723 |
1.9723 |
1.9736 |
1.9715 |
| S2 |
1.9706 |
1.9706 |
1.9732 |
|
| S3 |
1.9669 |
1.9686 |
1.9729 |
|
| S4 |
1.9632 |
1.9649 |
1.9719 |
|
|
| 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 |
1.9871 |
1.9727 |
0.0144 |
0.7% |
0.0070 |
0.4% |
8% |
False |
True |
86,045 |
| 10 |
1.9992 |
1.9727 |
0.0265 |
1.3% |
0.0075 |
0.4% |
5% |
False |
True |
77,265 |
| 20 |
2.0072 |
1.9727 |
0.0345 |
1.7% |
0.0072 |
0.4% |
3% |
False |
True |
75,129 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0068 |
0.3% |
37% |
False |
False |
71,485 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0067 |
0.3% |
62% |
False |
False |
57,946 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
62% |
False |
False |
43,542 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0046 |
0.2% |
62% |
False |
False |
34,877 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0039 |
0.2% |
62% |
False |
False |
29,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9921 |
|
2.618 |
1.9861 |
|
1.618 |
1.9824 |
|
1.000 |
1.9801 |
|
0.618 |
1.9787 |
|
HIGH |
1.9764 |
|
0.618 |
1.9750 |
|
0.500 |
1.9746 |
|
0.382 |
1.9741 |
|
LOW |
1.9727 |
|
0.618 |
1.9704 |
|
1.000 |
1.9690 |
|
1.618 |
1.9667 |
|
2.618 |
1.9630 |
|
4.250 |
1.9570 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9746 |
1.9799 |
| PP |
1.9743 |
1.9779 |
| S1 |
1.9741 |
1.9759 |
|