CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9753 |
1.9706 |
-0.0047 |
-0.2% |
1.9797 |
| High |
1.9764 |
1.9774 |
0.0010 |
0.1% |
1.9871 |
| Low |
1.9727 |
1.9698 |
-0.0029 |
-0.1% |
1.9698 |
| Close |
1.9739 |
1.9744 |
0.0005 |
0.0% |
1.9744 |
| Range |
0.0037 |
0.0076 |
0.0039 |
105.4% |
0.0173 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
88,740 |
44,025 |
-44,715 |
-50.4% |
334,477 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9967 |
1.9931 |
1.9786 |
|
| R3 |
1.9891 |
1.9855 |
1.9765 |
|
| R2 |
1.9815 |
1.9815 |
1.9758 |
|
| R1 |
1.9779 |
1.9779 |
1.9751 |
1.9797 |
| PP |
1.9739 |
1.9739 |
1.9739 |
1.9748 |
| S1 |
1.9703 |
1.9703 |
1.9737 |
1.9721 |
| S2 |
1.9663 |
1.9663 |
1.9730 |
|
| S3 |
1.9587 |
1.9627 |
1.9723 |
|
| S4 |
1.9511 |
1.9551 |
1.9702 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0290 |
2.0190 |
1.9839 |
|
| R3 |
2.0117 |
2.0017 |
1.9792 |
|
| R2 |
1.9944 |
1.9944 |
1.9776 |
|
| R1 |
1.9844 |
1.9844 |
1.9760 |
1.9808 |
| PP |
1.9771 |
1.9771 |
1.9771 |
1.9753 |
| S1 |
1.9671 |
1.9671 |
1.9728 |
1.9635 |
| S2 |
1.9598 |
1.9598 |
1.9712 |
|
| S3 |
1.9425 |
1.9498 |
1.9696 |
|
| S4 |
1.9252 |
1.9325 |
1.9649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9871 |
1.9698 |
0.0173 |
0.9% |
0.0071 |
0.4% |
27% |
False |
True |
66,895 |
| 10 |
1.9992 |
1.9698 |
0.0294 |
1.5% |
0.0074 |
0.4% |
16% |
False |
True |
75,122 |
| 20 |
2.0072 |
1.9698 |
0.0374 |
1.9% |
0.0074 |
0.4% |
12% |
False |
True |
74,118 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0068 |
0.3% |
38% |
False |
False |
70,390 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0068 |
0.3% |
63% |
False |
False |
58,666 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0056 |
0.3% |
63% |
False |
False |
44,089 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0047 |
0.2% |
63% |
False |
False |
35,314 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0039 |
0.2% |
63% |
False |
False |
29,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0097 |
|
2.618 |
1.9973 |
|
1.618 |
1.9897 |
|
1.000 |
1.9850 |
|
0.618 |
1.9821 |
|
HIGH |
1.9774 |
|
0.618 |
1.9745 |
|
0.500 |
1.9736 |
|
0.382 |
1.9727 |
|
LOW |
1.9698 |
|
0.618 |
1.9651 |
|
1.000 |
1.9622 |
|
1.618 |
1.9575 |
|
2.618 |
1.9499 |
|
4.250 |
1.9375 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9741 |
1.9764 |
| PP |
1.9739 |
1.9757 |
| S1 |
1.9736 |
1.9751 |
|