CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9706 |
1.9697 |
-0.0009 |
0.0% |
1.9797 |
| High |
1.9774 |
1.9715 |
-0.0059 |
-0.3% |
1.9871 |
| Low |
1.9698 |
1.9674 |
-0.0024 |
-0.1% |
1.9698 |
| Close |
1.9744 |
1.9700 |
-0.0044 |
-0.2% |
1.9744 |
| Range |
0.0076 |
0.0041 |
-0.0035 |
-46.1% |
0.0173 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
44,025 |
66,323 |
22,298 |
50.6% |
334,477 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9819 |
1.9801 |
1.9723 |
|
| R3 |
1.9778 |
1.9760 |
1.9711 |
|
| R2 |
1.9737 |
1.9737 |
1.9708 |
|
| R1 |
1.9719 |
1.9719 |
1.9704 |
1.9728 |
| PP |
1.9696 |
1.9696 |
1.9696 |
1.9701 |
| S1 |
1.9678 |
1.9678 |
1.9696 |
1.9687 |
| S2 |
1.9655 |
1.9655 |
1.9692 |
|
| S3 |
1.9614 |
1.9637 |
1.9689 |
|
| S4 |
1.9573 |
1.9596 |
1.9677 |
|
|
| 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 |
1.9674 |
0.0197 |
1.0% |
0.0072 |
0.4% |
13% |
False |
True |
65,143 |
| 10 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0074 |
0.4% |
8% |
False |
True |
74,818 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0073 |
0.4% |
7% |
False |
True |
75,156 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0066 |
0.3% |
29% |
False |
False |
70,085 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0068 |
0.3% |
58% |
False |
False |
59,761 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0056 |
0.3% |
58% |
False |
False |
44,918 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0048 |
0.2% |
58% |
False |
False |
35,977 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0040 |
0.2% |
58% |
False |
False |
29,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9889 |
|
2.618 |
1.9822 |
|
1.618 |
1.9781 |
|
1.000 |
1.9756 |
|
0.618 |
1.9740 |
|
HIGH |
1.9715 |
|
0.618 |
1.9699 |
|
0.500 |
1.9695 |
|
0.382 |
1.9690 |
|
LOW |
1.9674 |
|
0.618 |
1.9649 |
|
1.000 |
1.9633 |
|
1.618 |
1.9608 |
|
2.618 |
1.9567 |
|
4.250 |
1.9500 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9698 |
1.9724 |
| PP |
1.9696 |
1.9716 |
| S1 |
1.9695 |
1.9708 |
|