CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9861 |
1.9865 |
0.0004 |
0.0% |
1.9797 |
| High |
1.9892 |
1.9890 |
-0.0002 |
0.0% |
1.9871 |
| Low |
1.9848 |
1.9828 |
-0.0020 |
-0.1% |
1.9698 |
| Close |
1.9858 |
1.9857 |
-0.0001 |
0.0% |
1.9744 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0173 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
61,075 |
108,968 |
47,893 |
78.4% |
334,477 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0044 |
2.0013 |
1.9891 |
|
| R3 |
1.9982 |
1.9951 |
1.9874 |
|
| R2 |
1.9920 |
1.9920 |
1.9868 |
|
| R1 |
1.9889 |
1.9889 |
1.9863 |
1.9874 |
| PP |
1.9858 |
1.9858 |
1.9858 |
1.9851 |
| S1 |
1.9827 |
1.9827 |
1.9851 |
1.9812 |
| S2 |
1.9796 |
1.9796 |
1.9846 |
|
| S3 |
1.9734 |
1.9765 |
1.9840 |
|
| S4 |
1.9672 |
1.9703 |
1.9823 |
|
|
| 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 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0052 |
0.3% |
84% |
False |
False |
68,399 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0061 |
0.3% |
84% |
False |
False |
77,222 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0072 |
0.4% |
46% |
False |
False |
77,870 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0066 |
0.3% |
59% |
False |
False |
69,864 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0069 |
0.3% |
76% |
False |
False |
63,574 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0056 |
0.3% |
76% |
False |
False |
47,806 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0049 |
0.2% |
76% |
False |
False |
38,290 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0041 |
0.2% |
76% |
False |
False |
31,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0154 |
|
2.618 |
2.0052 |
|
1.618 |
1.9990 |
|
1.000 |
1.9952 |
|
0.618 |
1.9928 |
|
HIGH |
1.9890 |
|
0.618 |
1.9866 |
|
0.500 |
1.9859 |
|
0.382 |
1.9852 |
|
LOW |
1.9828 |
|
0.618 |
1.9790 |
|
1.000 |
1.9766 |
|
1.618 |
1.9728 |
|
2.618 |
1.9666 |
|
4.250 |
1.9565 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9859 |
1.9842 |
| PP |
1.9858 |
1.9826 |
| S1 |
1.9858 |
1.9811 |
|