CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9865 |
1.9840 |
-0.0025 |
-0.1% |
1.9697 |
| High |
1.9890 |
1.9872 |
-0.0018 |
-0.1% |
1.9892 |
| Low |
1.9828 |
1.9835 |
0.0007 |
0.0% |
1.9674 |
| Close |
1.9857 |
1.9843 |
-0.0014 |
-0.1% |
1.9843 |
| Range |
0.0062 |
0.0037 |
-0.0025 |
-40.3% |
0.0218 |
| ATR |
0.0087 |
0.0084 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
108,968 |
76,254 |
-32,714 |
-30.0% |
374,228 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9961 |
1.9939 |
1.9863 |
|
| R3 |
1.9924 |
1.9902 |
1.9853 |
|
| R2 |
1.9887 |
1.9887 |
1.9850 |
|
| R1 |
1.9865 |
1.9865 |
1.9846 |
1.9876 |
| PP |
1.9850 |
1.9850 |
1.9850 |
1.9856 |
| S1 |
1.9828 |
1.9828 |
1.9840 |
1.9839 |
| S2 |
1.9813 |
1.9813 |
1.9836 |
|
| S3 |
1.9776 |
1.9791 |
1.9833 |
|
| S4 |
1.9739 |
1.9754 |
1.9823 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0457 |
2.0368 |
1.9963 |
|
| R3 |
2.0239 |
2.0150 |
1.9903 |
|
| R2 |
2.0021 |
2.0021 |
1.9883 |
|
| R1 |
1.9932 |
1.9932 |
1.9863 |
1.9977 |
| PP |
1.9803 |
1.9803 |
1.9803 |
1.9825 |
| S1 |
1.9714 |
1.9714 |
1.9823 |
1.9759 |
| S2 |
1.9585 |
1.9585 |
1.9803 |
|
| S3 |
1.9367 |
1.9496 |
1.9783 |
|
| S4 |
1.9149 |
1.9278 |
1.9723 |
|
|
| 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% |
0.0044 |
0.2% |
78% |
False |
False |
74,845 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0058 |
0.3% |
78% |
False |
False |
70,870 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0070 |
0.4% |
42% |
False |
False |
77,503 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0063 |
0.3% |
53% |
False |
False |
70,371 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0069 |
0.3% |
74% |
False |
False |
64,752 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0056 |
0.3% |
74% |
False |
False |
48,754 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0049 |
0.2% |
74% |
False |
False |
39,053 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0041 |
0.2% |
74% |
False |
False |
32,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0029 |
|
2.618 |
1.9969 |
|
1.618 |
1.9932 |
|
1.000 |
1.9909 |
|
0.618 |
1.9895 |
|
HIGH |
1.9872 |
|
0.618 |
1.9858 |
|
0.500 |
1.9854 |
|
0.382 |
1.9849 |
|
LOW |
1.9835 |
|
0.618 |
1.9812 |
|
1.000 |
1.9798 |
|
1.618 |
1.9775 |
|
2.618 |
1.9738 |
|
4.250 |
1.9678 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9854 |
1.9860 |
| PP |
1.9850 |
1.9854 |
| S1 |
1.9847 |
1.9849 |
|