CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9840 |
1.9867 |
0.0027 |
0.1% |
1.9697 |
| High |
1.9872 |
1.9878 |
0.0006 |
0.0% |
1.9892 |
| Low |
1.9835 |
1.9788 |
-0.0047 |
-0.2% |
1.9674 |
| Close |
1.9843 |
1.9798 |
-0.0045 |
-0.2% |
1.9843 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0218 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.6% |
0.0000 |
| Volume |
76,254 |
59,877 |
-16,377 |
-21.5% |
374,228 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0091 |
2.0035 |
1.9848 |
|
| R3 |
2.0001 |
1.9945 |
1.9823 |
|
| R2 |
1.9911 |
1.9911 |
1.9815 |
|
| R1 |
1.9855 |
1.9855 |
1.9806 |
1.9838 |
| PP |
1.9821 |
1.9821 |
1.9821 |
1.9813 |
| S1 |
1.9765 |
1.9765 |
1.9790 |
1.9748 |
| S2 |
1.9731 |
1.9731 |
1.9782 |
|
| S3 |
1.9641 |
1.9675 |
1.9773 |
|
| S4 |
1.9551 |
1.9585 |
1.9749 |
|
|
| 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 |
1.9730 |
0.0162 |
0.8% |
0.0054 |
0.3% |
42% |
False |
False |
73,556 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0063 |
0.3% |
57% |
False |
False |
69,349 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0069 |
0.3% |
31% |
False |
False |
75,357 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0064 |
0.3% |
44% |
False |
False |
68,754 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.3% |
69% |
False |
False |
65,689 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0057 |
0.3% |
69% |
False |
False |
49,499 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0050 |
0.3% |
69% |
False |
False |
39,651 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0042 |
0.2% |
69% |
False |
False |
33,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0261 |
|
2.618 |
2.0114 |
|
1.618 |
2.0024 |
|
1.000 |
1.9968 |
|
0.618 |
1.9934 |
|
HIGH |
1.9878 |
|
0.618 |
1.9844 |
|
0.500 |
1.9833 |
|
0.382 |
1.9822 |
|
LOW |
1.9788 |
|
0.618 |
1.9732 |
|
1.000 |
1.9698 |
|
1.618 |
1.9642 |
|
2.618 |
1.9552 |
|
4.250 |
1.9406 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9833 |
1.9839 |
| PP |
1.9821 |
1.9825 |
| S1 |
1.9810 |
1.9812 |
|