CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9867 |
1.9743 |
-0.0124 |
-0.6% |
1.9697 |
| High |
1.9878 |
1.9768 |
-0.0110 |
-0.6% |
1.9892 |
| Low |
1.9788 |
1.9730 |
-0.0058 |
-0.3% |
1.9674 |
| Close |
1.9798 |
1.9755 |
-0.0043 |
-0.2% |
1.9843 |
| Range |
0.0090 |
0.0038 |
-0.0052 |
-57.8% |
0.0218 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
59,877 |
98,666 |
38,789 |
64.8% |
374,228 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9865 |
1.9848 |
1.9776 |
|
| R3 |
1.9827 |
1.9810 |
1.9765 |
|
| R2 |
1.9789 |
1.9789 |
1.9762 |
|
| R1 |
1.9772 |
1.9772 |
1.9758 |
1.9781 |
| PP |
1.9751 |
1.9751 |
1.9751 |
1.9755 |
| S1 |
1.9734 |
1.9734 |
1.9752 |
1.9743 |
| S2 |
1.9713 |
1.9713 |
1.9748 |
|
| S3 |
1.9675 |
1.9696 |
1.9745 |
|
| S4 |
1.9637 |
1.9658 |
1.9734 |
|
|
| 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% |
15% |
False |
True |
80,968 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0054 |
0.3% |
37% |
False |
False |
75,576 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0066 |
0.3% |
25% |
False |
False |
76,116 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0064 |
0.3% |
35% |
False |
False |
69,200 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0068 |
0.3% |
64% |
False |
False |
67,163 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0058 |
0.3% |
64% |
False |
False |
50,729 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0050 |
0.3% |
64% |
False |
False |
40,637 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0042 |
0.2% |
64% |
False |
False |
33,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9930 |
|
2.618 |
1.9867 |
|
1.618 |
1.9829 |
|
1.000 |
1.9806 |
|
0.618 |
1.9791 |
|
HIGH |
1.9768 |
|
0.618 |
1.9753 |
|
0.500 |
1.9749 |
|
0.382 |
1.9745 |
|
LOW |
1.9730 |
|
0.618 |
1.9707 |
|
1.000 |
1.9692 |
|
1.618 |
1.9669 |
|
2.618 |
1.9631 |
|
4.250 |
1.9569 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9753 |
1.9804 |
| PP |
1.9751 |
1.9788 |
| S1 |
1.9749 |
1.9771 |
|