CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9743 |
1.9787 |
0.0044 |
0.2% |
1.9697 |
| High |
1.9768 |
1.9820 |
0.0052 |
0.3% |
1.9892 |
| Low |
1.9730 |
1.9745 |
0.0015 |
0.1% |
1.9674 |
| Close |
1.9755 |
1.9794 |
0.0039 |
0.2% |
1.9843 |
| Range |
0.0038 |
0.0075 |
0.0037 |
97.4% |
0.0218 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
98,666 |
83,411 |
-15,255 |
-15.5% |
374,228 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0011 |
1.9978 |
1.9835 |
|
| R3 |
1.9936 |
1.9903 |
1.9815 |
|
| R2 |
1.9861 |
1.9861 |
1.9808 |
|
| R1 |
1.9828 |
1.9828 |
1.9801 |
1.9845 |
| PP |
1.9786 |
1.9786 |
1.9786 |
1.9795 |
| S1 |
1.9753 |
1.9753 |
1.9787 |
1.9770 |
| S2 |
1.9711 |
1.9711 |
1.9780 |
|
| S3 |
1.9636 |
1.9678 |
1.9773 |
|
| S4 |
1.9561 |
1.9603 |
1.9753 |
|
|
| 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 |
1.9890 |
1.9730 |
0.0160 |
0.8% |
0.0060 |
0.3% |
40% |
False |
False |
85,435 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0054 |
0.3% |
55% |
False |
False |
74,894 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0067 |
0.3% |
38% |
False |
False |
75,643 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0064 |
0.3% |
43% |
False |
False |
69,946 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.3% |
68% |
False |
False |
68,459 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0058 |
0.3% |
69% |
False |
False |
51,766 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0051 |
0.3% |
69% |
False |
False |
41,469 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0043 |
0.2% |
69% |
False |
False |
34,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0139 |
|
2.618 |
2.0016 |
|
1.618 |
1.9941 |
|
1.000 |
1.9895 |
|
0.618 |
1.9866 |
|
HIGH |
1.9820 |
|
0.618 |
1.9791 |
|
0.500 |
1.9783 |
|
0.382 |
1.9774 |
|
LOW |
1.9745 |
|
0.618 |
1.9699 |
|
1.000 |
1.9670 |
|
1.618 |
1.9624 |
|
2.618 |
1.9549 |
|
4.250 |
1.9426 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9790 |
1.9804 |
| PP |
1.9786 |
1.9801 |
| S1 |
1.9783 |
1.9797 |
|