CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9787 |
1.9788 |
0.0001 |
0.0% |
1.9867 |
| High |
1.9820 |
1.9820 |
0.0000 |
0.0% |
1.9878 |
| Low |
1.9745 |
1.9765 |
0.0020 |
0.1% |
1.9730 |
| Close |
1.9794 |
1.9819 |
0.0025 |
0.1% |
1.9819 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0148 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
83,411 |
91,964 |
8,553 |
10.3% |
333,918 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9966 |
1.9948 |
1.9849 |
|
| R3 |
1.9911 |
1.9893 |
1.9834 |
|
| R2 |
1.9856 |
1.9856 |
1.9829 |
|
| R1 |
1.9838 |
1.9838 |
1.9824 |
1.9847 |
| PP |
1.9801 |
1.9801 |
1.9801 |
1.9806 |
| S1 |
1.9783 |
1.9783 |
1.9814 |
1.9792 |
| S2 |
1.9746 |
1.9746 |
1.9809 |
|
| S3 |
1.9691 |
1.9728 |
1.9804 |
|
| S4 |
1.9636 |
1.9673 |
1.9789 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0253 |
2.0184 |
1.9900 |
|
| R3 |
2.0105 |
2.0036 |
1.9860 |
|
| R2 |
1.9957 |
1.9957 |
1.9846 |
|
| R1 |
1.9888 |
1.9888 |
1.9833 |
1.9849 |
| PP |
1.9809 |
1.9809 |
1.9809 |
1.9789 |
| S1 |
1.9740 |
1.9740 |
1.9805 |
1.9701 |
| S2 |
1.9661 |
1.9661 |
1.9792 |
|
| S3 |
1.9513 |
1.9592 |
1.9778 |
|
| S4 |
1.9365 |
1.9444 |
1.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9878 |
1.9730 |
0.0148 |
0.7% |
0.0059 |
0.3% |
60% |
False |
False |
82,034 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0056 |
0.3% |
67% |
False |
False |
75,217 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0065 |
0.3% |
46% |
False |
False |
76,241 |
| 40 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0064 |
0.3% |
48% |
False |
False |
71,200 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0069 |
0.4% |
71% |
False |
False |
69,925 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0059 |
0.3% |
71% |
False |
False |
52,913 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0051 |
0.3% |
71% |
False |
False |
42,386 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0043 |
0.2% |
71% |
False |
False |
35,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0054 |
|
2.618 |
1.9964 |
|
1.618 |
1.9909 |
|
1.000 |
1.9875 |
|
0.618 |
1.9854 |
|
HIGH |
1.9820 |
|
0.618 |
1.9799 |
|
0.500 |
1.9793 |
|
0.382 |
1.9786 |
|
LOW |
1.9765 |
|
0.618 |
1.9731 |
|
1.000 |
1.9710 |
|
1.618 |
1.9676 |
|
2.618 |
1.9621 |
|
4.250 |
1.9531 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9810 |
1.9804 |
| PP |
1.9801 |
1.9790 |
| S1 |
1.9793 |
1.9775 |
|