CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9892 |
1.9962 |
0.0070 |
0.4% |
1.9867 |
| High |
1.9925 |
1.9965 |
0.0040 |
0.2% |
1.9878 |
| Low |
1.9890 |
1.9912 |
0.0022 |
0.1% |
1.9730 |
| Close |
1.9901 |
1.9920 |
0.0019 |
0.1% |
1.9819 |
| Range |
0.0035 |
0.0053 |
0.0018 |
51.4% |
0.0148 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
92,346 |
101,194 |
8,848 |
9.6% |
333,918 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0091 |
2.0059 |
1.9949 |
|
| R3 |
2.0038 |
2.0006 |
1.9935 |
|
| R2 |
1.9985 |
1.9985 |
1.9930 |
|
| R1 |
1.9953 |
1.9953 |
1.9925 |
1.9943 |
| PP |
1.9932 |
1.9932 |
1.9932 |
1.9927 |
| S1 |
1.9900 |
1.9900 |
1.9915 |
1.9890 |
| S2 |
1.9879 |
1.9879 |
1.9910 |
|
| S3 |
1.9826 |
1.9847 |
1.9905 |
|
| S4 |
1.9773 |
1.9794 |
1.9891 |
|
|
| 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 |
1.9965 |
1.9730 |
0.0235 |
1.2% |
0.0051 |
0.3% |
81% |
True |
False |
93,516 |
| 10 |
1.9965 |
1.9730 |
0.0235 |
1.2% |
0.0053 |
0.3% |
81% |
True |
False |
83,536 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0063 |
0.3% |
77% |
False |
False |
79,177 |
| 40 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0063 |
0.3% |
62% |
False |
False |
73,793 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0068 |
0.3% |
83% |
False |
False |
72,731 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0060 |
0.3% |
83% |
False |
False |
55,326 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0052 |
0.3% |
83% |
False |
False |
44,320 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0044 |
0.2% |
83% |
False |
False |
36,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0190 |
|
2.618 |
2.0104 |
|
1.618 |
2.0051 |
|
1.000 |
2.0018 |
|
0.618 |
1.9998 |
|
HIGH |
1.9965 |
|
0.618 |
1.9945 |
|
0.500 |
1.9939 |
|
0.382 |
1.9932 |
|
LOW |
1.9912 |
|
0.618 |
1.9879 |
|
1.000 |
1.9859 |
|
1.618 |
1.9826 |
|
2.618 |
1.9773 |
|
4.250 |
1.9687 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9939 |
1.9902 |
| PP |
1.9932 |
1.9883 |
| S1 |
1.9926 |
1.9865 |
|