CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9930 |
1.9820 |
-0.0110 |
-0.6% |
1.9867 |
| High |
1.9945 |
1.9830 |
-0.0115 |
-0.6% |
1.9878 |
| Low |
1.9910 |
1.9742 |
-0.0168 |
-0.8% |
1.9730 |
| Close |
1.9924 |
1.9771 |
-0.0153 |
-0.8% |
1.9819 |
| Range |
0.0035 |
0.0088 |
0.0053 |
151.4% |
0.0148 |
| ATR |
0.0078 |
0.0085 |
0.0007 |
9.6% |
0.0000 |
| Volume |
82,128 |
82,842 |
714 |
0.9% |
333,918 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0045 |
1.9996 |
1.9819 |
|
| R3 |
1.9957 |
1.9908 |
1.9795 |
|
| R2 |
1.9869 |
1.9869 |
1.9787 |
|
| R1 |
1.9820 |
1.9820 |
1.9779 |
1.9801 |
| PP |
1.9781 |
1.9781 |
1.9781 |
1.9771 |
| S1 |
1.9732 |
1.9732 |
1.9763 |
1.9713 |
| S2 |
1.9693 |
1.9693 |
1.9755 |
|
| S3 |
1.9605 |
1.9644 |
1.9747 |
|
| S4 |
1.9517 |
1.9556 |
1.9723 |
|
|
| 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 |
1.9742 |
0.0223 |
1.1% |
0.0053 |
0.3% |
13% |
False |
True |
90,094 |
| 10 |
1.9965 |
1.9730 |
0.0235 |
1.2% |
0.0057 |
0.3% |
17% |
False |
False |
87,765 |
| 20 |
1.9965 |
1.9674 |
0.0291 |
1.5% |
0.0062 |
0.3% |
33% |
False |
False |
81,202 |
| 40 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0064 |
0.3% |
24% |
False |
False |
75,558 |
| 60 |
2.0072 |
1.9335 |
0.0737 |
3.7% |
0.0066 |
0.3% |
59% |
False |
False |
74,166 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0062 |
0.3% |
66% |
False |
False |
57,376 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0053 |
0.3% |
66% |
False |
False |
45,959 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0045 |
0.2% |
66% |
False |
False |
38,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0204 |
|
2.618 |
2.0060 |
|
1.618 |
1.9972 |
|
1.000 |
1.9918 |
|
0.618 |
1.9884 |
|
HIGH |
1.9830 |
|
0.618 |
1.9796 |
|
0.500 |
1.9786 |
|
0.382 |
1.9776 |
|
LOW |
1.9742 |
|
0.618 |
1.9688 |
|
1.000 |
1.9654 |
|
1.618 |
1.9600 |
|
2.618 |
1.9512 |
|
4.250 |
1.9368 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9786 |
1.9854 |
| PP |
1.9781 |
1.9826 |
| S1 |
1.9776 |
1.9799 |
|