CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9820 |
1.9663 |
-0.0157 |
-0.8% |
1.9892 |
| High |
1.9830 |
1.9681 |
-0.0149 |
-0.8% |
1.9965 |
| Low |
1.9742 |
1.9643 |
-0.0099 |
-0.5% |
1.9643 |
| Close |
1.9771 |
1.9666 |
-0.0105 |
-0.5% |
1.9666 |
| Range |
0.0088 |
0.0038 |
-0.0050 |
-56.8% |
0.0322 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.6% |
0.0000 |
| Volume |
82,842 |
156,980 |
74,138 |
89.5% |
515,490 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9777 |
1.9760 |
1.9687 |
|
| R3 |
1.9739 |
1.9722 |
1.9676 |
|
| R2 |
1.9701 |
1.9701 |
1.9673 |
|
| R1 |
1.9684 |
1.9684 |
1.9669 |
1.9693 |
| PP |
1.9663 |
1.9663 |
1.9663 |
1.9668 |
| S1 |
1.9646 |
1.9646 |
1.9663 |
1.9655 |
| S2 |
1.9625 |
1.9625 |
1.9659 |
|
| S3 |
1.9587 |
1.9608 |
1.9656 |
|
| S4 |
1.9549 |
1.9570 |
1.9645 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0724 |
2.0517 |
1.9843 |
|
| R3 |
2.0402 |
2.0195 |
1.9755 |
|
| R2 |
2.0080 |
2.0080 |
1.9725 |
|
| R1 |
1.9873 |
1.9873 |
1.9696 |
1.9816 |
| PP |
1.9758 |
1.9758 |
1.9758 |
1.9729 |
| S1 |
1.9551 |
1.9551 |
1.9636 |
1.9494 |
| S2 |
1.9436 |
1.9436 |
1.9607 |
|
| S3 |
1.9114 |
1.9229 |
1.9577 |
|
| S4 |
1.8792 |
1.8907 |
1.9489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0050 |
0.3% |
7% |
False |
True |
103,098 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0054 |
0.3% |
7% |
False |
True |
92,566 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0058 |
0.3% |
7% |
False |
True |
84,894 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0064 |
0.3% |
5% |
False |
True |
78,156 |
| 60 |
2.0072 |
1.9395 |
0.0677 |
3.4% |
0.0066 |
0.3% |
40% |
False |
False |
75,146 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0062 |
0.3% |
54% |
False |
False |
59,336 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0053 |
0.3% |
54% |
False |
False |
47,521 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0045 |
0.2% |
54% |
False |
False |
39,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9843 |
|
2.618 |
1.9780 |
|
1.618 |
1.9742 |
|
1.000 |
1.9719 |
|
0.618 |
1.9704 |
|
HIGH |
1.9681 |
|
0.618 |
1.9666 |
|
0.500 |
1.9662 |
|
0.382 |
1.9658 |
|
LOW |
1.9643 |
|
0.618 |
1.9620 |
|
1.000 |
1.9605 |
|
1.618 |
1.9582 |
|
2.618 |
1.9544 |
|
4.250 |
1.9482 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9665 |
1.9794 |
| PP |
1.9663 |
1.9751 |
| S1 |
1.9662 |
1.9709 |
|