CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9741 |
1.9735 |
-0.0006 |
0.0% |
1.9892 |
| High |
1.9780 |
1.9740 |
-0.0040 |
-0.2% |
1.9965 |
| Low |
1.9725 |
1.9680 |
-0.0045 |
-0.2% |
1.9643 |
| Close |
1.9763 |
1.9735 |
-0.0028 |
-0.1% |
1.9666 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0322 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
81,067 |
61,520 |
-19,547 |
-24.1% |
515,490 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9898 |
1.9877 |
1.9768 |
|
| R3 |
1.9838 |
1.9817 |
1.9752 |
|
| R2 |
1.9778 |
1.9778 |
1.9746 |
|
| R1 |
1.9757 |
1.9757 |
1.9741 |
1.9765 |
| PP |
1.9718 |
1.9718 |
1.9718 |
1.9723 |
| S1 |
1.9697 |
1.9697 |
1.9730 |
1.9705 |
| S2 |
1.9658 |
1.9658 |
1.9724 |
|
| S3 |
1.9598 |
1.9637 |
1.9719 |
|
| S4 |
1.9538 |
1.9577 |
1.9702 |
|
|
| 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 |
1.9830 |
1.9643 |
0.0187 |
0.9% |
0.0056 |
0.3% |
49% |
False |
False |
107,529 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0053 |
0.3% |
29% |
False |
False |
98,869 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0054 |
0.3% |
29% |
False |
False |
87,222 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0062 |
0.3% |
21% |
False |
False |
81,095 |
| 60 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0065 |
0.3% |
36% |
False |
False |
76,605 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0063 |
0.3% |
62% |
False |
False |
63,041 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
62% |
False |
False |
50,491 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0047 |
0.2% |
62% |
False |
False |
42,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9995 |
|
2.618 |
1.9897 |
|
1.618 |
1.9837 |
|
1.000 |
1.9800 |
|
0.618 |
1.9777 |
|
HIGH |
1.9740 |
|
0.618 |
1.9717 |
|
0.500 |
1.9710 |
|
0.382 |
1.9703 |
|
LOW |
1.9680 |
|
0.618 |
1.9643 |
|
1.000 |
1.9620 |
|
1.618 |
1.9583 |
|
2.618 |
1.9523 |
|
4.250 |
1.9425 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9727 |
1.9730 |
| PP |
1.9718 |
1.9725 |
| S1 |
1.9710 |
1.9720 |
|