CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9735 |
1.9688 |
-0.0047 |
-0.2% |
1.9892 |
| High |
1.9740 |
1.9710 |
-0.0030 |
-0.2% |
1.9965 |
| Low |
1.9680 |
1.9680 |
0.0000 |
0.0% |
1.9643 |
| Close |
1.9735 |
1.9694 |
-0.0041 |
-0.2% |
1.9666 |
| Range |
0.0060 |
0.0030 |
-0.0030 |
-50.0% |
0.0322 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
61,520 |
66,611 |
5,091 |
8.3% |
515,490 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9785 |
1.9769 |
1.9711 |
|
| R3 |
1.9755 |
1.9739 |
1.9702 |
|
| R2 |
1.9725 |
1.9725 |
1.9700 |
|
| R1 |
1.9709 |
1.9709 |
1.9697 |
1.9717 |
| PP |
1.9695 |
1.9695 |
1.9695 |
1.9699 |
| S1 |
1.9679 |
1.9679 |
1.9691 |
1.9687 |
| S2 |
1.9665 |
1.9665 |
1.9689 |
|
| S3 |
1.9635 |
1.9649 |
1.9686 |
|
| S4 |
1.9605 |
1.9619 |
1.9678 |
|
|
| 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 |
1.9780 |
1.9643 |
0.0137 |
0.7% |
0.0045 |
0.2% |
37% |
False |
False |
104,283 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0049 |
0.2% |
16% |
False |
False |
97,189 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0051 |
0.3% |
16% |
False |
False |
86,041 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0062 |
0.3% |
12% |
False |
False |
80,059 |
| 60 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0063 |
0.3% |
28% |
False |
False |
76,006 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0063 |
0.3% |
57% |
False |
False |
63,866 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0054 |
0.3% |
57% |
False |
False |
51,157 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0047 |
0.2% |
57% |
False |
False |
42,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9838 |
|
2.618 |
1.9789 |
|
1.618 |
1.9759 |
|
1.000 |
1.9740 |
|
0.618 |
1.9729 |
|
HIGH |
1.9710 |
|
0.618 |
1.9699 |
|
0.500 |
1.9695 |
|
0.382 |
1.9691 |
|
LOW |
1.9680 |
|
0.618 |
1.9661 |
|
1.000 |
1.9650 |
|
1.618 |
1.9631 |
|
2.618 |
1.9601 |
|
4.250 |
1.9553 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9695 |
1.9730 |
| PP |
1.9695 |
1.9718 |
| S1 |
1.9694 |
1.9706 |
|