CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 22-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2007 |
22-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9600 |
1.9625 |
0.0025 |
0.1% |
1.9296 |
| High |
1.9640 |
1.9615 |
-0.0025 |
-0.1% |
1.9398 |
| Low |
1.9640 |
1.9595 |
-0.0045 |
-0.2% |
1.9282 |
| Close |
1.9662 |
1.9625 |
-0.0037 |
-0.2% |
1.9398 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0116 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.4% |
0.0000 |
| Volume |
72 |
341 |
269 |
373.6% |
151 |
|
| Daily Pivots for day following 22-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9672 |
1.9668 |
1.9636 |
|
| R3 |
1.9652 |
1.9648 |
1.9631 |
|
| R2 |
1.9632 |
1.9632 |
1.9629 |
|
| R1 |
1.9628 |
1.9628 |
1.9627 |
1.9635 |
| PP |
1.9612 |
1.9612 |
1.9612 |
1.9615 |
| S1 |
1.9608 |
1.9608 |
1.9623 |
1.9615 |
| S2 |
1.9592 |
1.9592 |
1.9621 |
|
| S3 |
1.9572 |
1.9588 |
1.9620 |
|
| S4 |
1.9552 |
1.9568 |
1.9614 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9707 |
1.9669 |
1.9462 |
|
| R3 |
1.9591 |
1.9553 |
1.9430 |
|
| R2 |
1.9475 |
1.9475 |
1.9419 |
|
| R1 |
1.9437 |
1.9437 |
1.9409 |
1.9456 |
| PP |
1.9359 |
1.9359 |
1.9359 |
1.9369 |
| S1 |
1.9321 |
1.9321 |
1.9387 |
1.9340 |
| S2 |
1.9243 |
1.9243 |
1.9377 |
|
| S3 |
1.9127 |
1.9205 |
1.9366 |
|
| S4 |
1.9011 |
1.9089 |
1.9334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9640 |
1.9398 |
0.0242 |
1.2% |
0.0004 |
0.0% |
94% |
False |
False |
87 |
| 10 |
1.9640 |
1.9282 |
0.0358 |
1.8% |
0.0002 |
0.0% |
96% |
False |
False |
58 |
| 20 |
1.9640 |
1.9200 |
0.0440 |
2.2% |
0.0001 |
0.0% |
97% |
False |
False |
30 |
| 40 |
1.9679 |
1.9200 |
0.0479 |
2.4% |
0.0001 |
0.0% |
89% |
False |
False |
15 |
| 60 |
1.9790 |
1.9200 |
0.0590 |
3.0% |
0.0000 |
0.0% |
72% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9700 |
|
2.618 |
1.9667 |
|
1.618 |
1.9647 |
|
1.000 |
1.9635 |
|
0.618 |
1.9627 |
|
HIGH |
1.9615 |
|
0.618 |
1.9607 |
|
0.500 |
1.9605 |
|
0.382 |
1.9603 |
|
LOW |
1.9595 |
|
0.618 |
1.9583 |
|
1.000 |
1.9575 |
|
1.618 |
1.9563 |
|
2.618 |
1.9543 |
|
4.250 |
1.9510 |
|
|
| Fisher Pivots for day following 22-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9618 |
1.9622 |
| PP |
1.9612 |
1.9618 |
| S1 |
1.9605 |
1.9615 |
|