CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 17-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9758 |
1.9720 |
-0.0038 |
-0.2% |
1.9905 |
| High |
1.9758 |
1.9720 |
-0.0038 |
-0.2% |
1.9930 |
| Low |
1.9758 |
1.9720 |
-0.0038 |
-0.2% |
1.9750 |
| Close |
1.9758 |
1.9720 |
-0.0038 |
-0.2% |
1.9799 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
176 |
91 |
-85 |
-48.3% |
390 |
|
| Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9720 |
1.9720 |
1.9720 |
|
| R3 |
1.9720 |
1.9720 |
1.9720 |
|
| R2 |
1.9720 |
1.9720 |
1.9720 |
|
| R1 |
1.9720 |
1.9720 |
1.9720 |
1.9720 |
| PP |
1.9720 |
1.9720 |
1.9720 |
1.9720 |
| S1 |
1.9720 |
1.9720 |
1.9720 |
1.9720 |
| S2 |
1.9720 |
1.9720 |
1.9720 |
|
| S3 |
1.9720 |
1.9720 |
1.9720 |
|
| S4 |
1.9720 |
1.9720 |
1.9720 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0366 |
2.0263 |
1.9898 |
|
| R3 |
2.0186 |
2.0083 |
1.9849 |
|
| R2 |
2.0006 |
2.0006 |
1.9832 |
|
| R1 |
1.9903 |
1.9903 |
1.9816 |
1.9865 |
| PP |
1.9826 |
1.9826 |
1.9826 |
1.9807 |
| S1 |
1.9723 |
1.9723 |
1.9783 |
1.9685 |
| S2 |
1.9646 |
1.9646 |
1.9766 |
|
| S3 |
1.9466 |
1.9543 |
1.9750 |
|
| S4 |
1.9286 |
1.9363 |
1.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9840 |
1.9720 |
0.0120 |
0.6% |
0.0005 |
0.0% |
0% |
False |
True |
183 |
| 10 |
1.9930 |
1.9720 |
0.0210 |
1.1% |
0.0003 |
0.0% |
0% |
False |
True |
114 |
| 20 |
2.0009 |
1.9720 |
0.0289 |
1.5% |
0.0002 |
0.0% |
0% |
False |
True |
93 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0004 |
0.0% |
30% |
False |
False |
158 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
62% |
False |
False |
115 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
62% |
False |
False |
87 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
62% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9720 |
|
2.618 |
1.9720 |
|
1.618 |
1.9720 |
|
1.000 |
1.9720 |
|
0.618 |
1.9720 |
|
HIGH |
1.9720 |
|
0.618 |
1.9720 |
|
0.500 |
1.9720 |
|
0.382 |
1.9720 |
|
LOW |
1.9720 |
|
0.618 |
1.9720 |
|
1.000 |
1.9720 |
|
1.618 |
1.9720 |
|
2.618 |
1.9720 |
|
4.250 |
1.9720 |
|
|
| Fisher Pivots for day following 17-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9720 |
1.9780 |
| PP |
1.9720 |
1.9760 |
| S1 |
1.9720 |
1.9740 |
|