CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 21-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9688 |
1.9660 |
-0.0028 |
-0.1% |
1.9760 |
| High |
1.9740 |
1.9690 |
-0.0050 |
-0.3% |
1.9840 |
| Low |
1.9688 |
1.9660 |
-0.0028 |
-0.1% |
1.9688 |
| Close |
1.9725 |
1.9681 |
-0.0044 |
-0.2% |
1.9725 |
| Range |
0.0052 |
0.0030 |
-0.0022 |
-42.3% |
0.0152 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.3% |
0.0000 |
| Volume |
128 |
499 |
371 |
289.8% |
747 |
|
| Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9767 |
1.9754 |
1.9698 |
|
| R3 |
1.9737 |
1.9724 |
1.9689 |
|
| R2 |
1.9707 |
1.9707 |
1.9687 |
|
| R1 |
1.9694 |
1.9694 |
1.9684 |
1.9701 |
| PP |
1.9677 |
1.9677 |
1.9677 |
1.9680 |
| S1 |
1.9664 |
1.9664 |
1.9678 |
1.9671 |
| S2 |
1.9647 |
1.9647 |
1.9676 |
|
| S3 |
1.9617 |
1.9634 |
1.9673 |
|
| S4 |
1.9587 |
1.9604 |
1.9665 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0207 |
2.0118 |
1.9809 |
|
| R3 |
2.0055 |
1.9966 |
1.9767 |
|
| R2 |
1.9903 |
1.9903 |
1.9753 |
|
| R1 |
1.9814 |
1.9814 |
1.9739 |
1.9783 |
| PP |
1.9751 |
1.9751 |
1.9751 |
1.9735 |
| S1 |
1.9662 |
1.9662 |
1.9711 |
1.9631 |
| S2 |
1.9599 |
1.9599 |
1.9697 |
|
| S3 |
1.9447 |
1.9510 |
1.9683 |
|
| S4 |
1.9295 |
1.9358 |
1.9641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9840 |
1.9660 |
0.0180 |
0.9% |
0.0016 |
0.1% |
12% |
False |
True |
197 |
| 10 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0011 |
0.1% |
8% |
False |
True |
161 |
| 20 |
1.9995 |
1.9660 |
0.0335 |
1.7% |
0.0005 |
0.0% |
6% |
False |
True |
120 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0006 |
0.0% |
21% |
False |
False |
164 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
58% |
False |
False |
126 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
58% |
False |
False |
94 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
58% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9818 |
|
2.618 |
1.9769 |
|
1.618 |
1.9739 |
|
1.000 |
1.9720 |
|
0.618 |
1.9709 |
|
HIGH |
1.9690 |
|
0.618 |
1.9679 |
|
0.500 |
1.9675 |
|
0.382 |
1.9671 |
|
LOW |
1.9660 |
|
0.618 |
1.9641 |
|
1.000 |
1.9630 |
|
1.618 |
1.9611 |
|
2.618 |
1.9581 |
|
4.250 |
1.9533 |
|
|
| Fisher Pivots for day following 21-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9679 |
1.9700 |
| PP |
1.9677 |
1.9694 |
| S1 |
1.9675 |
1.9687 |
|