CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9660 |
1.9729 |
0.0069 |
0.4% |
1.9760 |
| High |
1.9690 |
1.9750 |
0.0060 |
0.3% |
1.9840 |
| Low |
1.9660 |
1.9750 |
0.0090 |
0.5% |
1.9688 |
| Close |
1.9681 |
1.9729 |
0.0048 |
0.2% |
1.9725 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0152 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
| Volume |
499 |
313 |
-186 |
-37.3% |
747 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9743 |
1.9736 |
1.9729 |
|
| R3 |
1.9743 |
1.9736 |
1.9729 |
|
| R2 |
1.9743 |
1.9743 |
1.9729 |
|
| R1 |
1.9736 |
1.9736 |
1.9729 |
1.9729 |
| PP |
1.9743 |
1.9743 |
1.9743 |
1.9740 |
| S1 |
1.9736 |
1.9736 |
1.9729 |
1.9729 |
| S2 |
1.9743 |
1.9743 |
1.9729 |
|
| S3 |
1.9743 |
1.9736 |
1.9729 |
|
| S4 |
1.9743 |
1.9736 |
1.9729 |
|
|
| 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 |
1.9758 |
1.9660 |
0.0098 |
0.5% |
0.0016 |
0.1% |
70% |
False |
False |
241 |
| 10 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0011 |
0.1% |
26% |
False |
False |
191 |
| 20 |
1.9995 |
1.9660 |
0.0335 |
1.7% |
0.0005 |
0.0% |
21% |
False |
False |
134 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0006 |
0.0% |
32% |
False |
False |
171 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
64% |
False |
False |
131 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
64% |
False |
False |
98 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
64% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9750 |
|
2.618 |
1.9750 |
|
1.618 |
1.9750 |
|
1.000 |
1.9750 |
|
0.618 |
1.9750 |
|
HIGH |
1.9750 |
|
0.618 |
1.9750 |
|
0.500 |
1.9750 |
|
0.382 |
1.9750 |
|
LOW |
1.9750 |
|
0.618 |
1.9750 |
|
1.000 |
1.9750 |
|
1.618 |
1.9750 |
|
2.618 |
1.9750 |
|
4.250 |
1.9750 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9750 |
1.9721 |
| PP |
1.9743 |
1.9713 |
| S1 |
1.9736 |
1.9705 |
|