CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 25-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9830 |
1.9822 |
-0.0008 |
0.0% |
1.9660 |
| High |
1.9870 |
1.9845 |
-0.0025 |
-0.1% |
1.9870 |
| Low |
1.9830 |
1.9820 |
-0.0010 |
-0.1% |
1.9660 |
| Close |
1.9836 |
1.9822 |
-0.0014 |
-0.1% |
1.9822 |
| Range |
0.0040 |
0.0025 |
-0.0015 |
-37.5% |
0.0210 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
433 |
303 |
-130 |
-30.0% |
1,662 |
|
| Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9904 |
1.9888 |
1.9836 |
|
| R3 |
1.9879 |
1.9863 |
1.9829 |
|
| R2 |
1.9854 |
1.9854 |
1.9827 |
|
| R1 |
1.9838 |
1.9838 |
1.9824 |
1.9835 |
| PP |
1.9829 |
1.9829 |
1.9829 |
1.9827 |
| S1 |
1.9813 |
1.9813 |
1.9820 |
1.9810 |
| S2 |
1.9804 |
1.9804 |
1.9817 |
|
| S3 |
1.9779 |
1.9788 |
1.9815 |
|
| S4 |
1.9754 |
1.9763 |
1.9808 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0414 |
2.0328 |
1.9938 |
|
| R3 |
2.0204 |
2.0118 |
1.9880 |
|
| R2 |
1.9994 |
1.9994 |
1.9861 |
|
| R1 |
1.9908 |
1.9908 |
1.9841 |
1.9951 |
| PP |
1.9784 |
1.9784 |
1.9784 |
1.9806 |
| S1 |
1.9698 |
1.9698 |
1.9803 |
1.9741 |
| S2 |
1.9574 |
1.9574 |
1.9784 |
|
| S3 |
1.9364 |
1.9488 |
1.9764 |
|
| S4 |
1.9154 |
1.9278 |
1.9707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0024 |
0.1% |
77% |
False |
False |
332 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0017 |
0.1% |
77% |
False |
False |
240 |
| 20 |
1.9974 |
1.9660 |
0.0314 |
1.6% |
0.0010 |
0.0% |
52% |
False |
False |
161 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0008 |
0.0% |
53% |
False |
False |
178 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
75% |
False |
False |
145 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
75% |
False |
False |
109 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
75% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9951 |
|
2.618 |
1.9910 |
|
1.618 |
1.9885 |
|
1.000 |
1.9870 |
|
0.618 |
1.9860 |
|
HIGH |
1.9845 |
|
0.618 |
1.9835 |
|
0.500 |
1.9833 |
|
0.382 |
1.9830 |
|
LOW |
1.9820 |
|
0.618 |
1.9805 |
|
1.000 |
1.9795 |
|
1.618 |
1.9780 |
|
2.618 |
1.9755 |
|
4.250 |
1.9714 |
|
|
| Fisher Pivots for day following 25-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9833 |
1.9845 |
| PP |
1.9829 |
1.9837 |
| S1 |
1.9826 |
1.9830 |
|