CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 29-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9822 |
1.9804 |
-0.0018 |
-0.1% |
1.9660 |
| High |
1.9845 |
1.9860 |
0.0015 |
0.1% |
1.9870 |
| Low |
1.9820 |
1.9770 |
-0.0050 |
-0.3% |
1.9660 |
| Close |
1.9822 |
1.9777 |
-0.0045 |
-0.2% |
1.9822 |
| Range |
0.0025 |
0.0090 |
0.0065 |
260.0% |
0.0210 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
3.9% |
0.0000 |
| Volume |
303 |
123 |
-180 |
-59.4% |
1,662 |
|
| Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0072 |
2.0015 |
1.9827 |
|
| R3 |
1.9982 |
1.9925 |
1.9802 |
|
| R2 |
1.9892 |
1.9892 |
1.9794 |
|
| R1 |
1.9835 |
1.9835 |
1.9785 |
1.9819 |
| PP |
1.9802 |
1.9802 |
1.9802 |
1.9794 |
| S1 |
1.9745 |
1.9745 |
1.9769 |
1.9729 |
| S2 |
1.9712 |
1.9712 |
1.9761 |
|
| S3 |
1.9622 |
1.9655 |
1.9752 |
|
| S4 |
1.9532 |
1.9565 |
1.9728 |
|
|
| 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 |
1.9750 |
0.0120 |
0.6% |
0.0036 |
0.2% |
23% |
False |
False |
257 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0026 |
0.1% |
56% |
False |
False |
227 |
| 20 |
1.9974 |
1.9660 |
0.0314 |
1.6% |
0.0014 |
0.1% |
37% |
False |
False |
166 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0010 |
0.1% |
43% |
False |
False |
169 |
| 60 |
2.0033 |
1.9268 |
0.0765 |
3.9% |
0.0007 |
0.0% |
67% |
False |
False |
147 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
69% |
False |
False |
111 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
69% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0243 |
|
2.618 |
2.0096 |
|
1.618 |
2.0006 |
|
1.000 |
1.9950 |
|
0.618 |
1.9916 |
|
HIGH |
1.9860 |
|
0.618 |
1.9826 |
|
0.500 |
1.9815 |
|
0.382 |
1.9804 |
|
LOW |
1.9770 |
|
0.618 |
1.9714 |
|
1.000 |
1.9680 |
|
1.618 |
1.9624 |
|
2.618 |
1.9534 |
|
4.250 |
1.9388 |
|
|
| Fisher Pivots for day following 29-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9815 |
1.9820 |
| PP |
1.9802 |
1.9806 |
| S1 |
1.9790 |
1.9791 |
|