CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9714 |
1.9778 |
0.0064 |
0.3% |
1.9660 |
| High |
1.9730 |
1.9778 |
0.0048 |
0.2% |
1.9870 |
| Low |
1.9710 |
1.9778 |
0.0068 |
0.3% |
1.9660 |
| Close |
1.9734 |
1.9773 |
0.0039 |
0.2% |
1.9822 |
| Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0210 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
669 |
480 |
-189 |
-28.3% |
1,662 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9776 |
1.9775 |
1.9773 |
|
| R3 |
1.9776 |
1.9775 |
1.9773 |
|
| R2 |
1.9776 |
1.9776 |
1.9773 |
|
| R1 |
1.9775 |
1.9775 |
1.9773 |
1.9776 |
| PP |
1.9776 |
1.9776 |
1.9776 |
1.9777 |
| S1 |
1.9775 |
1.9775 |
1.9773 |
1.9776 |
| S2 |
1.9776 |
1.9776 |
1.9773 |
|
| S3 |
1.9776 |
1.9775 |
1.9773 |
|
| S4 |
1.9776 |
1.9775 |
1.9773 |
|
|
| 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 |
1.9710 |
0.0160 |
0.8% |
0.0035 |
0.2% |
39% |
False |
False |
401 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0028 |
0.1% |
54% |
False |
False |
315 |
| 20 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0015 |
0.1% |
42% |
False |
False |
216 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0011 |
0.1% |
42% |
False |
False |
179 |
| 60 |
2.0033 |
1.9273 |
0.0760 |
3.8% |
0.0007 |
0.0% |
66% |
False |
False |
166 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
69% |
False |
False |
125 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
69% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9778 |
|
2.618 |
1.9778 |
|
1.618 |
1.9778 |
|
1.000 |
1.9778 |
|
0.618 |
1.9778 |
|
HIGH |
1.9778 |
|
0.618 |
1.9778 |
|
0.500 |
1.9778 |
|
0.382 |
1.9778 |
|
LOW |
1.9778 |
|
0.618 |
1.9778 |
|
1.000 |
1.9778 |
|
1.618 |
1.9778 |
|
2.618 |
1.9778 |
|
4.250 |
1.9778 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9778 |
1.9785 |
| PP |
1.9776 |
1.9781 |
| S1 |
1.9775 |
1.9777 |
|