CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 05-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9860 |
1.9942 |
0.0082 |
0.4% |
1.9804 |
| High |
1.9908 |
1.9942 |
0.0034 |
0.2% |
1.9860 |
| Low |
1.9860 |
1.9899 |
0.0039 |
0.2% |
1.9710 |
| Close |
1.9880 |
1.9899 |
0.0019 |
0.1% |
1.9798 |
| Range |
0.0048 |
0.0043 |
-0.0005 |
-10.4% |
0.0150 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
446 |
2,278 |
1,832 |
410.8% |
4,687 |
|
| Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0042 |
2.0014 |
1.9923 |
|
| R3 |
1.9999 |
1.9971 |
1.9911 |
|
| R2 |
1.9956 |
1.9956 |
1.9907 |
|
| R1 |
1.9928 |
1.9928 |
1.9903 |
1.9921 |
| PP |
1.9913 |
1.9913 |
1.9913 |
1.9910 |
| S1 |
1.9885 |
1.9885 |
1.9895 |
1.9878 |
| S2 |
1.9870 |
1.9870 |
1.9891 |
|
| S3 |
1.9827 |
1.9842 |
1.9887 |
|
| S4 |
1.9784 |
1.9799 |
1.9875 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0239 |
2.0169 |
1.9881 |
|
| R3 |
2.0089 |
2.0019 |
1.9839 |
|
| R2 |
1.9939 |
1.9939 |
1.9826 |
|
| R1 |
1.9869 |
1.9869 |
1.9812 |
1.9829 |
| PP |
1.9789 |
1.9789 |
1.9789 |
1.9770 |
| S1 |
1.9719 |
1.9719 |
1.9784 |
1.9679 |
| S2 |
1.9639 |
1.9639 |
1.9771 |
|
| S3 |
1.9489 |
1.9569 |
1.9757 |
|
| S4 |
1.9339 |
1.9419 |
1.9716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9942 |
1.9710 |
0.0232 |
1.2% |
0.0029 |
0.1% |
81% |
True |
False |
1,457 |
| 10 |
1.9942 |
1.9710 |
0.0232 |
1.2% |
0.0033 |
0.2% |
81% |
True |
False |
857 |
| 20 |
1.9942 |
1.9660 |
0.0282 |
1.4% |
0.0022 |
0.1% |
85% |
True |
False |
509 |
| 40 |
2.0033 |
1.9660 |
0.0373 |
1.9% |
0.0014 |
0.1% |
64% |
False |
False |
316 |
| 60 |
2.0033 |
1.9282 |
0.0751 |
3.8% |
0.0010 |
0.0% |
82% |
False |
False |
268 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
84% |
False |
False |
201 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
84% |
False |
False |
162 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
84% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0125 |
|
2.618 |
2.0055 |
|
1.618 |
2.0012 |
|
1.000 |
1.9985 |
|
0.618 |
1.9969 |
|
HIGH |
1.9942 |
|
0.618 |
1.9926 |
|
0.500 |
1.9921 |
|
0.382 |
1.9915 |
|
LOW |
1.9899 |
|
0.618 |
1.9872 |
|
1.000 |
1.9856 |
|
1.618 |
1.9829 |
|
2.618 |
1.9786 |
|
4.250 |
1.9716 |
|
|
| Fisher Pivots for day following 05-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9921 |
1.9883 |
| PP |
1.9913 |
1.9867 |
| S1 |
1.9906 |
1.9851 |
|