CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9908 |
1.9810 |
-0.0098 |
-0.5% |
1.9804 |
| High |
1.9908 |
1.9810 |
-0.0098 |
-0.5% |
1.9860 |
| Low |
1.9880 |
1.9725 |
-0.0155 |
-0.8% |
1.9710 |
| Close |
1.9903 |
1.9751 |
-0.0152 |
-0.8% |
1.9798 |
| Range |
0.0028 |
0.0085 |
0.0057 |
203.6% |
0.0150 |
| ATR |
0.0059 |
0.0068 |
0.0008 |
14.3% |
0.0000 |
| Volume |
4,315 |
9,239 |
4,924 |
114.1% |
4,687 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0017 |
1.9969 |
1.9798 |
|
| R3 |
1.9932 |
1.9884 |
1.9774 |
|
| R2 |
1.9847 |
1.9847 |
1.9767 |
|
| R1 |
1.9799 |
1.9799 |
1.9759 |
1.9781 |
| PP |
1.9762 |
1.9762 |
1.9762 |
1.9753 |
| S1 |
1.9714 |
1.9714 |
1.9743 |
1.9696 |
| S2 |
1.9677 |
1.9677 |
1.9735 |
|
| S3 |
1.9592 |
1.9629 |
1.9728 |
|
| S4 |
1.9507 |
1.9544 |
1.9704 |
|
|
| 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 |
1.9725 |
0.0217 |
1.1% |
0.0048 |
0.2% |
12% |
False |
True |
3,938 |
| 10 |
1.9942 |
1.9710 |
0.0232 |
1.2% |
0.0041 |
0.2% |
18% |
False |
False |
2,170 |
| 20 |
1.9942 |
1.9660 |
0.0282 |
1.4% |
0.0027 |
0.1% |
32% |
False |
False |
1,184 |
| 40 |
2.0033 |
1.9660 |
0.0373 |
1.9% |
0.0017 |
0.1% |
24% |
False |
False |
645 |
| 60 |
2.0033 |
1.9343 |
0.0690 |
3.5% |
0.0011 |
0.1% |
59% |
False |
False |
494 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
66% |
False |
False |
371 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
66% |
False |
False |
297 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
66% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0171 |
|
2.618 |
2.0033 |
|
1.618 |
1.9948 |
|
1.000 |
1.9895 |
|
0.618 |
1.9863 |
|
HIGH |
1.9810 |
|
0.618 |
1.9778 |
|
0.500 |
1.9768 |
|
0.382 |
1.9757 |
|
LOW |
1.9725 |
|
0.618 |
1.9672 |
|
1.000 |
1.9640 |
|
1.618 |
1.9587 |
|
2.618 |
1.9502 |
|
4.250 |
1.9364 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9768 |
1.9834 |
| PP |
1.9762 |
1.9806 |
| S1 |
1.9757 |
1.9779 |
|