CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 08-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9810 |
1.9642 |
-0.0168 |
-0.8% |
1.9860 |
| High |
1.9810 |
1.9665 |
-0.0145 |
-0.7% |
1.9942 |
| Low |
1.9725 |
1.9621 |
-0.0104 |
-0.5% |
1.9621 |
| Close |
1.9751 |
1.9646 |
-0.0105 |
-0.5% |
1.9646 |
| Range |
0.0085 |
0.0044 |
-0.0041 |
-48.2% |
0.0321 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
6.5% |
0.0000 |
| Volume |
9,239 |
25,176 |
15,937 |
172.5% |
41,454 |
|
| Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9776 |
1.9755 |
1.9670 |
|
| R3 |
1.9732 |
1.9711 |
1.9658 |
|
| R2 |
1.9688 |
1.9688 |
1.9654 |
|
| R1 |
1.9667 |
1.9667 |
1.9650 |
1.9678 |
| PP |
1.9644 |
1.9644 |
1.9644 |
1.9649 |
| S1 |
1.9623 |
1.9623 |
1.9642 |
1.9634 |
| S2 |
1.9600 |
1.9600 |
1.9638 |
|
| S3 |
1.9556 |
1.9579 |
1.9634 |
|
| S4 |
1.9512 |
1.9535 |
1.9622 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0699 |
2.0494 |
1.9823 |
|
| R3 |
2.0378 |
2.0173 |
1.9734 |
|
| R2 |
2.0057 |
2.0057 |
1.9705 |
|
| R1 |
1.9852 |
1.9852 |
1.9675 |
1.9794 |
| PP |
1.9736 |
1.9736 |
1.9736 |
1.9708 |
| S1 |
1.9531 |
1.9531 |
1.9617 |
1.9473 |
| S2 |
1.9415 |
1.9415 |
1.9587 |
|
| S3 |
1.9094 |
1.9210 |
1.9558 |
|
| S4 |
1.8773 |
1.8889 |
1.9469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0050 |
0.3% |
8% |
False |
True |
8,290 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0042 |
0.2% |
8% |
False |
True |
4,644 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0030 |
0.2% |
8% |
False |
True |
2,442 |
| 40 |
2.0033 |
1.9621 |
0.0412 |
2.1% |
0.0018 |
0.1% |
6% |
False |
True |
1,266 |
| 60 |
2.0033 |
1.9398 |
0.0635 |
3.2% |
0.0012 |
0.1% |
39% |
False |
False |
911 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
54% |
False |
False |
686 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
54% |
False |
False |
549 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
54% |
False |
False |
458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9852 |
|
2.618 |
1.9780 |
|
1.618 |
1.9736 |
|
1.000 |
1.9709 |
|
0.618 |
1.9692 |
|
HIGH |
1.9665 |
|
0.618 |
1.9648 |
|
0.500 |
1.9643 |
|
0.382 |
1.9638 |
|
LOW |
1.9621 |
|
0.618 |
1.9594 |
|
1.000 |
1.9577 |
|
1.618 |
1.9550 |
|
2.618 |
1.9506 |
|
4.250 |
1.9434 |
|
|
| Fisher Pivots for day following 08-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9645 |
1.9765 |
| PP |
1.9644 |
1.9725 |
| S1 |
1.9643 |
1.9686 |
|