CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9642 |
1.9661 |
0.0019 |
0.1% |
1.9860 |
| High |
1.9665 |
1.9680 |
0.0015 |
0.1% |
1.9942 |
| Low |
1.9621 |
1.9640 |
0.0019 |
0.1% |
1.9621 |
| Close |
1.9646 |
1.9671 |
0.0025 |
0.1% |
1.9646 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0321 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
25,176 |
39,895 |
14,719 |
58.5% |
41,454 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9784 |
1.9767 |
1.9693 |
|
| R3 |
1.9744 |
1.9727 |
1.9682 |
|
| R2 |
1.9704 |
1.9704 |
1.9678 |
|
| R1 |
1.9687 |
1.9687 |
1.9675 |
1.9696 |
| PP |
1.9664 |
1.9664 |
1.9664 |
1.9668 |
| S1 |
1.9647 |
1.9647 |
1.9667 |
1.9656 |
| S2 |
1.9624 |
1.9624 |
1.9664 |
|
| S3 |
1.9584 |
1.9607 |
1.9660 |
|
| S4 |
1.9544 |
1.9567 |
1.9649 |
|
|
| 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% |
0.0048 |
0.2% |
16% |
False |
False |
16,180 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0043 |
0.2% |
16% |
False |
False |
8,603 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0030 |
0.2% |
16% |
False |
False |
4,422 |
| 40 |
2.0033 |
1.9621 |
0.0412 |
2.1% |
0.0016 |
0.1% |
12% |
False |
False |
2,258 |
| 60 |
2.0033 |
1.9421 |
0.0612 |
3.1% |
0.0013 |
0.1% |
41% |
False |
False |
1,576 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.0% |
57% |
False |
False |
1,184 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0008 |
0.0% |
57% |
False |
False |
948 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
57% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9850 |
|
2.618 |
1.9785 |
|
1.618 |
1.9745 |
|
1.000 |
1.9720 |
|
0.618 |
1.9705 |
|
HIGH |
1.9680 |
|
0.618 |
1.9665 |
|
0.500 |
1.9660 |
|
0.382 |
1.9655 |
|
LOW |
1.9640 |
|
0.618 |
1.9615 |
|
1.000 |
1.9600 |
|
1.618 |
1.9575 |
|
2.618 |
1.9535 |
|
4.250 |
1.9470 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9667 |
1.9716 |
| PP |
1.9664 |
1.9701 |
| S1 |
1.9660 |
1.9686 |
|