CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 14-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9674 |
1.9660 |
-0.0014 |
-0.1% |
1.9860 |
| High |
1.9721 |
1.9692 |
-0.0029 |
-0.1% |
1.9942 |
| Low |
1.9655 |
1.9634 |
-0.0021 |
-0.1% |
1.9621 |
| Close |
1.9715 |
1.9674 |
-0.0041 |
-0.2% |
1.9646 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0321 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
| Volume |
32,881 |
93,571 |
60,690 |
184.6% |
41,454 |
|
| Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9841 |
1.9815 |
1.9706 |
|
| R3 |
1.9783 |
1.9757 |
1.9690 |
|
| R2 |
1.9725 |
1.9725 |
1.9685 |
|
| R1 |
1.9699 |
1.9699 |
1.9679 |
1.9712 |
| PP |
1.9667 |
1.9667 |
1.9667 |
1.9673 |
| S1 |
1.9641 |
1.9641 |
1.9669 |
1.9654 |
| S2 |
1.9609 |
1.9609 |
1.9663 |
|
| S3 |
1.9551 |
1.9583 |
1.9658 |
|
| S4 |
1.9493 |
1.9525 |
1.9642 |
|
|
| 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 |
1.9768 |
1.9621 |
0.0147 |
0.7% |
0.0054 |
0.3% |
36% |
False |
False |
42,285 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0051 |
0.3% |
17% |
False |
False |
23,112 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0040 |
0.2% |
17% |
False |
False |
11,713 |
| 40 |
2.0009 |
1.9621 |
0.0388 |
2.0% |
0.0021 |
0.1% |
14% |
False |
False |
5,902 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0016 |
0.1% |
20% |
False |
False |
4,014 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0012 |
0.1% |
57% |
False |
False |
3,014 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.0% |
57% |
False |
False |
2,411 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0008 |
0.0% |
57% |
False |
False |
2,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9939 |
|
2.618 |
1.9844 |
|
1.618 |
1.9786 |
|
1.000 |
1.9750 |
|
0.618 |
1.9728 |
|
HIGH |
1.9692 |
|
0.618 |
1.9670 |
|
0.500 |
1.9663 |
|
0.382 |
1.9656 |
|
LOW |
1.9634 |
|
0.618 |
1.9598 |
|
1.000 |
1.9576 |
|
1.618 |
1.9540 |
|
2.618 |
1.9482 |
|
4.250 |
1.9388 |
|
|
| Fisher Pivots for day following 14-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9670 |
1.9701 |
| PP |
1.9667 |
1.9692 |
| S1 |
1.9663 |
1.9683 |
|