CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9660 |
1.9680 |
0.0020 |
0.1% |
1.9661 |
| High |
1.9692 |
1.9763 |
0.0071 |
0.4% |
1.9768 |
| Low |
1.9634 |
1.9678 |
0.0044 |
0.2% |
1.9634 |
| Close |
1.9674 |
1.9732 |
0.0058 |
0.3% |
1.9732 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0134 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.5% |
0.0000 |
| Volume |
93,571 |
99,850 |
6,279 |
6.7% |
286,101 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9979 |
1.9941 |
1.9779 |
|
| R3 |
1.9894 |
1.9856 |
1.9755 |
|
| R2 |
1.9809 |
1.9809 |
1.9748 |
|
| R1 |
1.9771 |
1.9771 |
1.9740 |
1.9790 |
| PP |
1.9724 |
1.9724 |
1.9724 |
1.9734 |
| S1 |
1.9686 |
1.9686 |
1.9724 |
1.9705 |
| S2 |
1.9639 |
1.9639 |
1.9716 |
|
| S3 |
1.9554 |
1.9601 |
1.9709 |
|
| S4 |
1.9469 |
1.9516 |
1.9685 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0113 |
2.0057 |
1.9806 |
|
| R3 |
1.9979 |
1.9923 |
1.9769 |
|
| R2 |
1.9845 |
1.9845 |
1.9757 |
|
| R1 |
1.9789 |
1.9789 |
1.9744 |
1.9817 |
| PP |
1.9711 |
1.9711 |
1.9711 |
1.9726 |
| S1 |
1.9655 |
1.9655 |
1.9720 |
1.9683 |
| S2 |
1.9577 |
1.9577 |
1.9707 |
|
| S3 |
1.9443 |
1.9521 |
1.9695 |
|
| S4 |
1.9309 |
1.9387 |
1.9658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9768 |
1.9634 |
0.0134 |
0.7% |
0.0062 |
0.3% |
73% |
False |
False |
57,220 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0056 |
0.3% |
35% |
False |
False |
32,755 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0044 |
0.2% |
35% |
False |
False |
16,701 |
| 40 |
2.0009 |
1.9621 |
0.0388 |
2.0% |
0.0023 |
0.1% |
29% |
False |
False |
8,397 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0017 |
0.1% |
33% |
False |
False |
5,672 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0013 |
0.1% |
64% |
False |
False |
4,262 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.1% |
64% |
False |
False |
3,410 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
64% |
False |
False |
2,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0124 |
|
2.618 |
1.9986 |
|
1.618 |
1.9901 |
|
1.000 |
1.9848 |
|
0.618 |
1.9816 |
|
HIGH |
1.9763 |
|
0.618 |
1.9731 |
|
0.500 |
1.9721 |
|
0.382 |
1.9710 |
|
LOW |
1.9678 |
|
0.618 |
1.9625 |
|
1.000 |
1.9593 |
|
1.618 |
1.9540 |
|
2.618 |
1.9455 |
|
4.250 |
1.9317 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9728 |
1.9721 |
| PP |
1.9724 |
1.9710 |
| S1 |
1.9721 |
1.9699 |
|