CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9680 |
1.9804 |
0.0124 |
0.6% |
1.9661 |
| High |
1.9763 |
1.9822 |
0.0059 |
0.3% |
1.9768 |
| Low |
1.9678 |
1.9780 |
0.0102 |
0.5% |
1.9634 |
| Close |
1.9732 |
1.9815 |
0.0083 |
0.4% |
1.9732 |
| Range |
0.0085 |
0.0042 |
-0.0043 |
-50.6% |
0.0134 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.5% |
0.0000 |
| Volume |
99,850 |
92,145 |
-7,705 |
-7.7% |
286,101 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9932 |
1.9915 |
1.9838 |
|
| R3 |
1.9890 |
1.9873 |
1.9827 |
|
| R2 |
1.9848 |
1.9848 |
1.9823 |
|
| R1 |
1.9831 |
1.9831 |
1.9819 |
1.9840 |
| PP |
1.9806 |
1.9806 |
1.9806 |
1.9810 |
| S1 |
1.9789 |
1.9789 |
1.9811 |
1.9798 |
| S2 |
1.9764 |
1.9764 |
1.9807 |
|
| S3 |
1.9722 |
1.9747 |
1.9803 |
|
| S4 |
1.9680 |
1.9705 |
1.9792 |
|
|
| 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 |
1.9822 |
1.9634 |
0.0188 |
0.9% |
0.0063 |
0.3% |
96% |
True |
False |
67,670 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0055 |
0.3% |
60% |
False |
False |
41,925 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0043 |
0.2% |
60% |
False |
False |
21,302 |
| 40 |
1.9995 |
1.9621 |
0.0374 |
1.9% |
0.0024 |
0.1% |
52% |
False |
False |
10,700 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0018 |
0.1% |
51% |
False |
False |
7,206 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0014 |
0.1% |
74% |
False |
False |
5,413 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
74% |
False |
False |
4,331 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
74% |
False |
False |
3,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0001 |
|
2.618 |
1.9932 |
|
1.618 |
1.9890 |
|
1.000 |
1.9864 |
|
0.618 |
1.9848 |
|
HIGH |
1.9822 |
|
0.618 |
1.9806 |
|
0.500 |
1.9801 |
|
0.382 |
1.9796 |
|
LOW |
1.9780 |
|
0.618 |
1.9754 |
|
1.000 |
1.9738 |
|
1.618 |
1.9712 |
|
2.618 |
1.9670 |
|
4.250 |
1.9602 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9810 |
1.9786 |
| PP |
1.9806 |
1.9757 |
| S1 |
1.9801 |
1.9728 |
|