CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 20-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9855 |
1.9913 |
0.0058 |
0.3% |
1.9661 |
| High |
1.9873 |
1.9928 |
0.0055 |
0.3% |
1.9768 |
| Low |
1.9850 |
1.9909 |
0.0059 |
0.3% |
1.9634 |
| Close |
1.9869 |
1.9926 |
0.0057 |
0.3% |
1.9732 |
| Range |
0.0023 |
0.0019 |
-0.0004 |
-17.4% |
0.0134 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
82,674 |
86,267 |
3,593 |
4.3% |
286,101 |
|
| Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9978 |
1.9971 |
1.9936 |
|
| R3 |
1.9959 |
1.9952 |
1.9931 |
|
| R2 |
1.9940 |
1.9940 |
1.9929 |
|
| R1 |
1.9933 |
1.9933 |
1.9928 |
1.9937 |
| PP |
1.9921 |
1.9921 |
1.9921 |
1.9923 |
| S1 |
1.9914 |
1.9914 |
1.9924 |
1.9918 |
| S2 |
1.9902 |
1.9902 |
1.9923 |
|
| S3 |
1.9883 |
1.9895 |
1.9921 |
|
| S4 |
1.9864 |
1.9876 |
1.9916 |
|
|
| 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 |
1.9928 |
1.9634 |
0.0294 |
1.5% |
0.0045 |
0.2% |
99% |
True |
False |
90,901 |
| 10 |
1.9928 |
1.9621 |
0.0307 |
1.5% |
0.0053 |
0.3% |
99% |
True |
False |
58,160 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0044 |
0.2% |
95% |
False |
False |
29,708 |
| 40 |
1.9995 |
1.9621 |
0.0374 |
1.9% |
0.0025 |
0.1% |
82% |
False |
False |
14,921 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0018 |
0.1% |
76% |
False |
False |
10,017 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0014 |
0.1% |
87% |
False |
False |
7,525 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
87% |
False |
False |
6,020 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
87% |
False |
False |
5,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0009 |
|
2.618 |
1.9978 |
|
1.618 |
1.9959 |
|
1.000 |
1.9947 |
|
0.618 |
1.9940 |
|
HIGH |
1.9928 |
|
0.618 |
1.9921 |
|
0.500 |
1.9919 |
|
0.382 |
1.9916 |
|
LOW |
1.9909 |
|
0.618 |
1.9897 |
|
1.000 |
1.9890 |
|
1.618 |
1.9878 |
|
2.618 |
1.9859 |
|
4.250 |
1.9828 |
|
|
| Fisher Pivots for day following 20-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9924 |
1.9902 |
| PP |
1.9921 |
1.9878 |
| S1 |
1.9919 |
1.9854 |
|