CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 21-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9913 |
1.9908 |
-0.0005 |
0.0% |
1.9661 |
| High |
1.9928 |
1.9923 |
-0.0005 |
0.0% |
1.9768 |
| Low |
1.9909 |
1.9890 |
-0.0019 |
-0.1% |
1.9634 |
| Close |
1.9926 |
1.9898 |
-0.0028 |
-0.1% |
1.9732 |
| Range |
0.0019 |
0.0033 |
0.0014 |
73.7% |
0.0134 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
86,267 |
78,088 |
-8,179 |
-9.5% |
286,101 |
|
| Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0003 |
1.9983 |
1.9916 |
|
| R3 |
1.9970 |
1.9950 |
1.9907 |
|
| R2 |
1.9937 |
1.9937 |
1.9904 |
|
| R1 |
1.9917 |
1.9917 |
1.9901 |
1.9911 |
| PP |
1.9904 |
1.9904 |
1.9904 |
1.9900 |
| S1 |
1.9884 |
1.9884 |
1.9895 |
1.9878 |
| S2 |
1.9871 |
1.9871 |
1.9892 |
|
| S3 |
1.9838 |
1.9851 |
1.9889 |
|
| S4 |
1.9805 |
1.9818 |
1.9880 |
|
|
| 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 |
1.9678 |
0.0250 |
1.3% |
0.0040 |
0.2% |
88% |
False |
False |
87,804 |
| 10 |
1.9928 |
1.9621 |
0.0307 |
1.5% |
0.0047 |
0.2% |
90% |
False |
False |
65,045 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0044 |
0.2% |
86% |
False |
False |
33,607 |
| 40 |
1.9974 |
1.9621 |
0.0353 |
1.8% |
0.0025 |
0.1% |
78% |
False |
False |
16,871 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0019 |
0.1% |
70% |
False |
False |
11,317 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0014 |
0.1% |
84% |
False |
False |
8,501 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0012 |
0.1% |
84% |
False |
False |
6,801 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.0% |
84% |
False |
False |
5,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0063 |
|
2.618 |
2.0009 |
|
1.618 |
1.9976 |
|
1.000 |
1.9956 |
|
0.618 |
1.9943 |
|
HIGH |
1.9923 |
|
0.618 |
1.9910 |
|
0.500 |
1.9907 |
|
0.382 |
1.9903 |
|
LOW |
1.9890 |
|
0.618 |
1.9870 |
|
1.000 |
1.9857 |
|
1.618 |
1.9837 |
|
2.618 |
1.9804 |
|
4.250 |
1.9750 |
|
|
| Fisher Pivots for day following 21-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9907 |
1.9895 |
| PP |
1.9904 |
1.9892 |
| S1 |
1.9901 |
1.9889 |
|