CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 25-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9956 |
1.9973 |
0.0017 |
0.1% |
1.9804 |
| High |
1.9976 |
1.9985 |
0.0009 |
0.0% |
1.9976 |
| Low |
1.9925 |
1.9935 |
0.0010 |
0.1% |
1.9780 |
| Close |
1.9971 |
1.9965 |
-0.0006 |
0.0% |
1.9971 |
| Range |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0196 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
63,342 |
64,078 |
736 |
1.2% |
402,516 |
|
| Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0112 |
2.0088 |
1.9993 |
|
| R3 |
2.0062 |
2.0038 |
1.9979 |
|
| R2 |
2.0012 |
2.0012 |
1.9974 |
|
| R1 |
1.9988 |
1.9988 |
1.9970 |
1.9975 |
| PP |
1.9962 |
1.9962 |
1.9962 |
1.9955 |
| S1 |
1.9938 |
1.9938 |
1.9960 |
1.9925 |
| S2 |
1.9912 |
1.9912 |
1.9956 |
|
| S3 |
1.9862 |
1.9888 |
1.9951 |
|
| S4 |
1.9812 |
1.9838 |
1.9938 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0497 |
2.0430 |
2.0079 |
|
| R3 |
2.0301 |
2.0234 |
2.0025 |
|
| R2 |
2.0105 |
2.0105 |
2.0007 |
|
| R1 |
2.0038 |
2.0038 |
1.9989 |
2.0072 |
| PP |
1.9909 |
1.9909 |
1.9909 |
1.9926 |
| S1 |
1.9842 |
1.9842 |
1.9953 |
1.9876 |
| S2 |
1.9713 |
1.9713 |
1.9935 |
|
| S3 |
1.9517 |
1.9646 |
1.9917 |
|
| S4 |
1.9321 |
1.9450 |
1.9863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9985 |
1.9850 |
0.0135 |
0.7% |
0.0035 |
0.2% |
85% |
True |
False |
74,889 |
| 10 |
1.9985 |
1.9634 |
0.0351 |
1.8% |
0.0049 |
0.2% |
94% |
True |
False |
71,280 |
| 20 |
1.9985 |
1.9621 |
0.0364 |
1.8% |
0.0046 |
0.2% |
95% |
True |
False |
39,941 |
| 40 |
1.9985 |
1.9621 |
0.0364 |
1.8% |
0.0028 |
0.1% |
95% |
True |
False |
20,051 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0021 |
0.1% |
85% |
False |
False |
13,432 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0016 |
0.1% |
92% |
False |
False |
10,094 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0013 |
0.1% |
92% |
False |
False |
8,075 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.1% |
92% |
False |
False |
6,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0198 |
|
2.618 |
2.0116 |
|
1.618 |
2.0066 |
|
1.000 |
2.0035 |
|
0.618 |
2.0016 |
|
HIGH |
1.9985 |
|
0.618 |
1.9966 |
|
0.500 |
1.9960 |
|
0.382 |
1.9954 |
|
LOW |
1.9935 |
|
0.618 |
1.9904 |
|
1.000 |
1.9885 |
|
1.618 |
1.9854 |
|
2.618 |
1.9804 |
|
4.250 |
1.9723 |
|
|
| Fisher Pivots for day following 25-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9963 |
1.9956 |
| PP |
1.9962 |
1.9947 |
| S1 |
1.9960 |
1.9938 |
|