CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 27-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9969 |
1.9946 |
-0.0023 |
-0.1% |
1.9804 |
| High |
1.9997 |
1.9970 |
-0.0027 |
-0.1% |
1.9976 |
| Low |
1.9959 |
1.9935 |
-0.0024 |
-0.1% |
1.9780 |
| Close |
1.9968 |
1.9957 |
-0.0011 |
-0.1% |
1.9971 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-7.9% |
0.0196 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
50,238 |
60,090 |
9,852 |
19.6% |
402,516 |
|
| Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0059 |
2.0043 |
1.9976 |
|
| R3 |
2.0024 |
2.0008 |
1.9967 |
|
| R2 |
1.9989 |
1.9989 |
1.9963 |
|
| R1 |
1.9973 |
1.9973 |
1.9960 |
1.9981 |
| PP |
1.9954 |
1.9954 |
1.9954 |
1.9958 |
| S1 |
1.9938 |
1.9938 |
1.9954 |
1.9946 |
| S2 |
1.9919 |
1.9919 |
1.9951 |
|
| S3 |
1.9884 |
1.9903 |
1.9947 |
|
| S4 |
1.9849 |
1.9868 |
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 |
1.9997 |
1.9890 |
0.0107 |
0.5% |
0.0041 |
0.2% |
63% |
False |
False |
63,167 |
| 10 |
1.9997 |
1.9634 |
0.0363 |
1.8% |
0.0043 |
0.2% |
89% |
False |
False |
77,034 |
| 20 |
1.9997 |
1.9621 |
0.0376 |
1.9% |
0.0044 |
0.2% |
89% |
False |
False |
45,418 |
| 40 |
1.9997 |
1.9621 |
0.0376 |
1.9% |
0.0030 |
0.1% |
89% |
False |
False |
22,807 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0022 |
0.1% |
83% |
False |
False |
15,254 |
| 80 |
2.0033 |
1.9273 |
0.0760 |
3.8% |
0.0017 |
0.1% |
90% |
False |
False |
11,473 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0013 |
0.1% |
91% |
False |
False |
9,179 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
91% |
False |
False |
7,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0119 |
|
2.618 |
2.0062 |
|
1.618 |
2.0027 |
|
1.000 |
2.0005 |
|
0.618 |
1.9992 |
|
HIGH |
1.9970 |
|
0.618 |
1.9957 |
|
0.500 |
1.9953 |
|
0.382 |
1.9948 |
|
LOW |
1.9935 |
|
0.618 |
1.9913 |
|
1.000 |
1.9900 |
|
1.618 |
1.9878 |
|
2.618 |
1.9843 |
|
4.250 |
1.9786 |
|
|
| Fisher Pivots for day following 27-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9956 |
1.9966 |
| PP |
1.9954 |
1.9963 |
| S1 |
1.9953 |
1.9960 |
|