CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 02-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2007 |
02-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9568 |
1.9414 |
-0.0154 |
-0.8% |
1.9633 |
| High |
1.9596 |
1.9453 |
-0.0143 |
-0.7% |
1.9670 |
| Low |
1.9568 |
1.9414 |
-0.0154 |
-0.8% |
1.9414 |
| Close |
1.9596 |
1.9426 |
-0.0170 |
-0.9% |
1.9426 |
| Range |
0.0028 |
0.0039 |
0.0011 |
39.3% |
0.0256 |
| ATR |
0.0062 |
0.0070 |
0.0009 |
13.9% |
0.0000 |
| Volume |
1,223 |
5,537 |
4,314 |
352.7% |
9,021 |
|
| Daily Pivots for day following 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9548 |
1.9526 |
1.9447 |
|
| R3 |
1.9509 |
1.9487 |
1.9437 |
|
| R2 |
1.9470 |
1.9470 |
1.9433 |
|
| R1 |
1.9448 |
1.9448 |
1.9430 |
1.9459 |
| PP |
1.9431 |
1.9431 |
1.9431 |
1.9437 |
| S1 |
1.9409 |
1.9409 |
1.9422 |
1.9420 |
| S2 |
1.9392 |
1.9392 |
1.9419 |
|
| S3 |
1.9353 |
1.9370 |
1.9415 |
|
| S4 |
1.9314 |
1.9331 |
1.9405 |
|
|
| Weekly Pivots for week ending 02-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0271 |
2.0105 |
1.9567 |
|
| R3 |
2.0015 |
1.9849 |
1.9496 |
|
| R2 |
1.9759 |
1.9759 |
1.9473 |
|
| R1 |
1.9593 |
1.9593 |
1.9449 |
1.9548 |
| PP |
1.9503 |
1.9503 |
1.9503 |
1.9481 |
| S1 |
1.9337 |
1.9337 |
1.9403 |
1.9292 |
| S2 |
1.9247 |
1.9247 |
1.9379 |
|
| S3 |
1.8991 |
1.9081 |
1.9356 |
|
| S4 |
1.8735 |
1.8825 |
1.9285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9670 |
1.9414 |
0.0256 |
1.3% |
0.0029 |
0.2% |
5% |
False |
True |
1,804 |
| 10 |
1.9670 |
1.9414 |
0.0256 |
1.3% |
0.0025 |
0.1% |
5% |
False |
True |
1,195 |
| 20 |
1.9687 |
1.9414 |
0.0273 |
1.4% |
0.0018 |
0.1% |
4% |
False |
True |
758 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0019 |
0.1% |
24% |
False |
False |
503 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0013 |
0.1% |
24% |
False |
False |
356 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0011 |
0.1% |
53% |
False |
False |
267 |
| 100 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0009 |
0.0% |
65% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9619 |
|
2.618 |
1.9555 |
|
1.618 |
1.9516 |
|
1.000 |
1.9492 |
|
0.618 |
1.9477 |
|
HIGH |
1.9453 |
|
0.618 |
1.9438 |
|
0.500 |
1.9434 |
|
0.382 |
1.9429 |
|
LOW |
1.9414 |
|
0.618 |
1.9390 |
|
1.000 |
1.9375 |
|
1.618 |
1.9351 |
|
2.618 |
1.9312 |
|
4.250 |
1.9248 |
|
|
| Fisher Pivots for day following 02-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9434 |
1.9527 |
| PP |
1.9431 |
1.9493 |
| S1 |
1.9429 |
1.9460 |
|