CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 07-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2007 |
07-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9263 |
1.9309 |
0.0046 |
0.2% |
1.9633 |
| High |
1.9295 |
1.9320 |
0.0025 |
0.1% |
1.9670 |
| Low |
1.9233 |
1.9296 |
0.0063 |
0.3% |
1.9414 |
| Close |
1.9285 |
1.9329 |
0.0044 |
0.2% |
1.9426 |
| Range |
0.0062 |
0.0024 |
-0.0038 |
-61.3% |
0.0256 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
10,213 |
5,645 |
-4,568 |
-44.7% |
9,021 |
|
| Daily Pivots for day following 07-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9387 |
1.9382 |
1.9342 |
|
| R3 |
1.9363 |
1.9358 |
1.9336 |
|
| R2 |
1.9339 |
1.9339 |
1.9333 |
|
| R1 |
1.9334 |
1.9334 |
1.9331 |
1.9337 |
| PP |
1.9315 |
1.9315 |
1.9315 |
1.9316 |
| S1 |
1.9310 |
1.9310 |
1.9327 |
1.9313 |
| S2 |
1.9291 |
1.9291 |
1.9325 |
|
| S3 |
1.9267 |
1.9286 |
1.9322 |
|
| S4 |
1.9243 |
1.9262 |
1.9316 |
|
|
| 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 |
1.9596 |
1.9185 |
0.0411 |
2.1% |
0.0051 |
0.3% |
35% |
False |
False |
5,265 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0039 |
0.2% |
30% |
False |
False |
2,983 |
| 20 |
1.9675 |
1.9185 |
0.0490 |
2.5% |
0.0026 |
0.1% |
29% |
False |
False |
1,688 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0023 |
0.1% |
20% |
False |
False |
983 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0016 |
0.1% |
20% |
False |
False |
682 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0014 |
0.1% |
44% |
False |
False |
512 |
| 100 |
1.9900 |
1.8589 |
0.1311 |
6.8% |
0.0011 |
0.1% |
56% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9422 |
|
2.618 |
1.9383 |
|
1.618 |
1.9359 |
|
1.000 |
1.9344 |
|
0.618 |
1.9335 |
|
HIGH |
1.9320 |
|
0.618 |
1.9311 |
|
0.500 |
1.9308 |
|
0.382 |
1.9305 |
|
LOW |
1.9296 |
|
0.618 |
1.9281 |
|
1.000 |
1.9272 |
|
1.618 |
1.9257 |
|
2.618 |
1.9233 |
|
4.250 |
1.9194 |
|
|
| Fisher Pivots for day following 07-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9322 |
1.9304 |
| PP |
1.9315 |
1.9278 |
| S1 |
1.9308 |
1.9253 |
|