CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 08-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2007 |
08-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9309 |
1.9304 |
-0.0005 |
0.0% |
1.9633 |
| High |
1.9320 |
1.9304 |
-0.0016 |
-0.1% |
1.9670 |
| Low |
1.9296 |
1.9265 |
-0.0031 |
-0.2% |
1.9414 |
| Close |
1.9329 |
1.9290 |
-0.0039 |
-0.2% |
1.9426 |
| Range |
0.0024 |
0.0039 |
0.0015 |
62.5% |
0.0256 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
5,645 |
3,984 |
-1,661 |
-29.4% |
9,021 |
|
| Daily Pivots for day following 08-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9403 |
1.9386 |
1.9311 |
|
| R3 |
1.9364 |
1.9347 |
1.9301 |
|
| R2 |
1.9325 |
1.9325 |
1.9297 |
|
| R1 |
1.9308 |
1.9308 |
1.9294 |
1.9297 |
| PP |
1.9286 |
1.9286 |
1.9286 |
1.9281 |
| S1 |
1.9269 |
1.9269 |
1.9286 |
1.9258 |
| S2 |
1.9247 |
1.9247 |
1.9283 |
|
| S3 |
1.9208 |
1.9230 |
1.9279 |
|
| S4 |
1.9169 |
1.9191 |
1.9269 |
|
|
| 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 |
1.9453 |
1.9185 |
0.0268 |
1.4% |
0.0053 |
0.3% |
39% |
False |
False |
5,818 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0039 |
0.2% |
22% |
False |
False |
3,340 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0028 |
0.1% |
22% |
False |
False |
1,877 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0024 |
0.1% |
15% |
False |
False |
1,077 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0017 |
0.1% |
15% |
False |
False |
748 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.3% |
0.0014 |
0.1% |
40% |
False |
False |
561 |
| 100 |
1.9900 |
1.8589 |
0.1311 |
6.8% |
0.0011 |
0.1% |
53% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9470 |
|
2.618 |
1.9406 |
|
1.618 |
1.9367 |
|
1.000 |
1.9343 |
|
0.618 |
1.9328 |
|
HIGH |
1.9304 |
|
0.618 |
1.9289 |
|
0.500 |
1.9285 |
|
0.382 |
1.9280 |
|
LOW |
1.9265 |
|
0.618 |
1.9241 |
|
1.000 |
1.9226 |
|
1.618 |
1.9202 |
|
2.618 |
1.9163 |
|
4.250 |
1.9099 |
|
|
| Fisher Pivots for day following 08-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9288 |
1.9286 |
| PP |
1.9286 |
1.9281 |
| S1 |
1.9285 |
1.9277 |
|