CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 09-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2007 |
09-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9304 |
1.9327 |
0.0023 |
0.1% |
1.9185 |
| High |
1.9304 |
1.9330 |
0.0026 |
0.1% |
1.9330 |
| Low |
1.9265 |
1.9285 |
0.0020 |
0.1% |
1.9185 |
| Close |
1.9290 |
1.9310 |
0.0020 |
0.1% |
1.9310 |
| Range |
0.0039 |
0.0045 |
0.0006 |
15.4% |
0.0145 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
3,984 |
5,000 |
1,016 |
25.5% |
28,553 |
|
| Daily Pivots for day following 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9443 |
1.9422 |
1.9335 |
|
| R3 |
1.9398 |
1.9377 |
1.9322 |
|
| R2 |
1.9353 |
1.9353 |
1.9318 |
|
| R1 |
1.9332 |
1.9332 |
1.9314 |
1.9320 |
| PP |
1.9308 |
1.9308 |
1.9308 |
1.9303 |
| S1 |
1.9287 |
1.9287 |
1.9306 |
1.9275 |
| S2 |
1.9263 |
1.9263 |
1.9302 |
|
| S3 |
1.9218 |
1.9242 |
1.9298 |
|
| S4 |
1.9173 |
1.9197 |
1.9285 |
|
|
| Weekly Pivots for week ending 09-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9710 |
1.9655 |
1.9390 |
|
| R3 |
1.9565 |
1.9510 |
1.9350 |
|
| R2 |
1.9420 |
1.9420 |
1.9337 |
|
| R1 |
1.9365 |
1.9365 |
1.9323 |
1.9393 |
| PP |
1.9275 |
1.9275 |
1.9275 |
1.9289 |
| S1 |
1.9220 |
1.9220 |
1.9297 |
1.9248 |
| S2 |
1.9130 |
1.9130 |
1.9283 |
|
| S3 |
1.8985 |
1.9075 |
1.9270 |
|
| S4 |
1.8840 |
1.8930 |
1.9230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9330 |
1.9185 |
0.0145 |
0.8% |
0.0054 |
0.3% |
86% |
True |
False |
5,710 |
| 10 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0042 |
0.2% |
26% |
False |
False |
3,757 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0030 |
0.2% |
26% |
False |
False |
2,122 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0025 |
0.1% |
17% |
False |
False |
1,201 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0018 |
0.1% |
17% |
False |
False |
831 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0014 |
0.1% |
42% |
False |
False |
624 |
| 100 |
1.9900 |
1.8623 |
0.1277 |
6.6% |
0.0012 |
0.1% |
54% |
False |
False |
499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9521 |
|
2.618 |
1.9448 |
|
1.618 |
1.9403 |
|
1.000 |
1.9375 |
|
0.618 |
1.9358 |
|
HIGH |
1.9330 |
|
0.618 |
1.9313 |
|
0.500 |
1.9308 |
|
0.382 |
1.9302 |
|
LOW |
1.9285 |
|
0.618 |
1.9257 |
|
1.000 |
1.9240 |
|
1.618 |
1.9212 |
|
2.618 |
1.9167 |
|
4.250 |
1.9094 |
|
|
| Fisher Pivots for day following 09-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9309 |
1.9306 |
| PP |
1.9308 |
1.9302 |
| S1 |
1.9308 |
1.9298 |
|