CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 14-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2007 |
14-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9300 |
1.9226 |
-0.0074 |
-0.4% |
1.9185 |
| High |
1.9351 |
1.9366 |
0.0015 |
0.1% |
1.9330 |
| Low |
1.9290 |
1.9200 |
-0.0090 |
-0.5% |
1.9185 |
| Close |
1.9298 |
1.9347 |
0.0049 |
0.3% |
1.9310 |
| Range |
0.0061 |
0.0166 |
0.0105 |
172.1% |
0.0145 |
| ATR |
0.0078 |
0.0085 |
0.0006 |
8.0% |
0.0000 |
| Volume |
38,825 |
40,053 |
1,228 |
3.2% |
28,553 |
|
| Daily Pivots for day following 14-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9802 |
1.9741 |
1.9438 |
|
| R3 |
1.9636 |
1.9575 |
1.9393 |
|
| R2 |
1.9470 |
1.9470 |
1.9377 |
|
| R1 |
1.9409 |
1.9409 |
1.9362 |
1.9440 |
| PP |
1.9304 |
1.9304 |
1.9304 |
1.9320 |
| S1 |
1.9243 |
1.9243 |
1.9332 |
1.9274 |
| S2 |
1.9138 |
1.9138 |
1.9317 |
|
| S3 |
1.8972 |
1.9077 |
1.9301 |
|
| S4 |
1.8806 |
1.8911 |
1.9256 |
|
|
| 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 |
1.9372 |
1.9200 |
0.0172 |
0.9% |
0.0089 |
0.5% |
85% |
False |
True |
21,608 |
| 10 |
1.9596 |
1.9185 |
0.0411 |
2.1% |
0.0070 |
0.4% |
39% |
False |
False |
13,437 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0048 |
0.2% |
33% |
False |
False |
7,005 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0032 |
0.2% |
23% |
False |
False |
3,649 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.7% |
0.0024 |
0.1% |
23% |
False |
False |
2,482 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0018 |
0.1% |
45% |
False |
False |
1,862 |
| 100 |
1.9900 |
1.8758 |
0.1142 |
5.9% |
0.0015 |
0.1% |
52% |
False |
False |
1,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0072 |
|
2.618 |
1.9801 |
|
1.618 |
1.9635 |
|
1.000 |
1.9532 |
|
0.618 |
1.9469 |
|
HIGH |
1.9366 |
|
0.618 |
1.9303 |
|
0.500 |
1.9283 |
|
0.382 |
1.9263 |
|
LOW |
1.9200 |
|
0.618 |
1.9097 |
|
1.000 |
1.9034 |
|
1.618 |
1.8931 |
|
2.618 |
1.8765 |
|
4.250 |
1.8495 |
|
|
| Fisher Pivots for day following 14-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9326 |
1.9327 |
| PP |
1.9304 |
1.9306 |
| S1 |
1.9283 |
1.9286 |
|