CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 20-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2007 |
20-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9445 |
1.9580 |
0.0135 |
0.7% |
1.9372 |
| High |
1.9470 |
1.9620 |
0.0150 |
0.8% |
1.9503 |
| Low |
1.9415 |
1.9555 |
0.0140 |
0.7% |
1.9200 |
| Close |
1.9437 |
1.9601 |
0.0164 |
0.8% |
1.9414 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0303 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
8.5% |
0.0000 |
| Volume |
73,065 |
54,218 |
-18,847 |
-25.8% |
280,251 |
|
| Daily Pivots for day following 20-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9787 |
1.9759 |
1.9637 |
|
| R3 |
1.9722 |
1.9694 |
1.9619 |
|
| R2 |
1.9657 |
1.9657 |
1.9613 |
|
| R1 |
1.9629 |
1.9629 |
1.9607 |
1.9643 |
| PP |
1.9592 |
1.9592 |
1.9592 |
1.9599 |
| S1 |
1.9564 |
1.9564 |
1.9595 |
1.9578 |
| S2 |
1.9527 |
1.9527 |
1.9589 |
|
| S3 |
1.9462 |
1.9499 |
1.9583 |
|
| S4 |
1.9397 |
1.9434 |
1.9565 |
|
|
| Weekly Pivots for week ending 16-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0281 |
2.0151 |
1.9581 |
|
| R3 |
1.9978 |
1.9848 |
1.9497 |
|
| R2 |
1.9675 |
1.9675 |
1.9470 |
|
| R1 |
1.9545 |
1.9545 |
1.9442 |
1.9610 |
| PP |
1.9372 |
1.9372 |
1.9372 |
1.9405 |
| S1 |
1.9242 |
1.9242 |
1.9386 |
1.9307 |
| S2 |
1.9069 |
1.9069 |
1.9358 |
|
| S3 |
1.8766 |
1.8939 |
1.9331 |
|
| S4 |
1.8463 |
1.8636 |
1.9247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9620 |
1.9200 |
0.0420 |
2.1% |
0.0087 |
0.4% |
95% |
True |
False |
69,706 |
| 10 |
1.9620 |
1.9200 |
0.0420 |
2.1% |
0.0074 |
0.4% |
95% |
True |
False |
42,216 |
| 20 |
1.9670 |
1.9185 |
0.0485 |
2.5% |
0.0057 |
0.3% |
86% |
False |
False |
22,349 |
| 40 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0039 |
0.2% |
58% |
False |
False |
11,320 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0028 |
0.1% |
58% |
False |
False |
7,623 |
| 80 |
1.9900 |
1.9143 |
0.0757 |
3.9% |
0.0021 |
0.1% |
61% |
False |
False |
5,718 |
| 100 |
1.9900 |
1.8807 |
0.1093 |
5.6% |
0.0018 |
0.1% |
73% |
False |
False |
4,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9896 |
|
2.618 |
1.9790 |
|
1.618 |
1.9725 |
|
1.000 |
1.9685 |
|
0.618 |
1.9660 |
|
HIGH |
1.9620 |
|
0.618 |
1.9595 |
|
0.500 |
1.9588 |
|
0.382 |
1.9580 |
|
LOW |
1.9555 |
|
0.618 |
1.9515 |
|
1.000 |
1.9490 |
|
1.618 |
1.9450 |
|
2.618 |
1.9385 |
|
4.250 |
1.9279 |
|
|
| Fisher Pivots for day following 20-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9597 |
1.9570 |
| PP |
1.9592 |
1.9539 |
| S1 |
1.9588 |
1.9508 |
|