CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 21-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2007 |
21-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9580 |
1.9577 |
-0.0003 |
0.0% |
1.9372 |
| High |
1.9620 |
1.9685 |
0.0065 |
0.3% |
1.9503 |
| Low |
1.9555 |
1.9565 |
0.0010 |
0.1% |
1.9200 |
| Close |
1.9601 |
1.9680 |
0.0079 |
0.4% |
1.9414 |
| Range |
0.0065 |
0.0120 |
0.0055 |
84.6% |
0.0303 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
54,218 |
102,530 |
48,312 |
89.1% |
280,251 |
|
| Daily Pivots for day following 21-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0003 |
1.9962 |
1.9746 |
|
| R3 |
1.9883 |
1.9842 |
1.9713 |
|
| R2 |
1.9763 |
1.9763 |
1.9702 |
|
| R1 |
1.9722 |
1.9722 |
1.9691 |
1.9743 |
| PP |
1.9643 |
1.9643 |
1.9643 |
1.9654 |
| S1 |
1.9602 |
1.9602 |
1.9669 |
1.9623 |
| S2 |
1.9523 |
1.9523 |
1.9658 |
|
| S3 |
1.9403 |
1.9482 |
1.9647 |
|
| S4 |
1.9283 |
1.9362 |
1.9614 |
|
|
| 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 |
1.9685 |
1.9335 |
0.0350 |
1.8% |
0.0078 |
0.4% |
99% |
True |
False |
82,201 |
| 10 |
1.9685 |
1.9200 |
0.0485 |
2.5% |
0.0083 |
0.4% |
99% |
True |
False |
51,904 |
| 20 |
1.9685 |
1.9185 |
0.0500 |
2.5% |
0.0061 |
0.3% |
99% |
True |
False |
27,444 |
| 40 |
1.9700 |
1.9185 |
0.0515 |
2.6% |
0.0039 |
0.2% |
96% |
False |
False |
13,883 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0030 |
0.2% |
69% |
False |
False |
9,332 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0023 |
0.1% |
69% |
False |
False |
7,000 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0019 |
0.1% |
78% |
False |
False |
5,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0195 |
|
2.618 |
1.9999 |
|
1.618 |
1.9879 |
|
1.000 |
1.9805 |
|
0.618 |
1.9759 |
|
HIGH |
1.9685 |
|
0.618 |
1.9639 |
|
0.500 |
1.9625 |
|
0.382 |
1.9611 |
|
LOW |
1.9565 |
|
0.618 |
1.9491 |
|
1.000 |
1.9445 |
|
1.618 |
1.9371 |
|
2.618 |
1.9251 |
|
4.250 |
1.9055 |
|
|
| Fisher Pivots for day following 21-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9662 |
1.9637 |
| PP |
1.9643 |
1.9593 |
| S1 |
1.9625 |
1.9550 |
|