CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 23-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2007 |
23-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9676 |
1.9649 |
-0.0027 |
-0.1% |
1.9445 |
| High |
1.9698 |
1.9665 |
-0.0033 |
-0.2% |
1.9698 |
| Low |
1.9605 |
1.9585 |
-0.0020 |
-0.1% |
1.9415 |
| Close |
1.9643 |
1.9607 |
-0.0036 |
-0.2% |
1.9607 |
| Range |
0.0093 |
0.0080 |
-0.0013 |
-14.0% |
0.0283 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
68,887 |
87,812 |
18,925 |
27.5% |
386,512 |
|
| Daily Pivots for day following 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9859 |
1.9813 |
1.9651 |
|
| R3 |
1.9779 |
1.9733 |
1.9629 |
|
| R2 |
1.9699 |
1.9699 |
1.9622 |
|
| R1 |
1.9653 |
1.9653 |
1.9614 |
1.9636 |
| PP |
1.9619 |
1.9619 |
1.9619 |
1.9611 |
| S1 |
1.9573 |
1.9573 |
1.9600 |
1.9556 |
| S2 |
1.9539 |
1.9539 |
1.9592 |
|
| S3 |
1.9459 |
1.9493 |
1.9585 |
|
| S4 |
1.9379 |
1.9413 |
1.9563 |
|
|
| Weekly Pivots for week ending 23-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0422 |
2.0298 |
1.9763 |
|
| R3 |
2.0139 |
2.0015 |
1.9685 |
|
| R2 |
1.9856 |
1.9856 |
1.9659 |
|
| R1 |
1.9732 |
1.9732 |
1.9633 |
1.9794 |
| PP |
1.9573 |
1.9573 |
1.9573 |
1.9605 |
| S1 |
1.9449 |
1.9449 |
1.9581 |
1.9511 |
| S2 |
1.9290 |
1.9290 |
1.9555 |
|
| S3 |
1.9007 |
1.9166 |
1.9529 |
|
| S4 |
1.8724 |
1.8883 |
1.9451 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9698 |
1.9415 |
0.0283 |
1.4% |
0.0083 |
0.4% |
68% |
False |
False |
77,302 |
| 10 |
1.9698 |
1.9200 |
0.0498 |
2.5% |
0.0092 |
0.5% |
82% |
False |
False |
66,676 |
| 20 |
1.9698 |
1.9185 |
0.0513 |
2.6% |
0.0067 |
0.3% |
82% |
False |
False |
35,216 |
| 40 |
1.9698 |
1.9185 |
0.0513 |
2.6% |
0.0044 |
0.2% |
82% |
False |
False |
17,788 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0033 |
0.2% |
59% |
False |
False |
11,929 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0025 |
0.1% |
59% |
False |
False |
8,958 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0021 |
0.1% |
71% |
False |
False |
7,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0005 |
|
2.618 |
1.9874 |
|
1.618 |
1.9794 |
|
1.000 |
1.9745 |
|
0.618 |
1.9714 |
|
HIGH |
1.9665 |
|
0.618 |
1.9634 |
|
0.500 |
1.9625 |
|
0.382 |
1.9616 |
|
LOW |
1.9585 |
|
0.618 |
1.9536 |
|
1.000 |
1.9505 |
|
1.618 |
1.9456 |
|
2.618 |
1.9376 |
|
4.250 |
1.9245 |
|
|
| Fisher Pivots for day following 23-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9625 |
1.9632 |
| PP |
1.9619 |
1.9623 |
| S1 |
1.9613 |
1.9615 |
|