CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 29-Mar-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2007 |
29-Mar-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9635 |
1.9647 |
0.0012 |
0.1% |
1.9445 |
| High |
1.9675 |
1.9647 |
-0.0028 |
-0.1% |
1.9698 |
| Low |
1.9602 |
1.9608 |
0.0006 |
0.0% |
1.9415 |
| Close |
1.9612 |
1.9612 |
0.0000 |
0.0% |
1.9607 |
| Range |
0.0073 |
0.0039 |
-0.0034 |
-46.6% |
0.0283 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
70,622 |
94,144 |
23,522 |
33.3% |
386,512 |
|
| Daily Pivots for day following 29-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9739 |
1.9715 |
1.9633 |
|
| R3 |
1.9700 |
1.9676 |
1.9623 |
|
| R2 |
1.9661 |
1.9661 |
1.9619 |
|
| R1 |
1.9637 |
1.9637 |
1.9616 |
1.9630 |
| PP |
1.9622 |
1.9622 |
1.9622 |
1.9619 |
| S1 |
1.9598 |
1.9598 |
1.9608 |
1.9591 |
| S2 |
1.9583 |
1.9583 |
1.9605 |
|
| S3 |
1.9544 |
1.9559 |
1.9601 |
|
| S4 |
1.9505 |
1.9520 |
1.9591 |
|
|
| 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 |
1.9720 |
1.9585 |
0.0135 |
0.7% |
0.0069 |
0.4% |
20% |
False |
False |
81,366 |
| 10 |
1.9720 |
1.9395 |
0.0325 |
1.7% |
0.0079 |
0.4% |
67% |
False |
False |
78,851 |
| 20 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0075 |
0.4% |
80% |
False |
False |
50,993 |
| 40 |
1.9720 |
1.9185 |
0.0535 |
2.7% |
0.0045 |
0.2% |
80% |
False |
False |
25,747 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0037 |
0.2% |
60% |
False |
False |
17,241 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0028 |
0.1% |
60% |
False |
False |
12,946 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0024 |
0.1% |
72% |
False |
False |
10,357 |
| 120 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0020 |
0.1% |
79% |
False |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9813 |
|
2.618 |
1.9749 |
|
1.618 |
1.9710 |
|
1.000 |
1.9686 |
|
0.618 |
1.9671 |
|
HIGH |
1.9647 |
|
0.618 |
1.9632 |
|
0.500 |
1.9628 |
|
0.382 |
1.9623 |
|
LOW |
1.9608 |
|
0.618 |
1.9584 |
|
1.000 |
1.9569 |
|
1.618 |
1.9545 |
|
2.618 |
1.9506 |
|
4.250 |
1.9442 |
|
|
| Fisher Pivots for day following 29-Mar-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9628 |
1.9639 |
| PP |
1.9622 |
1.9630 |
| S1 |
1.9617 |
1.9621 |
|