CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 03-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2007 |
03-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9765 |
1.9753 |
-0.0012 |
-0.1% |
1.9610 |
| High |
1.9798 |
1.9780 |
-0.0018 |
-0.1% |
1.9720 |
| Low |
1.9760 |
1.9720 |
-0.0040 |
-0.2% |
1.9545 |
| Close |
1.9774 |
1.9738 |
-0.0036 |
-0.2% |
1.9669 |
| Range |
0.0038 |
0.0060 |
0.0022 |
57.9% |
0.0175 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
124,560 |
80,826 |
-43,734 |
-35.1% |
375,005 |
|
| Daily Pivots for day following 03-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9926 |
1.9892 |
1.9771 |
|
| R3 |
1.9866 |
1.9832 |
1.9755 |
|
| R2 |
1.9806 |
1.9806 |
1.9749 |
|
| R1 |
1.9772 |
1.9772 |
1.9744 |
1.9759 |
| PP |
1.9746 |
1.9746 |
1.9746 |
1.9740 |
| S1 |
1.9712 |
1.9712 |
1.9733 |
1.9699 |
| S2 |
1.9686 |
1.9686 |
1.9727 |
|
| S3 |
1.9626 |
1.9652 |
1.9722 |
|
| S4 |
1.9566 |
1.9592 |
1.9705 |
|
|
| Weekly Pivots for week ending 30-Mar-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0170 |
2.0094 |
1.9765 |
|
| R3 |
1.9995 |
1.9919 |
1.9717 |
|
| R2 |
1.9820 |
1.9820 |
1.9701 |
|
| R1 |
1.9744 |
1.9744 |
1.9685 |
1.9782 |
| PP |
1.9645 |
1.9645 |
1.9645 |
1.9664 |
| S1 |
1.9569 |
1.9569 |
1.9653 |
1.9607 |
| S2 |
1.9470 |
1.9470 |
1.9637 |
|
| S3 |
1.9295 |
1.9394 |
1.9621 |
|
| S4 |
1.9120 |
1.9219 |
1.9573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0074 |
0.4% |
76% |
False |
False |
85,227 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0082 |
0.4% |
76% |
False |
False |
83,962 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0078 |
0.4% |
90% |
False |
False |
63,089 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0052 |
0.3% |
90% |
False |
False |
32,257 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0041 |
0.2% |
77% |
False |
False |
21,594 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0031 |
0.2% |
77% |
False |
False |
16,213 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0026 |
0.1% |
84% |
False |
False |
12,971 |
| 120 |
1.9900 |
1.8550 |
0.1350 |
6.8% |
0.0022 |
0.1% |
88% |
False |
False |
10,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0035 |
|
2.618 |
1.9937 |
|
1.618 |
1.9877 |
|
1.000 |
1.9840 |
|
0.618 |
1.9817 |
|
HIGH |
1.9780 |
|
0.618 |
1.9757 |
|
0.500 |
1.9750 |
|
0.382 |
1.9743 |
|
LOW |
1.9720 |
|
0.618 |
1.9683 |
|
1.000 |
1.9660 |
|
1.618 |
1.9623 |
|
2.618 |
1.9563 |
|
4.250 |
1.9465 |
|
|
| Fisher Pivots for day following 03-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9750 |
1.9716 |
| PP |
1.9746 |
1.9694 |
| S1 |
1.9742 |
1.9672 |
|