CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 04-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2007 |
04-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9753 |
1.9726 |
-0.0027 |
-0.1% |
1.9610 |
| High |
1.9780 |
1.9770 |
-0.0010 |
-0.1% |
1.9720 |
| Low |
1.9720 |
1.9712 |
-0.0008 |
0.0% |
1.9545 |
| Close |
1.9738 |
1.9745 |
0.0007 |
0.0% |
1.9669 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-3.3% |
0.0175 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
80,826 |
53,581 |
-27,245 |
-33.7% |
375,005 |
|
| Daily Pivots for day following 04-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9916 |
1.9889 |
1.9777 |
|
| R3 |
1.9858 |
1.9831 |
1.9761 |
|
| R2 |
1.9800 |
1.9800 |
1.9756 |
|
| R1 |
1.9773 |
1.9773 |
1.9750 |
1.9787 |
| PP |
1.9742 |
1.9742 |
1.9742 |
1.9749 |
| S1 |
1.9715 |
1.9715 |
1.9740 |
1.9729 |
| S2 |
1.9684 |
1.9684 |
1.9734 |
|
| S3 |
1.9626 |
1.9657 |
1.9729 |
|
| S4 |
1.9568 |
1.9599 |
1.9713 |
|
|
| 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% |
0.0071 |
0.4% |
79% |
False |
False |
81,819 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0075 |
0.4% |
79% |
False |
False |
79,067 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0079 |
0.4% |
91% |
False |
False |
65,485 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0052 |
0.3% |
91% |
False |
False |
33,587 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0042 |
0.2% |
78% |
False |
False |
22,484 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0032 |
0.2% |
78% |
False |
False |
16,883 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0027 |
0.1% |
85% |
False |
False |
13,506 |
| 120 |
1.9900 |
1.8589 |
0.1311 |
6.6% |
0.0022 |
0.1% |
88% |
False |
False |
11,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0017 |
|
2.618 |
1.9922 |
|
1.618 |
1.9864 |
|
1.000 |
1.9828 |
|
0.618 |
1.9806 |
|
HIGH |
1.9770 |
|
0.618 |
1.9748 |
|
0.500 |
1.9741 |
|
0.382 |
1.9734 |
|
LOW |
1.9712 |
|
0.618 |
1.9676 |
|
1.000 |
1.9654 |
|
1.618 |
1.9618 |
|
2.618 |
1.9560 |
|
4.250 |
1.9466 |
|
|
| Fisher Pivots for day following 04-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9744 |
1.9755 |
| PP |
1.9742 |
1.9752 |
| S1 |
1.9741 |
1.9748 |
|