CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 05-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2007 |
05-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9726 |
1.9685 |
-0.0041 |
-0.2% |
1.9610 |
| High |
1.9770 |
1.9735 |
-0.0035 |
-0.2% |
1.9720 |
| Low |
1.9712 |
1.9666 |
-0.0046 |
-0.2% |
1.9545 |
| Close |
1.9745 |
1.9699 |
-0.0046 |
-0.2% |
1.9669 |
| Range |
0.0058 |
0.0069 |
0.0011 |
19.0% |
0.0175 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
53,581 |
41,788 |
-11,793 |
-22.0% |
375,005 |
|
| Daily Pivots for day following 05-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9907 |
1.9872 |
1.9737 |
|
| R3 |
1.9838 |
1.9803 |
1.9718 |
|
| R2 |
1.9769 |
1.9769 |
1.9712 |
|
| R1 |
1.9734 |
1.9734 |
1.9705 |
1.9752 |
| PP |
1.9700 |
1.9700 |
1.9700 |
1.9709 |
| S1 |
1.9665 |
1.9665 |
1.9693 |
1.9683 |
| S2 |
1.9631 |
1.9631 |
1.9686 |
|
| S3 |
1.9562 |
1.9596 |
1.9680 |
|
| S4 |
1.9493 |
1.9527 |
1.9661 |
|
|
| 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% |
0.0077 |
0.4% |
61% |
False |
False |
71,348 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0073 |
0.4% |
61% |
False |
False |
76,357 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.0% |
0.0081 |
0.4% |
83% |
False |
False |
67,376 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0054 |
0.3% |
84% |
False |
False |
34,626 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0043 |
0.2% |
72% |
False |
False |
23,176 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0033 |
0.2% |
72% |
False |
False |
17,405 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0028 |
0.1% |
80% |
False |
False |
13,924 |
| 120 |
1.9900 |
1.8589 |
0.1311 |
6.7% |
0.0023 |
0.1% |
85% |
False |
False |
11,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0028 |
|
2.618 |
1.9916 |
|
1.618 |
1.9847 |
|
1.000 |
1.9804 |
|
0.618 |
1.9778 |
|
HIGH |
1.9735 |
|
0.618 |
1.9709 |
|
0.500 |
1.9701 |
|
0.382 |
1.9692 |
|
LOW |
1.9666 |
|
0.618 |
1.9623 |
|
1.000 |
1.9597 |
|
1.618 |
1.9554 |
|
2.618 |
1.9485 |
|
4.250 |
1.9373 |
|
|
| Fisher Pivots for day following 05-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9701 |
1.9723 |
| PP |
1.9700 |
1.9715 |
| S1 |
1.9700 |
1.9707 |
|