CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 09-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2007 |
09-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9695 |
1.9618 |
-0.0077 |
-0.4% |
1.9765 |
| High |
1.9695 |
1.9622 |
-0.0073 |
-0.4% |
1.9798 |
| Low |
1.9628 |
1.9584 |
-0.0044 |
-0.2% |
1.9628 |
| Close |
1.9644 |
1.9605 |
-0.0039 |
-0.2% |
1.9644 |
| Range |
0.0067 |
0.0038 |
-0.0029 |
-43.3% |
0.0170 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
79,175 |
10,641 |
-68,534 |
-86.6% |
379,930 |
|
| Daily Pivots for day following 09-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9718 |
1.9699 |
1.9626 |
|
| R3 |
1.9680 |
1.9661 |
1.9615 |
|
| R2 |
1.9642 |
1.9642 |
1.9612 |
|
| R1 |
1.9623 |
1.9623 |
1.9608 |
1.9614 |
| PP |
1.9604 |
1.9604 |
1.9604 |
1.9599 |
| S1 |
1.9585 |
1.9585 |
1.9602 |
1.9576 |
| S2 |
1.9566 |
1.9566 |
1.9598 |
|
| S3 |
1.9528 |
1.9547 |
1.9595 |
|
| S4 |
1.9490 |
1.9509 |
1.9584 |
|
|
| Weekly Pivots for week ending 06-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0200 |
2.0092 |
1.9738 |
|
| R3 |
2.0030 |
1.9922 |
1.9691 |
|
| R2 |
1.9860 |
1.9860 |
1.9675 |
|
| R1 |
1.9752 |
1.9752 |
1.9660 |
1.9721 |
| PP |
1.9690 |
1.9690 |
1.9690 |
1.9675 |
| S1 |
1.9582 |
1.9582 |
1.9628 |
1.9551 |
| S2 |
1.9520 |
1.9520 |
1.9613 |
|
| S3 |
1.9350 |
1.9412 |
1.9597 |
|
| S4 |
1.9180 |
1.9242 |
1.9551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9780 |
1.9584 |
0.0196 |
1.0% |
0.0058 |
0.3% |
11% |
False |
True |
53,202 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0064 |
0.3% |
24% |
False |
False |
68,702 |
| 20 |
1.9798 |
1.9200 |
0.0598 |
3.1% |
0.0077 |
0.4% |
68% |
False |
False |
70,608 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0057 |
0.3% |
69% |
False |
False |
36,858 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0044 |
0.2% |
59% |
False |
False |
24,672 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0034 |
0.2% |
59% |
False |
False |
18,528 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0028 |
0.1% |
71% |
False |
False |
14,822 |
| 120 |
1.9900 |
1.8696 |
0.1204 |
6.1% |
0.0024 |
0.1% |
75% |
False |
False |
12,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9784 |
|
2.618 |
1.9721 |
|
1.618 |
1.9683 |
|
1.000 |
1.9660 |
|
0.618 |
1.9645 |
|
HIGH |
1.9622 |
|
0.618 |
1.9607 |
|
0.500 |
1.9603 |
|
0.382 |
1.9599 |
|
LOW |
1.9584 |
|
0.618 |
1.9561 |
|
1.000 |
1.9546 |
|
1.618 |
1.9523 |
|
2.618 |
1.9485 |
|
4.250 |
1.9423 |
|
|
| Fisher Pivots for day following 09-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9604 |
1.9660 |
| PP |
1.9604 |
1.9641 |
| S1 |
1.9603 |
1.9623 |
|