CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 11-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2007 |
11-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9750 |
1.9761 |
0.0011 |
0.1% |
1.9765 |
| High |
1.9750 |
1.9788 |
0.0038 |
0.2% |
1.9798 |
| Low |
1.9705 |
1.9729 |
0.0024 |
0.1% |
1.9628 |
| Close |
1.9712 |
1.9746 |
0.0034 |
0.2% |
1.9644 |
| Range |
0.0045 |
0.0059 |
0.0014 |
31.1% |
0.0170 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
28,370 |
66,006 |
37,636 |
132.7% |
379,930 |
|
| Daily Pivots for day following 11-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9931 |
1.9898 |
1.9778 |
|
| R3 |
1.9872 |
1.9839 |
1.9762 |
|
| R2 |
1.9813 |
1.9813 |
1.9757 |
|
| R1 |
1.9780 |
1.9780 |
1.9751 |
1.9767 |
| PP |
1.9754 |
1.9754 |
1.9754 |
1.9748 |
| S1 |
1.9721 |
1.9721 |
1.9741 |
1.9708 |
| S2 |
1.9695 |
1.9695 |
1.9735 |
|
| S3 |
1.9636 |
1.9662 |
1.9730 |
|
| S4 |
1.9577 |
1.9603 |
1.9714 |
|
|
| 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 |
1.9788 |
1.9584 |
0.0204 |
1.0% |
0.0056 |
0.3% |
79% |
True |
False |
45,196 |
| 10 |
1.9798 |
1.9545 |
0.0253 |
1.3% |
0.0063 |
0.3% |
79% |
False |
False |
63,507 |
| 20 |
1.9798 |
1.9335 |
0.0463 |
2.3% |
0.0071 |
0.4% |
89% |
False |
False |
71,382 |
| 40 |
1.9798 |
1.9185 |
0.0613 |
3.1% |
0.0059 |
0.3% |
92% |
False |
False |
39,194 |
| 60 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0045 |
0.2% |
78% |
False |
False |
26,227 |
| 80 |
1.9900 |
1.9185 |
0.0715 |
3.6% |
0.0036 |
0.2% |
78% |
False |
False |
19,707 |
| 100 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0028 |
0.1% |
85% |
False |
False |
15,766 |
| 120 |
1.9900 |
1.8758 |
0.1142 |
5.8% |
0.0025 |
0.1% |
87% |
False |
False |
13,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0039 |
|
2.618 |
1.9942 |
|
1.618 |
1.9883 |
|
1.000 |
1.9847 |
|
0.618 |
1.9824 |
|
HIGH |
1.9788 |
|
0.618 |
1.9765 |
|
0.500 |
1.9759 |
|
0.382 |
1.9752 |
|
LOW |
1.9729 |
|
0.618 |
1.9693 |
|
1.000 |
1.9670 |
|
1.618 |
1.9634 |
|
2.618 |
1.9575 |
|
4.250 |
1.9478 |
|
|
| Fisher Pivots for day following 11-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9759 |
1.9726 |
| PP |
1.9754 |
1.9706 |
| S1 |
1.9750 |
1.9686 |
|