CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 17-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2007 |
17-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9911 |
2.0025 |
0.0114 |
0.6% |
1.9618 |
| High |
1.9935 |
2.0072 |
0.0137 |
0.7% |
1.9880 |
| Low |
1.9880 |
2.0025 |
0.0145 |
0.7% |
1.9584 |
| Close |
1.9896 |
2.0058 |
0.0162 |
0.8% |
1.9869 |
| Range |
0.0055 |
0.0047 |
-0.0008 |
-14.5% |
0.0296 |
| ATR |
0.0086 |
0.0093 |
0.0006 |
7.4% |
0.0000 |
| Volume |
79,392 |
55,380 |
-24,012 |
-30.2% |
203,574 |
|
| Daily Pivots for day following 17-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0193 |
2.0172 |
2.0084 |
|
| R3 |
2.0146 |
2.0125 |
2.0071 |
|
| R2 |
2.0099 |
2.0099 |
2.0067 |
|
| R1 |
2.0078 |
2.0078 |
2.0062 |
2.0089 |
| PP |
2.0052 |
2.0052 |
2.0052 |
2.0057 |
| S1 |
2.0031 |
2.0031 |
2.0054 |
2.0042 |
| S2 |
2.0005 |
2.0005 |
2.0049 |
|
| S3 |
1.9958 |
1.9984 |
2.0045 |
|
| S4 |
1.9911 |
1.9937 |
2.0032 |
|
|
| Weekly Pivots for week ending 13-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0666 |
2.0563 |
2.0032 |
|
| R3 |
2.0370 |
2.0267 |
1.9950 |
|
| R2 |
2.0074 |
2.0074 |
1.9923 |
|
| R1 |
1.9971 |
1.9971 |
1.9896 |
2.0023 |
| PP |
1.9778 |
1.9778 |
1.9778 |
1.9803 |
| S1 |
1.9675 |
1.9675 |
1.9842 |
1.9727 |
| S2 |
1.9482 |
1.9482 |
1.9815 |
|
| S3 |
1.9186 |
1.9379 |
1.9788 |
|
| S4 |
1.8890 |
1.9083 |
1.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0072 |
1.9729 |
0.0343 |
1.7% |
0.0063 |
0.3% |
96% |
True |
False |
59,867 |
| 10 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0059 |
0.3% |
97% |
True |
False |
51,289 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0070 |
0.4% |
97% |
True |
False |
67,625 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0064 |
0.3% |
98% |
True |
False |
44,987 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0049 |
0.2% |
98% |
True |
False |
30,089 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0039 |
0.2% |
98% |
True |
False |
22,624 |
| 100 |
2.0072 |
1.9143 |
0.0929 |
4.6% |
0.0031 |
0.2% |
98% |
True |
False |
18,099 |
| 120 |
2.0072 |
1.8807 |
0.1265 |
6.3% |
0.0027 |
0.1% |
99% |
True |
False |
15,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0272 |
|
2.618 |
2.0195 |
|
1.618 |
2.0148 |
|
1.000 |
2.0119 |
|
0.618 |
2.0101 |
|
HIGH |
2.0072 |
|
0.618 |
2.0054 |
|
0.500 |
2.0049 |
|
0.382 |
2.0043 |
|
LOW |
2.0025 |
|
0.618 |
1.9996 |
|
1.000 |
1.9978 |
|
1.618 |
1.9949 |
|
2.618 |
1.9902 |
|
4.250 |
1.9825 |
|
|
| Fisher Pivots for day following 17-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0055 |
2.0014 |
| PP |
2.0052 |
1.9969 |
| S1 |
2.0049 |
1.9925 |
|