CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 18-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2007 |
18-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0025 |
2.0027 |
0.0002 |
0.0% |
1.9618 |
| High |
2.0072 |
2.0068 |
-0.0004 |
0.0% |
1.9880 |
| Low |
2.0025 |
2.0016 |
-0.0009 |
0.0% |
1.9584 |
| Close |
2.0058 |
2.0052 |
-0.0006 |
0.0% |
1.9869 |
| Range |
0.0047 |
0.0052 |
0.0005 |
10.6% |
0.0296 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
55,380 |
108,043 |
52,663 |
95.1% |
203,574 |
|
| Daily Pivots for day following 18-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0201 |
2.0179 |
2.0081 |
|
| R3 |
2.0149 |
2.0127 |
2.0066 |
|
| R2 |
2.0097 |
2.0097 |
2.0062 |
|
| R1 |
2.0075 |
2.0075 |
2.0057 |
2.0086 |
| PP |
2.0045 |
2.0045 |
2.0045 |
2.0051 |
| S1 |
2.0023 |
2.0023 |
2.0047 |
2.0034 |
| S2 |
1.9993 |
1.9993 |
2.0042 |
|
| S3 |
1.9941 |
1.9971 |
2.0038 |
|
| S4 |
1.9889 |
1.9919 |
2.0023 |
|
|
| 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 |
1.9755 |
0.0317 |
1.6% |
0.0061 |
0.3% |
94% |
False |
False |
68,274 |
| 10 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0059 |
0.3% |
96% |
False |
False |
56,735 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0067 |
0.3% |
96% |
False |
False |
67,901 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0064 |
0.3% |
98% |
False |
False |
47,672 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0049 |
0.2% |
98% |
False |
False |
31,889 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0039 |
0.2% |
98% |
False |
False |
23,974 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0032 |
0.2% |
98% |
False |
False |
19,180 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0027 |
0.1% |
98% |
False |
False |
15,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0289 |
|
2.618 |
2.0204 |
|
1.618 |
2.0152 |
|
1.000 |
2.0120 |
|
0.618 |
2.0100 |
|
HIGH |
2.0068 |
|
0.618 |
2.0048 |
|
0.500 |
2.0042 |
|
0.382 |
2.0036 |
|
LOW |
2.0016 |
|
0.618 |
1.9984 |
|
1.000 |
1.9964 |
|
1.618 |
1.9932 |
|
2.618 |
1.9880 |
|
4.250 |
1.9795 |
|
|
| Fisher Pivots for day following 18-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0049 |
2.0027 |
| PP |
2.0045 |
2.0001 |
| S1 |
2.0042 |
1.9976 |
|