CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 19-Apr-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2007 |
19-Apr-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0027 |
2.0015 |
-0.0012 |
-0.1% |
1.9618 |
| High |
2.0068 |
2.0038 |
-0.0030 |
-0.1% |
1.9880 |
| Low |
2.0016 |
1.9990 |
-0.0026 |
-0.1% |
1.9584 |
| Close |
2.0052 |
2.0013 |
-0.0039 |
-0.2% |
1.9869 |
| Range |
0.0052 |
0.0048 |
-0.0004 |
-7.7% |
0.0296 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
108,043 |
67,703 |
-40,340 |
-37.3% |
203,574 |
|
| Daily Pivots for day following 19-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0158 |
2.0133 |
2.0039 |
|
| R3 |
2.0110 |
2.0085 |
2.0026 |
|
| R2 |
2.0062 |
2.0062 |
2.0022 |
|
| R1 |
2.0037 |
2.0037 |
2.0017 |
2.0026 |
| PP |
2.0014 |
2.0014 |
2.0014 |
2.0008 |
| S1 |
1.9989 |
1.9989 |
2.0009 |
1.9978 |
| S2 |
1.9966 |
1.9966 |
2.0004 |
|
| S3 |
1.9918 |
1.9941 |
2.0000 |
|
| S4 |
1.9870 |
1.9893 |
1.9987 |
|
|
| 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 |
1.9777 |
0.0295 |
1.5% |
0.0061 |
0.3% |
80% |
False |
False |
71,199 |
| 10 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0056 |
0.3% |
88% |
False |
False |
59,326 |
| 20 |
2.0072 |
1.9545 |
0.0527 |
2.6% |
0.0065 |
0.3% |
89% |
False |
False |
67,841 |
| 40 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0064 |
0.3% |
93% |
False |
False |
49,354 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0049 |
0.2% |
93% |
False |
False |
33,014 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0040 |
0.2% |
93% |
False |
False |
24,815 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.4% |
0.0032 |
0.2% |
93% |
False |
False |
19,857 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0028 |
0.1% |
95% |
False |
False |
16,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0242 |
|
2.618 |
2.0164 |
|
1.618 |
2.0116 |
|
1.000 |
2.0086 |
|
0.618 |
2.0068 |
|
HIGH |
2.0038 |
|
0.618 |
2.0020 |
|
0.500 |
2.0014 |
|
0.382 |
2.0008 |
|
LOW |
1.9990 |
|
0.618 |
1.9960 |
|
1.000 |
1.9942 |
|
1.618 |
1.9912 |
|
2.618 |
1.9864 |
|
4.250 |
1.9786 |
|
|
| Fisher Pivots for day following 19-Apr-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0014 |
2.0031 |
| PP |
2.0014 |
2.0025 |
| S1 |
2.0013 |
2.0019 |
|