CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 02-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2007 |
02-May-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0049 |
1.9918 |
-0.0131 |
-0.7% |
1.9992 |
| High |
2.0072 |
1.9922 |
-0.0150 |
-0.7% |
2.0055 |
| Low |
1.9975 |
1.9860 |
-0.0115 |
-0.6% |
1.9885 |
| Close |
1.9993 |
1.9888 |
-0.0105 |
-0.5% |
1.9964 |
| Range |
0.0097 |
0.0062 |
-0.0035 |
-36.1% |
0.0170 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.7% |
0.0000 |
| Volume |
83,500 |
92,870 |
9,370 |
11.2% |
306,530 |
|
| Daily Pivots for day following 02-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0076 |
2.0044 |
1.9922 |
|
| R3 |
2.0014 |
1.9982 |
1.9905 |
|
| R2 |
1.9952 |
1.9952 |
1.9899 |
|
| R1 |
1.9920 |
1.9920 |
1.9894 |
1.9905 |
| PP |
1.9890 |
1.9890 |
1.9890 |
1.9883 |
| S1 |
1.9858 |
1.9858 |
1.9882 |
1.9843 |
| S2 |
1.9828 |
1.9828 |
1.9877 |
|
| S3 |
1.9766 |
1.9796 |
1.9871 |
|
| S4 |
1.9704 |
1.9734 |
1.9854 |
|
|
| Weekly Pivots for week ending 27-Apr-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0478 |
2.0391 |
2.0058 |
|
| R3 |
2.0308 |
2.0221 |
2.0011 |
|
| R2 |
2.0138 |
2.0138 |
1.9995 |
|
| R1 |
2.0051 |
2.0051 |
1.9980 |
2.0010 |
| PP |
1.9968 |
1.9968 |
1.9968 |
1.9947 |
| S1 |
1.9881 |
1.9881 |
1.9948 |
1.9840 |
| S2 |
1.9798 |
1.9798 |
1.9933 |
|
| S3 |
1.9628 |
1.9711 |
1.9917 |
|
| S4 |
1.9458 |
1.9541 |
1.9871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0072 |
1.9860 |
0.0212 |
1.1% |
0.0078 |
0.4% |
13% |
False |
True |
84,122 |
| 10 |
2.0072 |
1.9860 |
0.0212 |
1.1% |
0.0064 |
0.3% |
13% |
False |
True |
71,762 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0061 |
0.3% |
62% |
False |
False |
64,248 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0070 |
0.4% |
79% |
False |
False |
64,867 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
79% |
False |
False |
43,807 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0047 |
0.2% |
79% |
False |
False |
32,925 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0038 |
0.2% |
79% |
False |
False |
26,356 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
6.0% |
0.0033 |
0.2% |
84% |
False |
False |
21,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0186 |
|
2.618 |
2.0084 |
|
1.618 |
2.0022 |
|
1.000 |
1.9984 |
|
0.618 |
1.9960 |
|
HIGH |
1.9922 |
|
0.618 |
1.9898 |
|
0.500 |
1.9891 |
|
0.382 |
1.9884 |
|
LOW |
1.9860 |
|
0.618 |
1.9822 |
|
1.000 |
1.9798 |
|
1.618 |
1.9760 |
|
2.618 |
1.9698 |
|
4.250 |
1.9597 |
|
|
| Fisher Pivots for day following 02-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9891 |
1.9966 |
| PP |
1.9890 |
1.9940 |
| S1 |
1.9889 |
1.9914 |
|