CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 03-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2007 |
03-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9918 |
1.9928 |
0.0010 |
0.1% |
1.9992 |
| High |
1.9922 |
1.9937 |
0.0015 |
0.1% |
2.0055 |
| Low |
1.9860 |
1.9845 |
-0.0015 |
-0.1% |
1.9885 |
| Close |
1.9888 |
1.9871 |
-0.0017 |
-0.1% |
1.9964 |
| Range |
0.0062 |
0.0092 |
0.0030 |
48.4% |
0.0170 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
92,870 |
80,002 |
-12,868 |
-13.9% |
306,530 |
|
| Daily Pivots for day following 03-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0160 |
2.0108 |
1.9922 |
|
| R3 |
2.0068 |
2.0016 |
1.9896 |
|
| R2 |
1.9976 |
1.9976 |
1.9888 |
|
| R1 |
1.9924 |
1.9924 |
1.9879 |
1.9904 |
| PP |
1.9884 |
1.9884 |
1.9884 |
1.9875 |
| S1 |
1.9832 |
1.9832 |
1.9863 |
1.9812 |
| S2 |
1.9792 |
1.9792 |
1.9854 |
|
| S3 |
1.9700 |
1.9740 |
1.9846 |
|
| S4 |
1.9608 |
1.9648 |
1.9820 |
|
|
| 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 |
1.9845 |
0.0227 |
1.1% |
0.0087 |
0.4% |
11% |
False |
True |
88,549 |
| 10 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0069 |
0.3% |
11% |
False |
True |
72,992 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.5% |
0.0063 |
0.3% |
59% |
False |
False |
66,159 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0072 |
0.4% |
77% |
False |
False |
66,767 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0057 |
0.3% |
77% |
False |
False |
45,137 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0048 |
0.2% |
77% |
False |
False |
33,922 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0039 |
0.2% |
77% |
False |
False |
27,156 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
6.0% |
0.0033 |
0.2% |
83% |
False |
False |
22,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0328 |
|
2.618 |
2.0178 |
|
1.618 |
2.0086 |
|
1.000 |
2.0029 |
|
0.618 |
1.9994 |
|
HIGH |
1.9937 |
|
0.618 |
1.9902 |
|
0.500 |
1.9891 |
|
0.382 |
1.9880 |
|
LOW |
1.9845 |
|
0.618 |
1.9788 |
|
1.000 |
1.9753 |
|
1.618 |
1.9696 |
|
2.618 |
1.9604 |
|
4.250 |
1.9454 |
|
|
| Fisher Pivots for day following 03-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9891 |
1.9959 |
| PP |
1.9884 |
1.9929 |
| S1 |
1.9878 |
1.9900 |
|