CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 04-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2007 |
04-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9928 |
1.9857 |
-0.0071 |
-0.4% |
1.9928 |
| High |
1.9937 |
1.9940 |
0.0003 |
0.0% |
2.0072 |
| Low |
1.9845 |
1.9857 |
0.0012 |
0.1% |
1.9845 |
| Close |
1.9871 |
1.9922 |
0.0051 |
0.3% |
1.9922 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0227 |
| ATR |
0.0091 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
80,002 |
65,453 |
-14,549 |
-18.2% |
424,615 |
|
| Daily Pivots for day following 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0155 |
2.0122 |
1.9968 |
|
| R3 |
2.0072 |
2.0039 |
1.9945 |
|
| R2 |
1.9989 |
1.9989 |
1.9937 |
|
| R1 |
1.9956 |
1.9956 |
1.9930 |
1.9973 |
| PP |
1.9906 |
1.9906 |
1.9906 |
1.9915 |
| S1 |
1.9873 |
1.9873 |
1.9914 |
1.9890 |
| S2 |
1.9823 |
1.9823 |
1.9907 |
|
| S3 |
1.9740 |
1.9790 |
1.9899 |
|
| S4 |
1.9657 |
1.9707 |
1.9876 |
|
|
| Weekly Pivots for week ending 04-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0627 |
2.0502 |
2.0047 |
|
| R3 |
2.0400 |
2.0275 |
1.9984 |
|
| R2 |
2.0173 |
2.0173 |
1.9964 |
|
| R1 |
2.0048 |
2.0048 |
1.9943 |
1.9997 |
| PP |
1.9946 |
1.9946 |
1.9946 |
1.9921 |
| S1 |
1.9821 |
1.9821 |
1.9901 |
1.9770 |
| S2 |
1.9719 |
1.9719 |
1.9880 |
|
| S3 |
1.9492 |
1.9594 |
1.9860 |
|
| S4 |
1.9265 |
1.9367 |
1.9797 |
|
|
| 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% |
34% |
False |
False |
84,923 |
| 10 |
2.0072 |
1.9845 |
0.0227 |
1.1% |
0.0073 |
0.4% |
34% |
False |
False |
73,114 |
| 20 |
2.0072 |
1.9584 |
0.0488 |
2.4% |
0.0063 |
0.3% |
69% |
False |
False |
65,473 |
| 40 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0073 |
0.4% |
83% |
False |
False |
68,279 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0058 |
0.3% |
83% |
False |
False |
46,227 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0049 |
0.2% |
83% |
False |
False |
34,740 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0040 |
0.2% |
83% |
False |
False |
27,810 |
| 120 |
2.0072 |
1.8887 |
0.1185 |
5.9% |
0.0034 |
0.2% |
87% |
False |
False |
23,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0293 |
|
2.618 |
2.0157 |
|
1.618 |
2.0074 |
|
1.000 |
2.0023 |
|
0.618 |
1.9991 |
|
HIGH |
1.9940 |
|
0.618 |
1.9908 |
|
0.500 |
1.9899 |
|
0.382 |
1.9889 |
|
LOW |
1.9857 |
|
0.618 |
1.9806 |
|
1.000 |
1.9774 |
|
1.618 |
1.9723 |
|
2.618 |
1.9640 |
|
4.250 |
1.9504 |
|
|
| Fisher Pivots for day following 04-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9914 |
1.9912 |
| PP |
1.9906 |
1.9902 |
| S1 |
1.9899 |
1.9893 |
|