CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 10-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2007 |
10-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9902 |
1.9862 |
-0.0040 |
-0.2% |
1.9928 |
| High |
1.9992 |
1.9880 |
-0.0112 |
-0.6% |
2.0072 |
| Low |
1.9900 |
1.9762 |
-0.0138 |
-0.7% |
1.9845 |
| Close |
1.9930 |
1.9781 |
-0.0149 |
-0.7% |
1.9922 |
| Range |
0.0092 |
0.0118 |
0.0026 |
28.3% |
0.0227 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
6.7% |
0.0000 |
| Volume |
79,481 |
83,133 |
3,652 |
4.6% |
424,615 |
|
| Daily Pivots for day following 10-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0162 |
2.0089 |
1.9846 |
|
| R3 |
2.0044 |
1.9971 |
1.9813 |
|
| R2 |
1.9926 |
1.9926 |
1.9803 |
|
| R1 |
1.9853 |
1.9853 |
1.9792 |
1.9831 |
| PP |
1.9808 |
1.9808 |
1.9808 |
1.9796 |
| S1 |
1.9735 |
1.9735 |
1.9770 |
1.9713 |
| S2 |
1.9690 |
1.9690 |
1.9759 |
|
| S3 |
1.9572 |
1.9617 |
1.9749 |
|
| S4 |
1.9454 |
1.9499 |
1.9716 |
|
|
| 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 |
1.9992 |
1.9762 |
0.0230 |
1.2% |
0.0079 |
0.4% |
8% |
False |
True |
68,485 |
| 10 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0083 |
0.4% |
6% |
False |
True |
78,517 |
| 20 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0069 |
0.4% |
6% |
False |
True |
71,417 |
| 40 |
2.0072 |
1.9395 |
0.0677 |
3.4% |
0.0070 |
0.4% |
57% |
False |
False |
70,271 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0064 |
0.3% |
67% |
False |
False |
50,817 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0052 |
0.3% |
67% |
False |
False |
38,178 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0043 |
0.2% |
67% |
False |
False |
30,580 |
| 120 |
2.0072 |
1.8941 |
0.1131 |
5.7% |
0.0036 |
0.2% |
74% |
False |
False |
25,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0382 |
|
2.618 |
2.0189 |
|
1.618 |
2.0071 |
|
1.000 |
1.9998 |
|
0.618 |
1.9953 |
|
HIGH |
1.9880 |
|
0.618 |
1.9835 |
|
0.500 |
1.9821 |
|
0.382 |
1.9807 |
|
LOW |
1.9762 |
|
0.618 |
1.9689 |
|
1.000 |
1.9644 |
|
1.618 |
1.9571 |
|
2.618 |
1.9453 |
|
4.250 |
1.9261 |
|
|
| Fisher Pivots for day following 10-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9821 |
1.9877 |
| PP |
1.9808 |
1.9845 |
| S1 |
1.9794 |
1.9813 |
|