CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 14-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9782 |
1.9797 |
0.0015 |
0.1% |
1.9955 |
| High |
1.9842 |
1.9810 |
-0.0032 |
-0.2% |
1.9992 |
| Low |
1.9770 |
1.9775 |
0.0005 |
0.0% |
1.9762 |
| Close |
1.9819 |
1.9779 |
-0.0040 |
-0.2% |
1.9819 |
| Range |
0.0072 |
0.0035 |
-0.0037 |
-51.4% |
0.0230 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
139,777 |
75,083 |
-64,694 |
-46.3% |
416,751 |
|
| Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9893 |
1.9871 |
1.9798 |
|
| R3 |
1.9858 |
1.9836 |
1.9789 |
|
| R2 |
1.9823 |
1.9823 |
1.9785 |
|
| R1 |
1.9801 |
1.9801 |
1.9782 |
1.9795 |
| PP |
1.9788 |
1.9788 |
1.9788 |
1.9785 |
| S1 |
1.9766 |
1.9766 |
1.9776 |
1.9760 |
| S2 |
1.9753 |
1.9753 |
1.9773 |
|
| S3 |
1.9718 |
1.9731 |
1.9769 |
|
| S4 |
1.9683 |
1.9696 |
1.9760 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0548 |
2.0413 |
1.9946 |
|
| R3 |
2.0318 |
2.0183 |
1.9882 |
|
| R2 |
2.0088 |
2.0088 |
1.9861 |
|
| R1 |
1.9953 |
1.9953 |
1.9840 |
1.9906 |
| PP |
1.9858 |
1.9858 |
1.9858 |
1.9834 |
| S1 |
1.9723 |
1.9723 |
1.9798 |
1.9676 |
| S2 |
1.9628 |
1.9628 |
1.9777 |
|
| S3 |
1.9398 |
1.9493 |
1.9756 |
|
| S4 |
1.9168 |
1.9263 |
1.9693 |
|
|
| 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% |
0.0076 |
0.4% |
7% |
False |
False |
84,493 |
| 10 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0075 |
0.4% |
5% |
False |
False |
81,365 |
| 20 |
2.0072 |
1.9762 |
0.0310 |
1.6% |
0.0067 |
0.3% |
5% |
False |
False |
75,916 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0069 |
0.3% |
44% |
False |
False |
71,742 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0064 |
0.3% |
67% |
False |
False |
54,386 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0053 |
0.3% |
67% |
False |
False |
40,857 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0044 |
0.2% |
67% |
False |
False |
32,728 |
| 120 |
2.0072 |
1.9004 |
0.1068 |
5.4% |
0.0037 |
0.2% |
73% |
False |
False |
27,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9959 |
|
2.618 |
1.9902 |
|
1.618 |
1.9867 |
|
1.000 |
1.9845 |
|
0.618 |
1.9832 |
|
HIGH |
1.9810 |
|
0.618 |
1.9797 |
|
0.500 |
1.9793 |
|
0.382 |
1.9788 |
|
LOW |
1.9775 |
|
0.618 |
1.9753 |
|
1.000 |
1.9740 |
|
1.618 |
1.9718 |
|
2.618 |
1.9683 |
|
4.250 |
1.9626 |
|
|
| Fisher Pivots for day following 14-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9793 |
1.9821 |
| PP |
1.9788 |
1.9807 |
| S1 |
1.9784 |
1.9793 |
|