CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 22-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9697 |
1.9735 |
0.0038 |
0.2% |
1.9797 |
| High |
1.9715 |
1.9767 |
0.0052 |
0.3% |
1.9871 |
| Low |
1.9674 |
1.9730 |
0.0056 |
0.3% |
1.9698 |
| Close |
1.9700 |
1.9748 |
0.0048 |
0.2% |
1.9744 |
| Range |
0.0041 |
0.0037 |
-0.0004 |
-9.8% |
0.0173 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
66,323 |
61,608 |
-4,715 |
-7.1% |
334,477 |
|
| Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9859 |
1.9841 |
1.9768 |
|
| R3 |
1.9822 |
1.9804 |
1.9758 |
|
| R2 |
1.9785 |
1.9785 |
1.9755 |
|
| R1 |
1.9767 |
1.9767 |
1.9751 |
1.9776 |
| PP |
1.9748 |
1.9748 |
1.9748 |
1.9753 |
| S1 |
1.9730 |
1.9730 |
1.9745 |
1.9739 |
| S2 |
1.9711 |
1.9711 |
1.9741 |
|
| S3 |
1.9674 |
1.9693 |
1.9738 |
|
| S4 |
1.9637 |
1.9656 |
1.9728 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0290 |
2.0190 |
1.9839 |
|
| R3 |
2.0117 |
2.0017 |
1.9792 |
|
| R2 |
1.9944 |
1.9944 |
1.9776 |
|
| R1 |
1.9844 |
1.9844 |
1.9760 |
1.9808 |
| PP |
1.9771 |
1.9771 |
1.9771 |
1.9753 |
| S1 |
1.9671 |
1.9671 |
1.9728 |
1.9635 |
| S2 |
1.9598 |
1.9598 |
1.9712 |
|
| S3 |
1.9425 |
1.9498 |
1.9696 |
|
| S4 |
1.9252 |
1.9325 |
1.9649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9830 |
1.9674 |
0.0156 |
0.8% |
0.0054 |
0.3% |
47% |
False |
False |
70,185 |
| 10 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0071 |
0.4% |
23% |
False |
False |
76,479 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0072 |
0.4% |
19% |
False |
False |
75,747 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0066 |
0.3% |
39% |
False |
False |
69,732 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0068 |
0.3% |
63% |
False |
False |
60,779 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0057 |
0.3% |
63% |
False |
False |
45,686 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0047 |
0.2% |
63% |
False |
False |
36,592 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0040 |
0.2% |
63% |
False |
False |
30,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9924 |
|
2.618 |
1.9864 |
|
1.618 |
1.9827 |
|
1.000 |
1.9804 |
|
0.618 |
1.9790 |
|
HIGH |
1.9767 |
|
0.618 |
1.9753 |
|
0.500 |
1.9749 |
|
0.382 |
1.9744 |
|
LOW |
1.9730 |
|
0.618 |
1.9707 |
|
1.000 |
1.9693 |
|
1.618 |
1.9670 |
|
2.618 |
1.9633 |
|
4.250 |
1.9573 |
|
|
| Fisher Pivots for day following 22-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9749 |
1.9740 |
| PP |
1.9748 |
1.9732 |
| S1 |
1.9748 |
1.9724 |
|