CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 23-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9735 |
1.9861 |
0.0126 |
0.6% |
1.9797 |
| High |
1.9767 |
1.9892 |
0.0125 |
0.6% |
1.9871 |
| Low |
1.9730 |
1.9848 |
0.0118 |
0.6% |
1.9698 |
| Close |
1.9748 |
1.9858 |
0.0110 |
0.6% |
1.9744 |
| Range |
0.0037 |
0.0044 |
0.0007 |
18.9% |
0.0173 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
5.0% |
0.0000 |
| Volume |
61,608 |
61,075 |
-533 |
-0.9% |
334,477 |
|
| Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9998 |
1.9972 |
1.9882 |
|
| R3 |
1.9954 |
1.9928 |
1.9870 |
|
| R2 |
1.9910 |
1.9910 |
1.9866 |
|
| R1 |
1.9884 |
1.9884 |
1.9862 |
1.9875 |
| PP |
1.9866 |
1.9866 |
1.9866 |
1.9862 |
| S1 |
1.9840 |
1.9840 |
1.9854 |
1.9831 |
| S2 |
1.9822 |
1.9822 |
1.9850 |
|
| S3 |
1.9778 |
1.9796 |
1.9846 |
|
| S4 |
1.9734 |
1.9752 |
1.9834 |
|
|
| 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 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0047 |
0.2% |
84% |
True |
False |
64,354 |
| 10 |
1.9892 |
1.9674 |
0.0218 |
1.1% |
0.0067 |
0.3% |
84% |
True |
False |
74,639 |
| 20 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0071 |
0.4% |
46% |
False |
False |
75,314 |
| 40 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0065 |
0.3% |
59% |
False |
False |
69,494 |
| 60 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0068 |
0.3% |
76% |
False |
False |
61,778 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0057 |
0.3% |
76% |
False |
False |
46,446 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0048 |
0.2% |
76% |
False |
False |
37,202 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0040 |
0.2% |
76% |
False |
False |
31,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0079 |
|
2.618 |
2.0007 |
|
1.618 |
1.9963 |
|
1.000 |
1.9936 |
|
0.618 |
1.9919 |
|
HIGH |
1.9892 |
|
0.618 |
1.9875 |
|
0.500 |
1.9870 |
|
0.382 |
1.9865 |
|
LOW |
1.9848 |
|
0.618 |
1.9821 |
|
1.000 |
1.9804 |
|
1.618 |
1.9777 |
|
2.618 |
1.9733 |
|
4.250 |
1.9661 |
|
|
| Fisher Pivots for day following 23-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9870 |
1.9833 |
| PP |
1.9866 |
1.9808 |
| S1 |
1.9862 |
1.9783 |
|