CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9962 |
1.9930 |
-0.0032 |
-0.2% |
1.9867 |
| High |
1.9965 |
1.9945 |
-0.0020 |
-0.1% |
1.9878 |
| Low |
1.9912 |
1.9910 |
-0.0002 |
0.0% |
1.9730 |
| Close |
1.9920 |
1.9924 |
0.0004 |
0.0% |
1.9819 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-34.0% |
0.0148 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
101,194 |
82,128 |
-19,066 |
-18.8% |
333,918 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0031 |
2.0013 |
1.9943 |
|
| R3 |
1.9996 |
1.9978 |
1.9934 |
|
| R2 |
1.9961 |
1.9961 |
1.9930 |
|
| R1 |
1.9943 |
1.9943 |
1.9927 |
1.9935 |
| PP |
1.9926 |
1.9926 |
1.9926 |
1.9922 |
| S1 |
1.9908 |
1.9908 |
1.9921 |
1.9900 |
| S2 |
1.9891 |
1.9891 |
1.9918 |
|
| S3 |
1.9856 |
1.9873 |
1.9914 |
|
| S4 |
1.9821 |
1.9838 |
1.9905 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0253 |
2.0184 |
1.9900 |
|
| R3 |
2.0105 |
2.0036 |
1.9860 |
|
| R2 |
1.9957 |
1.9957 |
1.9846 |
|
| R1 |
1.9888 |
1.9888 |
1.9833 |
1.9849 |
| PP |
1.9809 |
1.9809 |
1.9809 |
1.9789 |
| S1 |
1.9740 |
1.9740 |
1.9805 |
1.9701 |
| S2 |
1.9661 |
1.9661 |
1.9792 |
|
| S3 |
1.9513 |
1.9592 |
1.9778 |
|
| S4 |
1.9365 |
1.9444 |
1.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9965 |
1.9745 |
0.0220 |
1.1% |
0.0051 |
0.3% |
81% |
False |
False |
90,208 |
| 10 |
1.9965 |
1.9730 |
0.0235 |
1.2% |
0.0052 |
0.3% |
83% |
False |
False |
85,588 |
| 20 |
1.9992 |
1.9674 |
0.0318 |
1.6% |
0.0062 |
0.3% |
79% |
False |
False |
81,034 |
| 40 |
2.0072 |
1.9674 |
0.0398 |
2.0% |
0.0063 |
0.3% |
63% |
False |
False |
75,137 |
| 60 |
2.0072 |
1.9200 |
0.0872 |
4.4% |
0.0068 |
0.3% |
83% |
False |
False |
73,453 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0061 |
0.3% |
83% |
False |
False |
56,341 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0052 |
0.3% |
83% |
False |
False |
45,133 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0044 |
0.2% |
83% |
False |
False |
37,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0094 |
|
2.618 |
2.0037 |
|
1.618 |
2.0002 |
|
1.000 |
1.9980 |
|
0.618 |
1.9967 |
|
HIGH |
1.9945 |
|
0.618 |
1.9932 |
|
0.500 |
1.9928 |
|
0.382 |
1.9923 |
|
LOW |
1.9910 |
|
0.618 |
1.9888 |
|
1.000 |
1.9875 |
|
1.618 |
1.9853 |
|
2.618 |
1.9818 |
|
4.250 |
1.9761 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9928 |
1.9928 |
| PP |
1.9926 |
1.9926 |
| S1 |
1.9925 |
1.9925 |
|