CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 11-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9663 |
1.9684 |
0.0021 |
0.1% |
1.9892 |
| High |
1.9681 |
1.9700 |
0.0019 |
0.1% |
1.9965 |
| Low |
1.9643 |
1.9660 |
0.0017 |
0.1% |
1.9643 |
| Close |
1.9666 |
1.9691 |
0.0025 |
0.1% |
1.9666 |
| Range |
0.0038 |
0.0040 |
0.0002 |
5.3% |
0.0322 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
156,980 |
155,238 |
-1,742 |
-1.1% |
515,490 |
|
| Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9804 |
1.9787 |
1.9713 |
|
| R3 |
1.9764 |
1.9747 |
1.9702 |
|
| R2 |
1.9724 |
1.9724 |
1.9698 |
|
| R1 |
1.9707 |
1.9707 |
1.9695 |
1.9716 |
| PP |
1.9684 |
1.9684 |
1.9684 |
1.9688 |
| S1 |
1.9667 |
1.9667 |
1.9687 |
1.9676 |
| S2 |
1.9644 |
1.9644 |
1.9684 |
|
| S3 |
1.9604 |
1.9627 |
1.9680 |
|
| S4 |
1.9564 |
1.9587 |
1.9669 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0724 |
2.0517 |
1.9843 |
|
| R3 |
2.0402 |
2.0195 |
1.9755 |
|
| R2 |
2.0080 |
2.0080 |
1.9725 |
|
| R1 |
1.9873 |
1.9873 |
1.9696 |
1.9816 |
| PP |
1.9758 |
1.9758 |
1.9758 |
1.9729 |
| S1 |
1.9551 |
1.9551 |
1.9636 |
1.9494 |
| S2 |
1.9436 |
1.9436 |
1.9607 |
|
| S3 |
1.9114 |
1.9229 |
1.9577 |
|
| S4 |
1.8792 |
1.8907 |
1.9489 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0051 |
0.3% |
15% |
False |
False |
115,676 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0055 |
0.3% |
15% |
False |
False |
100,464 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0056 |
0.3% |
15% |
False |
False |
85,667 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0062 |
0.3% |
11% |
False |
False |
80,899 |
| 60 |
2.0072 |
1.9415 |
0.0657 |
3.3% |
0.0065 |
0.3% |
42% |
False |
False |
76,350 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0062 |
0.3% |
57% |
False |
False |
61,272 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0053 |
0.3% |
57% |
False |
False |
49,073 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0046 |
0.2% |
57% |
False |
False |
40,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9870 |
|
2.618 |
1.9805 |
|
1.618 |
1.9765 |
|
1.000 |
1.9740 |
|
0.618 |
1.9725 |
|
HIGH |
1.9700 |
|
0.618 |
1.9685 |
|
0.500 |
1.9680 |
|
0.382 |
1.9675 |
|
LOW |
1.9660 |
|
0.618 |
1.9635 |
|
1.000 |
1.9620 |
|
1.618 |
1.9595 |
|
2.618 |
1.9555 |
|
4.250 |
1.9490 |
|
|
| Fisher Pivots for day following 11-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9687 |
1.9737 |
| PP |
1.9684 |
1.9721 |
| S1 |
1.9680 |
1.9706 |
|