CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9684 |
1.9741 |
0.0057 |
0.3% |
1.9892 |
| High |
1.9700 |
1.9780 |
0.0080 |
0.4% |
1.9965 |
| Low |
1.9660 |
1.9725 |
0.0065 |
0.3% |
1.9643 |
| Close |
1.9691 |
1.9763 |
0.0072 |
0.4% |
1.9666 |
| Range |
0.0040 |
0.0055 |
0.0015 |
37.5% |
0.0322 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.4% |
0.0000 |
| Volume |
155,238 |
81,067 |
-74,171 |
-47.8% |
515,490 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9921 |
1.9897 |
1.9793 |
|
| R3 |
1.9866 |
1.9842 |
1.9778 |
|
| R2 |
1.9811 |
1.9811 |
1.9773 |
|
| R1 |
1.9787 |
1.9787 |
1.9768 |
1.9799 |
| PP |
1.9756 |
1.9756 |
1.9756 |
1.9762 |
| S1 |
1.9732 |
1.9732 |
1.9758 |
1.9744 |
| S2 |
1.9701 |
1.9701 |
1.9753 |
|
| S3 |
1.9646 |
1.9677 |
1.9748 |
|
| S4 |
1.9591 |
1.9622 |
1.9733 |
|
|
| 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 |
1.9945 |
1.9643 |
0.0302 |
1.5% |
0.0051 |
0.3% |
40% |
False |
False |
111,651 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0051 |
0.3% |
37% |
False |
False |
102,583 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0057 |
0.3% |
37% |
False |
False |
85,966 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0062 |
0.3% |
28% |
False |
False |
80,941 |
| 60 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0065 |
0.3% |
41% |
False |
False |
76,483 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0062 |
0.3% |
65% |
False |
False |
62,281 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0054 |
0.3% |
65% |
False |
False |
49,878 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0046 |
0.2% |
65% |
False |
False |
41,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0014 |
|
2.618 |
1.9924 |
|
1.618 |
1.9869 |
|
1.000 |
1.9835 |
|
0.618 |
1.9814 |
|
HIGH |
1.9780 |
|
0.618 |
1.9759 |
|
0.500 |
1.9753 |
|
0.382 |
1.9746 |
|
LOW |
1.9725 |
|
0.618 |
1.9691 |
|
1.000 |
1.9670 |
|
1.618 |
1.9636 |
|
2.618 |
1.9581 |
|
4.250 |
1.9491 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9760 |
1.9746 |
| PP |
1.9756 |
1.9729 |
| S1 |
1.9753 |
1.9712 |
|