CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 15-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9688 |
1.9702 |
0.0014 |
0.1% |
1.9684 |
| High |
1.9710 |
1.9780 |
0.0070 |
0.4% |
1.9780 |
| Low |
1.9680 |
1.9696 |
0.0016 |
0.1% |
1.9660 |
| Close |
1.9694 |
1.9751 |
0.0057 |
0.3% |
1.9751 |
| Range |
0.0030 |
0.0084 |
0.0054 |
180.0% |
0.0120 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
66,611 |
48,797 |
-17,814 |
-26.7% |
413,233 |
|
| Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9994 |
1.9957 |
1.9797 |
|
| R3 |
1.9910 |
1.9873 |
1.9774 |
|
| R2 |
1.9826 |
1.9826 |
1.9766 |
|
| R1 |
1.9789 |
1.9789 |
1.9759 |
1.9808 |
| PP |
1.9742 |
1.9742 |
1.9742 |
1.9752 |
| S1 |
1.9705 |
1.9705 |
1.9743 |
1.9724 |
| S2 |
1.9658 |
1.9658 |
1.9736 |
|
| S3 |
1.9574 |
1.9621 |
1.9728 |
|
| S4 |
1.9490 |
1.9537 |
1.9705 |
|
|
| Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0090 |
2.0041 |
1.9817 |
|
| R3 |
1.9970 |
1.9921 |
1.9784 |
|
| R2 |
1.9850 |
1.9850 |
1.9773 |
|
| R1 |
1.9801 |
1.9801 |
1.9762 |
1.9826 |
| PP |
1.9730 |
1.9730 |
1.9730 |
1.9743 |
| S1 |
1.9681 |
1.9681 |
1.9740 |
1.9706 |
| S2 |
1.9610 |
1.9610 |
1.9729 |
|
| S3 |
1.9490 |
1.9561 |
1.9718 |
|
| S4 |
1.9370 |
1.9441 |
1.9685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9780 |
1.9660 |
0.0120 |
0.6% |
0.0054 |
0.3% |
76% |
True |
False |
82,646 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0052 |
0.3% |
34% |
False |
False |
92,872 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0054 |
0.3% |
34% |
False |
False |
84,044 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0063 |
0.3% |
25% |
False |
False |
79,586 |
| 60 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0063 |
0.3% |
39% |
False |
False |
75,671 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0063 |
0.3% |
64% |
False |
False |
64,470 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
64% |
False |
False |
51,643 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0048 |
0.2% |
64% |
False |
False |
43,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0137 |
|
2.618 |
2.0000 |
|
1.618 |
1.9916 |
|
1.000 |
1.9864 |
|
0.618 |
1.9832 |
|
HIGH |
1.9780 |
|
0.618 |
1.9748 |
|
0.500 |
1.9738 |
|
0.382 |
1.9728 |
|
LOW |
1.9696 |
|
0.618 |
1.9644 |
|
1.000 |
1.9612 |
|
1.618 |
1.9560 |
|
2.618 |
1.9476 |
|
4.250 |
1.9339 |
|
|
| Fisher Pivots for day following 15-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9747 |
1.9744 |
| PP |
1.9742 |
1.9737 |
| S1 |
1.9738 |
1.9730 |
|