CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 18-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9702 |
1.9825 |
0.0123 |
0.6% |
1.9684 |
| High |
1.9780 |
1.9825 |
0.0045 |
0.2% |
1.9780 |
| Low |
1.9696 |
1.9809 |
0.0113 |
0.6% |
1.9660 |
| Close |
1.9751 |
1.9809 |
0.0058 |
0.3% |
1.9751 |
| Range |
0.0084 |
0.0016 |
-0.0068 |
-81.0% |
0.0120 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
48,797 |
15,467 |
-33,330 |
-68.3% |
413,233 |
|
| Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9862 |
1.9852 |
1.9818 |
|
| R3 |
1.9846 |
1.9836 |
1.9813 |
|
| R2 |
1.9830 |
1.9830 |
1.9812 |
|
| R1 |
1.9820 |
1.9820 |
1.9810 |
1.9817 |
| PP |
1.9814 |
1.9814 |
1.9814 |
1.9813 |
| S1 |
1.9804 |
1.9804 |
1.9808 |
1.9801 |
| S2 |
1.9798 |
1.9798 |
1.9806 |
|
| S3 |
1.9782 |
1.9788 |
1.9805 |
|
| S4 |
1.9766 |
1.9772 |
1.9800 |
|
|
| 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 |
1.9825 |
1.9680 |
0.0145 |
0.7% |
0.0049 |
0.2% |
89% |
True |
False |
54,692 |
| 10 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0050 |
0.3% |
52% |
False |
False |
85,184 |
| 20 |
1.9965 |
1.9643 |
0.0322 |
1.6% |
0.0051 |
0.3% |
52% |
False |
False |
82,616 |
| 40 |
2.0072 |
1.9643 |
0.0429 |
2.2% |
0.0062 |
0.3% |
39% |
False |
False |
78,367 |
| 60 |
2.0072 |
1.9545 |
0.0527 |
2.7% |
0.0062 |
0.3% |
50% |
False |
False |
74,466 |
| 80 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0063 |
0.3% |
70% |
False |
False |
64,653 |
| 100 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0055 |
0.3% |
70% |
False |
False |
51,794 |
| 120 |
2.0072 |
1.9185 |
0.0887 |
4.5% |
0.0048 |
0.2% |
70% |
False |
False |
43,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9893 |
|
2.618 |
1.9867 |
|
1.618 |
1.9851 |
|
1.000 |
1.9841 |
|
0.618 |
1.9835 |
|
HIGH |
1.9825 |
|
0.618 |
1.9819 |
|
0.500 |
1.9817 |
|
0.382 |
1.9815 |
|
LOW |
1.9809 |
|
0.618 |
1.9799 |
|
1.000 |
1.9793 |
|
1.618 |
1.9783 |
|
2.618 |
1.9767 |
|
4.250 |
1.9741 |
|
|
| Fisher Pivots for day following 18-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9817 |
1.9790 |
| PP |
1.9814 |
1.9771 |
| S1 |
1.9812 |
1.9753 |
|