CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 11-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2007 |
11-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9761 |
1.9797 |
0.0036 |
0.2% |
1.9905 |
| High |
1.9750 |
1.9820 |
0.0070 |
0.4% |
1.9930 |
| Low |
1.9750 |
1.9795 |
0.0045 |
0.2% |
1.9750 |
| Close |
1.9761 |
1.9799 |
0.0038 |
0.2% |
1.9799 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0180 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.6% |
0.0000 |
| Volume |
20 |
299 |
279 |
1,395.0% |
390 |
|
| Daily Pivots for day following 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9880 |
1.9864 |
1.9813 |
|
| R3 |
1.9855 |
1.9839 |
1.9806 |
|
| R2 |
1.9830 |
1.9830 |
1.9804 |
|
| R1 |
1.9814 |
1.9814 |
1.9801 |
1.9822 |
| PP |
1.9805 |
1.9805 |
1.9805 |
1.9809 |
| S1 |
1.9789 |
1.9789 |
1.9797 |
1.9797 |
| S2 |
1.9780 |
1.9780 |
1.9794 |
|
| S3 |
1.9755 |
1.9764 |
1.9792 |
|
| S4 |
1.9730 |
1.9739 |
1.9785 |
|
|
| Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0366 |
2.0263 |
1.9898 |
|
| R3 |
2.0186 |
2.0083 |
1.9849 |
|
| R2 |
2.0006 |
2.0006 |
1.9832 |
|
| R1 |
1.9903 |
1.9903 |
1.9816 |
1.9865 |
| PP |
1.9826 |
1.9826 |
1.9826 |
1.9807 |
| S1 |
1.9723 |
1.9723 |
1.9783 |
1.9685 |
| S2 |
1.9646 |
1.9646 |
1.9766 |
|
| S3 |
1.9466 |
1.9543 |
1.9750 |
|
| S4 |
1.9286 |
1.9363 |
1.9700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9930 |
1.9750 |
0.0180 |
0.9% |
0.0005 |
0.0% |
27% |
False |
False |
78 |
| 10 |
1.9974 |
1.9750 |
0.0224 |
1.1% |
0.0003 |
0.0% |
22% |
False |
False |
82 |
| 20 |
2.0033 |
1.9750 |
0.0283 |
1.4% |
0.0002 |
0.0% |
17% |
False |
False |
94 |
| 40 |
2.0033 |
1.9421 |
0.0612 |
3.1% |
0.0004 |
0.0% |
62% |
False |
False |
153 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
72% |
False |
False |
105 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
72% |
False |
False |
79 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
72% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9926 |
|
2.618 |
1.9885 |
|
1.618 |
1.9860 |
|
1.000 |
1.9845 |
|
0.618 |
1.9835 |
|
HIGH |
1.9820 |
|
0.618 |
1.9810 |
|
0.500 |
1.9808 |
|
0.382 |
1.9805 |
|
LOW |
1.9795 |
|
0.618 |
1.9780 |
|
1.000 |
1.9770 |
|
1.618 |
1.9755 |
|
2.618 |
1.9730 |
|
4.250 |
1.9689 |
|
|
| Fisher Pivots for day following 11-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9808 |
1.9840 |
| PP |
1.9805 |
1.9826 |
| S1 |
1.9802 |
1.9813 |
|