CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 18-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9720 |
1.9688 |
-0.0032 |
-0.2% |
1.9760 |
| High |
1.9720 |
1.9740 |
0.0020 |
0.1% |
1.9840 |
| Low |
1.9720 |
1.9688 |
-0.0032 |
-0.2% |
1.9688 |
| Close |
1.9720 |
1.9725 |
0.0005 |
0.0% |
1.9725 |
| Range |
0.0000 |
0.0052 |
0.0052 |
|
0.0152 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
91 |
128 |
37 |
40.7% |
747 |
|
| Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9874 |
1.9851 |
1.9754 |
|
| R3 |
1.9822 |
1.9799 |
1.9739 |
|
| R2 |
1.9770 |
1.9770 |
1.9735 |
|
| R1 |
1.9747 |
1.9747 |
1.9730 |
1.9759 |
| PP |
1.9718 |
1.9718 |
1.9718 |
1.9723 |
| S1 |
1.9695 |
1.9695 |
1.9720 |
1.9707 |
| S2 |
1.9666 |
1.9666 |
1.9715 |
|
| S3 |
1.9614 |
1.9643 |
1.9711 |
|
| S4 |
1.9562 |
1.9591 |
1.9696 |
|
|
| Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0207 |
2.0118 |
1.9809 |
|
| R3 |
2.0055 |
1.9966 |
1.9767 |
|
| R2 |
1.9903 |
1.9903 |
1.9753 |
|
| R1 |
1.9814 |
1.9814 |
1.9739 |
1.9783 |
| PP |
1.9751 |
1.9751 |
1.9751 |
1.9735 |
| S1 |
1.9662 |
1.9662 |
1.9711 |
1.9631 |
| S2 |
1.9599 |
1.9599 |
1.9697 |
|
| S3 |
1.9447 |
1.9510 |
1.9683 |
|
| S4 |
1.9295 |
1.9358 |
1.9641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9840 |
1.9688 |
0.0152 |
0.8% |
0.0010 |
0.1% |
24% |
False |
True |
149 |
| 10 |
1.9930 |
1.9688 |
0.0242 |
1.2% |
0.0008 |
0.0% |
15% |
False |
True |
113 |
| 20 |
1.9995 |
1.9688 |
0.0307 |
1.6% |
0.0004 |
0.0% |
12% |
False |
True |
97 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0005 |
0.0% |
31% |
False |
False |
158 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
63% |
False |
False |
117 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
63% |
False |
False |
88 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0002 |
0.0% |
63% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9961 |
|
2.618 |
1.9876 |
|
1.618 |
1.9824 |
|
1.000 |
1.9792 |
|
0.618 |
1.9772 |
|
HIGH |
1.9740 |
|
0.618 |
1.9720 |
|
0.500 |
1.9714 |
|
0.382 |
1.9708 |
|
LOW |
1.9688 |
|
0.618 |
1.9656 |
|
1.000 |
1.9636 |
|
1.618 |
1.9604 |
|
2.618 |
1.9552 |
|
4.250 |
1.9467 |
|
|
| Fisher Pivots for day following 18-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9721 |
1.9724 |
| PP |
1.9718 |
1.9724 |
| S1 |
1.9714 |
1.9723 |
|