CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 24-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9862 |
1.9830 |
-0.0032 |
-0.2% |
1.9760 |
| High |
1.9865 |
1.9870 |
0.0005 |
0.0% |
1.9840 |
| Low |
1.9840 |
1.9830 |
-0.0010 |
-0.1% |
1.9688 |
| Close |
1.9838 |
1.9836 |
-0.0002 |
0.0% |
1.9725 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0152 |
| ATR |
0.0062 |
0.0061 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
114 |
433 |
319 |
279.8% |
747 |
|
| Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9965 |
1.9941 |
1.9858 |
|
| R3 |
1.9925 |
1.9901 |
1.9847 |
|
| R2 |
1.9885 |
1.9885 |
1.9843 |
|
| R1 |
1.9861 |
1.9861 |
1.9840 |
1.9873 |
| PP |
1.9845 |
1.9845 |
1.9845 |
1.9852 |
| S1 |
1.9821 |
1.9821 |
1.9832 |
1.9833 |
| S2 |
1.9805 |
1.9805 |
1.9829 |
|
| S3 |
1.9765 |
1.9781 |
1.9825 |
|
| S4 |
1.9725 |
1.9741 |
1.9814 |
|
|
| 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 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0029 |
0.1% |
84% |
True |
False |
297 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0017 |
0.1% |
84% |
True |
False |
240 |
| 20 |
1.9974 |
1.9660 |
0.0314 |
1.6% |
0.0009 |
0.0% |
56% |
False |
False |
154 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0007 |
0.0% |
56% |
False |
False |
177 |
| 60 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
76% |
False |
False |
140 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
76% |
False |
False |
105 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0003 |
0.0% |
76% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0040 |
|
2.618 |
1.9975 |
|
1.618 |
1.9935 |
|
1.000 |
1.9910 |
|
0.618 |
1.9895 |
|
HIGH |
1.9870 |
|
0.618 |
1.9855 |
|
0.500 |
1.9850 |
|
0.382 |
1.9845 |
|
LOW |
1.9830 |
|
0.618 |
1.9805 |
|
1.000 |
1.9790 |
|
1.618 |
1.9765 |
|
2.618 |
1.9725 |
|
4.250 |
1.9660 |
|
|
| Fisher Pivots for day following 24-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9850 |
1.9827 |
| PP |
1.9845 |
1.9819 |
| S1 |
1.9841 |
1.9810 |
|