CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 30-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9804 |
1.9714 |
-0.0090 |
-0.5% |
1.9660 |
| High |
1.9860 |
1.9730 |
-0.0130 |
-0.7% |
1.9870 |
| Low |
1.9770 |
1.9710 |
-0.0060 |
-0.3% |
1.9660 |
| Close |
1.9777 |
1.9734 |
-0.0043 |
-0.2% |
1.9822 |
| Range |
0.0090 |
0.0020 |
-0.0070 |
-77.8% |
0.0210 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
| Volume |
123 |
669 |
546 |
443.9% |
1,662 |
|
| Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9785 |
1.9779 |
1.9745 |
|
| R3 |
1.9765 |
1.9759 |
1.9740 |
|
| R2 |
1.9745 |
1.9745 |
1.9738 |
|
| R1 |
1.9739 |
1.9739 |
1.9736 |
1.9742 |
| PP |
1.9725 |
1.9725 |
1.9725 |
1.9726 |
| S1 |
1.9719 |
1.9719 |
1.9732 |
1.9722 |
| S2 |
1.9705 |
1.9705 |
1.9730 |
|
| S3 |
1.9685 |
1.9699 |
1.9729 |
|
| S4 |
1.9665 |
1.9679 |
1.9723 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0414 |
2.0328 |
1.9938 |
|
| R3 |
2.0204 |
2.0118 |
1.9880 |
|
| R2 |
1.9994 |
1.9994 |
1.9861 |
|
| R1 |
1.9908 |
1.9908 |
1.9841 |
1.9951 |
| PP |
1.9784 |
1.9784 |
1.9784 |
1.9806 |
| S1 |
1.9698 |
1.9698 |
1.9803 |
1.9741 |
| S2 |
1.9574 |
1.9574 |
1.9784 |
|
| S3 |
1.9364 |
1.9488 |
1.9764 |
|
| S4 |
1.9154 |
1.9278 |
1.9707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9870 |
1.9710 |
0.0160 |
0.8% |
0.0040 |
0.2% |
15% |
False |
True |
328 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0028 |
0.1% |
35% |
False |
False |
284 |
| 20 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0015 |
0.1% |
27% |
False |
False |
196 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0011 |
0.1% |
33% |
False |
False |
172 |
| 60 |
2.0033 |
1.9273 |
0.0760 |
3.9% |
0.0007 |
0.0% |
61% |
False |
False |
158 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
64% |
False |
False |
119 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
64% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9815 |
|
2.618 |
1.9782 |
|
1.618 |
1.9762 |
|
1.000 |
1.9750 |
|
0.618 |
1.9742 |
|
HIGH |
1.9730 |
|
0.618 |
1.9722 |
|
0.500 |
1.9720 |
|
0.382 |
1.9718 |
|
LOW |
1.9710 |
|
0.618 |
1.9698 |
|
1.000 |
1.9690 |
|
1.618 |
1.9678 |
|
2.618 |
1.9658 |
|
4.250 |
1.9625 |
|
|
| Fisher Pivots for day following 30-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9729 |
1.9785 |
| PP |
1.9725 |
1.9768 |
| S1 |
1.9720 |
1.9751 |
|