CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 01-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9778 |
1.9770 |
-0.0008 |
0.0% |
1.9804 |
| High |
1.9778 |
1.9795 |
0.0017 |
0.1% |
1.9860 |
| Low |
1.9778 |
1.9760 |
-0.0018 |
-0.1% |
1.9710 |
| Close |
1.9773 |
1.9798 |
0.0025 |
0.1% |
1.9798 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0150 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
480 |
3,415 |
2,935 |
611.5% |
4,687 |
|
| Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9889 |
1.9879 |
1.9817 |
|
| R3 |
1.9854 |
1.9844 |
1.9808 |
|
| R2 |
1.9819 |
1.9819 |
1.9804 |
|
| R1 |
1.9809 |
1.9809 |
1.9801 |
1.9814 |
| PP |
1.9784 |
1.9784 |
1.9784 |
1.9787 |
| S1 |
1.9774 |
1.9774 |
1.9795 |
1.9779 |
| S2 |
1.9749 |
1.9749 |
1.9792 |
|
| S3 |
1.9714 |
1.9739 |
1.9788 |
|
| S4 |
1.9679 |
1.9704 |
1.9779 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0239 |
2.0169 |
1.9881 |
|
| R3 |
2.0089 |
2.0019 |
1.9839 |
|
| R2 |
1.9939 |
1.9939 |
1.9826 |
|
| R1 |
1.9869 |
1.9869 |
1.9812 |
1.9829 |
| PP |
1.9789 |
1.9789 |
1.9789 |
1.9770 |
| S1 |
1.9719 |
1.9719 |
1.9784 |
1.9679 |
| S2 |
1.9639 |
1.9639 |
1.9771 |
|
| S3 |
1.9489 |
1.9569 |
1.9757 |
|
| S4 |
1.9339 |
1.9419 |
1.9716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9860 |
1.9710 |
0.0150 |
0.8% |
0.0034 |
0.2% |
59% |
False |
False |
998 |
| 10 |
1.9870 |
1.9660 |
0.0210 |
1.1% |
0.0032 |
0.2% |
66% |
False |
False |
647 |
| 20 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0017 |
0.1% |
51% |
False |
False |
381 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0012 |
0.1% |
47% |
False |
False |
260 |
| 60 |
2.0033 |
1.9282 |
0.0751 |
3.8% |
0.0008 |
0.0% |
69% |
False |
False |
223 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
72% |
False |
False |
168 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
72% |
False |
False |
134 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
72% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9944 |
|
2.618 |
1.9887 |
|
1.618 |
1.9852 |
|
1.000 |
1.9830 |
|
0.618 |
1.9817 |
|
HIGH |
1.9795 |
|
0.618 |
1.9782 |
|
0.500 |
1.9778 |
|
0.382 |
1.9773 |
|
LOW |
1.9760 |
|
0.618 |
1.9738 |
|
1.000 |
1.9725 |
|
1.618 |
1.9703 |
|
2.618 |
1.9668 |
|
4.250 |
1.9611 |
|
|
| Fisher Pivots for day following 01-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9791 |
1.9783 |
| PP |
1.9784 |
1.9768 |
| S1 |
1.9778 |
1.9753 |
|