CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 04-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9770 |
1.9860 |
0.0090 |
0.5% |
1.9804 |
| High |
1.9795 |
1.9908 |
0.0113 |
0.6% |
1.9860 |
| Low |
1.9760 |
1.9860 |
0.0100 |
0.5% |
1.9710 |
| Close |
1.9798 |
1.9880 |
0.0082 |
0.4% |
1.9798 |
| Range |
0.0035 |
0.0048 |
0.0013 |
37.1% |
0.0150 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
6.4% |
0.0000 |
| Volume |
3,415 |
446 |
-2,969 |
-86.9% |
4,687 |
|
| Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0027 |
2.0001 |
1.9906 |
|
| R3 |
1.9979 |
1.9953 |
1.9893 |
|
| R2 |
1.9931 |
1.9931 |
1.9889 |
|
| R1 |
1.9905 |
1.9905 |
1.9884 |
1.9918 |
| PP |
1.9883 |
1.9883 |
1.9883 |
1.9889 |
| S1 |
1.9857 |
1.9857 |
1.9876 |
1.9870 |
| S2 |
1.9835 |
1.9835 |
1.9871 |
|
| S3 |
1.9787 |
1.9809 |
1.9867 |
|
| S4 |
1.9739 |
1.9761 |
1.9854 |
|
|
| 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 |
1.9908 |
1.9710 |
0.0198 |
1.0% |
0.0039 |
0.2% |
86% |
True |
False |
1,026 |
| 10 |
1.9908 |
1.9660 |
0.0248 |
1.2% |
0.0031 |
0.2% |
89% |
True |
False |
679 |
| 20 |
1.9930 |
1.9660 |
0.0270 |
1.4% |
0.0020 |
0.1% |
81% |
False |
False |
396 |
| 40 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0013 |
0.1% |
66% |
False |
False |
261 |
| 60 |
2.0033 |
1.9282 |
0.0751 |
3.8% |
0.0009 |
0.0% |
80% |
False |
False |
230 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
82% |
False |
False |
173 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
82% |
False |
False |
139 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0004 |
0.0% |
82% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0112 |
|
2.618 |
2.0034 |
|
1.618 |
1.9986 |
|
1.000 |
1.9956 |
|
0.618 |
1.9938 |
|
HIGH |
1.9908 |
|
0.618 |
1.9890 |
|
0.500 |
1.9884 |
|
0.382 |
1.9878 |
|
LOW |
1.9860 |
|
0.618 |
1.9830 |
|
1.000 |
1.9812 |
|
1.618 |
1.9782 |
|
2.618 |
1.9734 |
|
4.250 |
1.9656 |
|
|
| Fisher Pivots for day following 04-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9884 |
1.9865 |
| PP |
1.9883 |
1.9849 |
| S1 |
1.9881 |
1.9834 |
|