CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 06-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9942 |
1.9908 |
-0.0034 |
-0.2% |
1.9804 |
| High |
1.9942 |
1.9908 |
-0.0034 |
-0.2% |
1.9860 |
| Low |
1.9899 |
1.9880 |
-0.0019 |
-0.1% |
1.9710 |
| Close |
1.9899 |
1.9903 |
0.0004 |
0.0% |
1.9798 |
| Range |
0.0043 |
0.0028 |
-0.0015 |
-34.9% |
0.0150 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
2,278 |
4,315 |
2,037 |
89.4% |
4,687 |
|
| Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9981 |
1.9970 |
1.9918 |
|
| R3 |
1.9953 |
1.9942 |
1.9911 |
|
| R2 |
1.9925 |
1.9925 |
1.9908 |
|
| R1 |
1.9914 |
1.9914 |
1.9906 |
1.9906 |
| PP |
1.9897 |
1.9897 |
1.9897 |
1.9893 |
| S1 |
1.9886 |
1.9886 |
1.9900 |
1.9878 |
| S2 |
1.9869 |
1.9869 |
1.9898 |
|
| S3 |
1.9841 |
1.9858 |
1.9895 |
|
| S4 |
1.9813 |
1.9830 |
1.9888 |
|
|
| 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 |
1.9942 |
1.9760 |
0.0182 |
0.9% |
0.0031 |
0.2% |
79% |
False |
False |
2,186 |
| 10 |
1.9942 |
1.9710 |
0.0232 |
1.2% |
0.0035 |
0.2% |
83% |
False |
False |
1,257 |
| 20 |
1.9942 |
1.9660 |
0.0282 |
1.4% |
0.0023 |
0.1% |
86% |
False |
False |
724 |
| 40 |
2.0033 |
1.9660 |
0.0373 |
1.9% |
0.0014 |
0.1% |
65% |
False |
False |
424 |
| 60 |
2.0033 |
1.9331 |
0.0702 |
3.5% |
0.0010 |
0.1% |
81% |
False |
False |
340 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
84% |
False |
False |
255 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0006 |
0.0% |
84% |
False |
False |
205 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0005 |
0.0% |
84% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0027 |
|
2.618 |
1.9981 |
|
1.618 |
1.9953 |
|
1.000 |
1.9936 |
|
0.618 |
1.9925 |
|
HIGH |
1.9908 |
|
0.618 |
1.9897 |
|
0.500 |
1.9894 |
|
0.382 |
1.9891 |
|
LOW |
1.9880 |
|
0.618 |
1.9863 |
|
1.000 |
1.9852 |
|
1.618 |
1.9835 |
|
2.618 |
1.9807 |
|
4.250 |
1.9761 |
|
|
| Fisher Pivots for day following 06-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9900 |
1.9902 |
| PP |
1.9897 |
1.9902 |
| S1 |
1.9894 |
1.9901 |
|