CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 12-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9661 |
1.9720 |
0.0059 |
0.3% |
1.9860 |
| High |
1.9680 |
1.9768 |
0.0088 |
0.4% |
1.9942 |
| Low |
1.9640 |
1.9705 |
0.0065 |
0.3% |
1.9621 |
| Close |
1.9671 |
1.9743 |
0.0072 |
0.4% |
1.9646 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0321 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.8% |
0.0000 |
| Volume |
39,895 |
19,904 |
-19,991 |
-50.1% |
41,454 |
|
| Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9928 |
1.9898 |
1.9778 |
|
| R3 |
1.9865 |
1.9835 |
1.9760 |
|
| R2 |
1.9802 |
1.9802 |
1.9755 |
|
| R1 |
1.9772 |
1.9772 |
1.9749 |
1.9787 |
| PP |
1.9739 |
1.9739 |
1.9739 |
1.9746 |
| S1 |
1.9709 |
1.9709 |
1.9737 |
1.9724 |
| S2 |
1.9676 |
1.9676 |
1.9731 |
|
| S3 |
1.9613 |
1.9646 |
1.9726 |
|
| S4 |
1.9550 |
1.9583 |
1.9708 |
|
|
| Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0699 |
2.0494 |
1.9823 |
|
| R3 |
2.0378 |
2.0173 |
1.9734 |
|
| R2 |
2.0057 |
2.0057 |
1.9705 |
|
| R1 |
1.9852 |
1.9852 |
1.9675 |
1.9794 |
| PP |
1.9736 |
1.9736 |
1.9736 |
1.9708 |
| S1 |
1.9531 |
1.9531 |
1.9617 |
1.9473 |
| S2 |
1.9415 |
1.9415 |
1.9587 |
|
| S3 |
1.9094 |
1.9210 |
1.9558 |
|
| S4 |
1.8773 |
1.8889 |
1.9469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9908 |
1.9621 |
0.0287 |
1.5% |
0.0052 |
0.3% |
43% |
False |
False |
19,705 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0041 |
0.2% |
38% |
False |
False |
10,581 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0033 |
0.2% |
38% |
False |
False |
5,404 |
| 40 |
2.0033 |
1.9621 |
0.0412 |
2.1% |
0.0018 |
0.1% |
30% |
False |
False |
2,751 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0014 |
0.1% |
35% |
False |
False |
1,908 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.1% |
65% |
False |
False |
1,433 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0008 |
0.0% |
65% |
False |
False |
1,147 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
65% |
False |
False |
956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0036 |
|
2.618 |
1.9933 |
|
1.618 |
1.9870 |
|
1.000 |
1.9831 |
|
0.618 |
1.9807 |
|
HIGH |
1.9768 |
|
0.618 |
1.9744 |
|
0.500 |
1.9737 |
|
0.382 |
1.9729 |
|
LOW |
1.9705 |
|
0.618 |
1.9666 |
|
1.000 |
1.9642 |
|
1.618 |
1.9603 |
|
2.618 |
1.9540 |
|
4.250 |
1.9437 |
|
|
| Fisher Pivots for day following 12-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9741 |
1.9727 |
| PP |
1.9739 |
1.9711 |
| S1 |
1.9737 |
1.9695 |
|