CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 13-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9720 |
1.9674 |
-0.0046 |
-0.2% |
1.9860 |
| High |
1.9768 |
1.9721 |
-0.0047 |
-0.2% |
1.9942 |
| Low |
1.9705 |
1.9655 |
-0.0050 |
-0.3% |
1.9621 |
| Close |
1.9743 |
1.9715 |
-0.0028 |
-0.1% |
1.9646 |
| Range |
0.0063 |
0.0066 |
0.0003 |
4.8% |
0.0321 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
19,904 |
32,881 |
12,977 |
65.2% |
41,454 |
|
| Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9895 |
1.9871 |
1.9751 |
|
| R3 |
1.9829 |
1.9805 |
1.9733 |
|
| R2 |
1.9763 |
1.9763 |
1.9727 |
|
| R1 |
1.9739 |
1.9739 |
1.9721 |
1.9751 |
| PP |
1.9697 |
1.9697 |
1.9697 |
1.9703 |
| S1 |
1.9673 |
1.9673 |
1.9709 |
1.9685 |
| S2 |
1.9631 |
1.9631 |
1.9703 |
|
| S3 |
1.9565 |
1.9607 |
1.9697 |
|
| S4 |
1.9499 |
1.9541 |
1.9679 |
|
|
| 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 |
1.9810 |
1.9621 |
0.0189 |
1.0% |
0.0060 |
0.3% |
50% |
False |
False |
25,419 |
| 10 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0045 |
0.2% |
29% |
False |
False |
13,802 |
| 20 |
1.9942 |
1.9621 |
0.0321 |
1.6% |
0.0037 |
0.2% |
29% |
False |
False |
7,043 |
| 40 |
2.0033 |
1.9621 |
0.0412 |
2.1% |
0.0019 |
0.1% |
23% |
False |
False |
3,572 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.3% |
0.0015 |
0.1% |
29% |
False |
False |
2,456 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
62% |
False |
False |
1,844 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0009 |
0.0% |
62% |
False |
False |
1,475 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0007 |
0.0% |
62% |
False |
False |
1,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0002 |
|
2.618 |
1.9894 |
|
1.618 |
1.9828 |
|
1.000 |
1.9787 |
|
0.618 |
1.9762 |
|
HIGH |
1.9721 |
|
0.618 |
1.9696 |
|
0.500 |
1.9688 |
|
0.382 |
1.9680 |
|
LOW |
1.9655 |
|
0.618 |
1.9614 |
|
1.000 |
1.9589 |
|
1.618 |
1.9548 |
|
2.618 |
1.9482 |
|
4.250 |
1.9375 |
|
|
| Fisher Pivots for day following 13-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9706 |
1.9711 |
| PP |
1.9697 |
1.9708 |
| S1 |
1.9688 |
1.9704 |
|