CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 22-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9908 |
1.9956 |
0.0048 |
0.2% |
1.9804 |
| High |
1.9923 |
1.9976 |
0.0053 |
0.3% |
1.9976 |
| Low |
1.9890 |
1.9925 |
0.0035 |
0.2% |
1.9780 |
| Close |
1.9898 |
1.9971 |
0.0073 |
0.4% |
1.9971 |
| Range |
0.0033 |
0.0051 |
0.0018 |
54.5% |
0.0196 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
0.7% |
0.0000 |
| Volume |
78,088 |
63,342 |
-14,746 |
-18.9% |
402,516 |
|
| Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0110 |
2.0092 |
1.9999 |
|
| R3 |
2.0059 |
2.0041 |
1.9985 |
|
| R2 |
2.0008 |
2.0008 |
1.9980 |
|
| R1 |
1.9990 |
1.9990 |
1.9976 |
1.9999 |
| PP |
1.9957 |
1.9957 |
1.9957 |
1.9962 |
| S1 |
1.9939 |
1.9939 |
1.9966 |
1.9948 |
| S2 |
1.9906 |
1.9906 |
1.9962 |
|
| S3 |
1.9855 |
1.9888 |
1.9957 |
|
| S4 |
1.9804 |
1.9837 |
1.9943 |
|
|
| Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0497 |
2.0430 |
2.0079 |
|
| R3 |
2.0301 |
2.0234 |
2.0025 |
|
| R2 |
2.0105 |
2.0105 |
2.0007 |
|
| R1 |
2.0038 |
2.0038 |
1.9989 |
2.0072 |
| PP |
1.9909 |
1.9909 |
1.9909 |
1.9926 |
| S1 |
1.9842 |
1.9842 |
1.9953 |
1.9876 |
| S2 |
1.9713 |
1.9713 |
1.9935 |
|
| S3 |
1.9517 |
1.9646 |
1.9917 |
|
| S4 |
1.9321 |
1.9450 |
1.9863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9976 |
1.9780 |
0.0196 |
1.0% |
0.0034 |
0.2% |
97% |
True |
False |
80,503 |
| 10 |
1.9976 |
1.9634 |
0.0342 |
1.7% |
0.0048 |
0.2% |
99% |
True |
False |
68,861 |
| 20 |
1.9976 |
1.9621 |
0.0355 |
1.8% |
0.0045 |
0.2% |
99% |
True |
False |
36,753 |
| 40 |
1.9976 |
1.9621 |
0.0355 |
1.8% |
0.0027 |
0.1% |
99% |
True |
False |
18,453 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0020 |
0.1% |
86% |
False |
False |
12,369 |
| 80 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0015 |
0.1% |
93% |
False |
False |
9,293 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0012 |
0.1% |
93% |
False |
False |
7,435 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0010 |
0.1% |
93% |
False |
False |
6,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0193 |
|
2.618 |
2.0110 |
|
1.618 |
2.0059 |
|
1.000 |
2.0027 |
|
0.618 |
2.0008 |
|
HIGH |
1.9976 |
|
0.618 |
1.9957 |
|
0.500 |
1.9951 |
|
0.382 |
1.9944 |
|
LOW |
1.9925 |
|
0.618 |
1.9893 |
|
1.000 |
1.9874 |
|
1.618 |
1.9842 |
|
2.618 |
1.9791 |
|
4.250 |
1.9708 |
|
|
| Fisher Pivots for day following 22-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9964 |
1.9958 |
| PP |
1.9957 |
1.9946 |
| S1 |
1.9951 |
1.9933 |
|