CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 26-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9973 |
1.9969 |
-0.0004 |
0.0% |
1.9804 |
| High |
1.9985 |
1.9997 |
0.0012 |
0.1% |
1.9976 |
| Low |
1.9935 |
1.9959 |
0.0024 |
0.1% |
1.9780 |
| Close |
1.9965 |
1.9968 |
0.0003 |
0.0% |
1.9971 |
| Range |
0.0050 |
0.0038 |
-0.0012 |
-24.0% |
0.0196 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
64,078 |
50,238 |
-13,840 |
-21.6% |
402,516 |
|
| Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0089 |
2.0066 |
1.9989 |
|
| R3 |
2.0051 |
2.0028 |
1.9978 |
|
| R2 |
2.0013 |
2.0013 |
1.9975 |
|
| R1 |
1.9990 |
1.9990 |
1.9971 |
1.9983 |
| PP |
1.9975 |
1.9975 |
1.9975 |
1.9971 |
| S1 |
1.9952 |
1.9952 |
1.9965 |
1.9945 |
| S2 |
1.9937 |
1.9937 |
1.9961 |
|
| S3 |
1.9899 |
1.9914 |
1.9958 |
|
| S4 |
1.9861 |
1.9876 |
1.9947 |
|
|
| 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 |
1.9997 |
1.9890 |
0.0107 |
0.5% |
0.0038 |
0.2% |
73% |
True |
False |
68,402 |
| 10 |
1.9997 |
1.9634 |
0.0363 |
1.8% |
0.0047 |
0.2% |
92% |
True |
False |
74,313 |
| 20 |
1.9997 |
1.9621 |
0.0376 |
1.9% |
0.0044 |
0.2% |
92% |
True |
False |
42,447 |
| 40 |
1.9997 |
1.9621 |
0.0376 |
1.9% |
0.0029 |
0.1% |
92% |
True |
False |
21,306 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0021 |
0.1% |
85% |
False |
False |
14,262 |
| 80 |
2.0033 |
1.9268 |
0.0765 |
3.8% |
0.0016 |
0.1% |
92% |
False |
False |
10,722 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0013 |
0.1% |
92% |
False |
False |
8,578 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
92% |
False |
False |
7,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0159 |
|
2.618 |
2.0096 |
|
1.618 |
2.0058 |
|
1.000 |
2.0035 |
|
0.618 |
2.0020 |
|
HIGH |
1.9997 |
|
0.618 |
1.9982 |
|
0.500 |
1.9978 |
|
0.382 |
1.9974 |
|
LOW |
1.9959 |
|
0.618 |
1.9936 |
|
1.000 |
1.9921 |
|
1.618 |
1.9898 |
|
2.618 |
1.9860 |
|
4.250 |
1.9798 |
|
|
| Fisher Pivots for day following 26-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9978 |
1.9966 |
| PP |
1.9975 |
1.9963 |
| S1 |
1.9971 |
1.9961 |
|