CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 28-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9946 |
2.0014 |
0.0068 |
0.3% |
1.9804 |
| High |
1.9970 |
2.0014 |
0.0044 |
0.2% |
1.9976 |
| Low |
1.9935 |
1.9985 |
0.0050 |
0.3% |
1.9780 |
| Close |
1.9957 |
1.9990 |
0.0033 |
0.2% |
1.9971 |
| Range |
0.0035 |
0.0029 |
-0.0006 |
-17.1% |
0.0196 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
60,090 |
57,343 |
-2,747 |
-4.6% |
402,516 |
|
| Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0083 |
2.0066 |
2.0006 |
|
| R3 |
2.0054 |
2.0037 |
1.9998 |
|
| R2 |
2.0025 |
2.0025 |
1.9995 |
|
| R1 |
2.0008 |
2.0008 |
1.9993 |
2.0002 |
| PP |
1.9996 |
1.9996 |
1.9996 |
1.9994 |
| S1 |
1.9979 |
1.9979 |
1.9987 |
1.9973 |
| S2 |
1.9967 |
1.9967 |
1.9985 |
|
| S3 |
1.9938 |
1.9950 |
1.9982 |
|
| S4 |
1.9909 |
1.9921 |
1.9974 |
|
|
| 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 |
2.0014 |
1.9925 |
0.0089 |
0.4% |
0.0041 |
0.2% |
73% |
True |
False |
59,018 |
| 10 |
2.0014 |
1.9678 |
0.0336 |
1.7% |
0.0041 |
0.2% |
93% |
True |
False |
73,411 |
| 20 |
2.0014 |
1.9621 |
0.0393 |
2.0% |
0.0046 |
0.2% |
94% |
True |
False |
48,261 |
| 40 |
2.0014 |
1.9621 |
0.0393 |
2.0% |
0.0031 |
0.2% |
94% |
True |
False |
24,239 |
| 60 |
2.0033 |
1.9587 |
0.0446 |
2.2% |
0.0022 |
0.1% |
90% |
False |
False |
16,206 |
| 80 |
2.0033 |
1.9273 |
0.0760 |
3.8% |
0.0017 |
0.1% |
94% |
False |
False |
12,190 |
| 100 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0014 |
0.1% |
95% |
False |
False |
9,752 |
| 120 |
2.0033 |
1.9200 |
0.0833 |
4.2% |
0.0011 |
0.1% |
95% |
False |
False |
8,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0137 |
|
2.618 |
2.0090 |
|
1.618 |
2.0061 |
|
1.000 |
2.0043 |
|
0.618 |
2.0032 |
|
HIGH |
2.0014 |
|
0.618 |
2.0003 |
|
0.500 |
2.0000 |
|
0.382 |
1.9996 |
|
LOW |
1.9985 |
|
0.618 |
1.9967 |
|
1.000 |
1.9956 |
|
1.618 |
1.9938 |
|
2.618 |
1.9909 |
|
4.250 |
1.9862 |
|
|
| Fisher Pivots for day following 28-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0000 |
1.9985 |
| PP |
1.9996 |
1.9980 |
| S1 |
1.9993 |
1.9975 |
|