CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 29-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0014 |
2.0030 |
0.0016 |
0.1% |
1.9973 |
| High |
2.0014 |
2.0057 |
0.0043 |
0.2% |
2.0057 |
| Low |
1.9985 |
2.0020 |
0.0035 |
0.2% |
1.9935 |
| Close |
1.9990 |
2.0055 |
0.0065 |
0.3% |
2.0055 |
| Range |
0.0029 |
0.0037 |
0.0008 |
27.6% |
0.0122 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
57,343 |
68,908 |
11,565 |
20.2% |
300,657 |
|
| Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0155 |
2.0142 |
2.0075 |
|
| R3 |
2.0118 |
2.0105 |
2.0065 |
|
| R2 |
2.0081 |
2.0081 |
2.0062 |
|
| R1 |
2.0068 |
2.0068 |
2.0058 |
2.0075 |
| PP |
2.0044 |
2.0044 |
2.0044 |
2.0047 |
| S1 |
2.0031 |
2.0031 |
2.0052 |
2.0038 |
| S2 |
2.0007 |
2.0007 |
2.0048 |
|
| S3 |
1.9970 |
1.9994 |
2.0045 |
|
| S4 |
1.9933 |
1.9957 |
2.0035 |
|
|
| Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0382 |
2.0340 |
2.0122 |
|
| R3 |
2.0260 |
2.0218 |
2.0089 |
|
| R2 |
2.0138 |
2.0138 |
2.0077 |
|
| R1 |
2.0096 |
2.0096 |
2.0066 |
2.0117 |
| PP |
2.0016 |
2.0016 |
2.0016 |
2.0026 |
| S1 |
1.9974 |
1.9974 |
2.0044 |
1.9995 |
| S2 |
1.9894 |
1.9894 |
2.0033 |
|
| S3 |
1.9772 |
1.9852 |
2.0021 |
|
| S4 |
1.9650 |
1.9730 |
1.9988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0057 |
1.9935 |
0.0122 |
0.6% |
0.0038 |
0.2% |
98% |
True |
False |
60,131 |
| 10 |
2.0057 |
1.9780 |
0.0277 |
1.4% |
0.0036 |
0.2% |
99% |
True |
False |
70,317 |
| 20 |
2.0057 |
1.9621 |
0.0436 |
2.2% |
0.0046 |
0.2% |
100% |
True |
False |
51,536 |
| 40 |
2.0057 |
1.9621 |
0.0436 |
2.2% |
0.0031 |
0.2% |
100% |
True |
False |
25,958 |
| 60 |
2.0057 |
1.9587 |
0.0470 |
2.3% |
0.0023 |
0.1% |
100% |
True |
False |
17,352 |
| 80 |
2.0057 |
1.9282 |
0.0775 |
3.9% |
0.0017 |
0.1% |
100% |
True |
False |
13,051 |
| 100 |
2.0057 |
1.9200 |
0.0857 |
4.3% |
0.0014 |
0.1% |
100% |
True |
False |
10,441 |
| 120 |
2.0057 |
1.9200 |
0.0857 |
4.3% |
0.0012 |
0.1% |
100% |
True |
False |
8,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0214 |
|
2.618 |
2.0154 |
|
1.618 |
2.0117 |
|
1.000 |
2.0094 |
|
0.618 |
2.0080 |
|
HIGH |
2.0057 |
|
0.618 |
2.0043 |
|
0.500 |
2.0039 |
|
0.382 |
2.0034 |
|
LOW |
2.0020 |
|
0.618 |
1.9997 |
|
1.000 |
1.9983 |
|
1.618 |
1.9960 |
|
2.618 |
1.9923 |
|
4.250 |
1.9863 |
|
|
| Fisher Pivots for day following 29-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0050 |
2.0035 |
| PP |
2.0044 |
2.0016 |
| S1 |
2.0039 |
1.9996 |
|