CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 09-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2006 |
09-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9065 |
1.9061 |
-0.0004 |
0.0% |
1.9035 |
| High |
1.9065 |
1.9061 |
-0.0004 |
0.0% |
1.9127 |
| Low |
1.9065 |
1.9061 |
-0.0004 |
0.0% |
1.9020 |
| Close |
1.9065 |
1.9061 |
-0.0004 |
0.0% |
1.9020 |
| Range |
|
|
|
|
|
| ATR |
0.0053 |
0.0050 |
-0.0004 |
-6.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9061 |
1.9061 |
1.9061 |
|
| R3 |
1.9061 |
1.9061 |
1.9061 |
|
| R2 |
1.9061 |
1.9061 |
1.9061 |
|
| R1 |
1.9061 |
1.9061 |
1.9061 |
1.9061 |
| PP |
1.9061 |
1.9061 |
1.9061 |
1.9061 |
| S1 |
1.9061 |
1.9061 |
1.9061 |
1.9061 |
| S2 |
1.9061 |
1.9061 |
1.9061 |
|
| S3 |
1.9061 |
1.9061 |
1.9061 |
|
| S4 |
1.9061 |
1.9061 |
1.9061 |
|
|
| Weekly Pivots for week ending 03-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9377 |
1.9305 |
1.9079 |
|
| R3 |
1.9270 |
1.9198 |
1.9049 |
|
| R2 |
1.9163 |
1.9163 |
1.9040 |
|
| R1 |
1.9091 |
1.9091 |
1.9030 |
1.9074 |
| PP |
1.9056 |
1.9056 |
1.9056 |
1.9047 |
| S1 |
1.8984 |
1.8984 |
1.9010 |
1.8967 |
| S2 |
1.8949 |
1.8949 |
1.9000 |
|
| S3 |
1.8842 |
1.8877 |
1.8991 |
|
| S4 |
1.8735 |
1.8770 |
1.8961 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9061 |
|
2.618 |
1.9061 |
|
1.618 |
1.9061 |
|
1.000 |
1.9061 |
|
0.618 |
1.9061 |
|
HIGH |
1.9061 |
|
0.618 |
1.9061 |
|
0.500 |
1.9061 |
|
0.382 |
1.9061 |
|
LOW |
1.9061 |
|
0.618 |
1.9061 |
|
1.000 |
1.9061 |
|
1.618 |
1.9061 |
|
2.618 |
1.9061 |
|
4.250 |
1.9061 |
|
|
| Fisher Pivots for day following 09-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.9061 |
1.9063 |
| PP |
1.9061 |
1.9062 |
| S1 |
1.9061 |
1.9062 |
|