CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 20-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2006 |
20-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.8941 |
1.8972 |
0.0031 |
0.2% |
1.9017 |
| High |
1.8941 |
1.8972 |
0.0031 |
0.2% |
1.9017 |
| Low |
1.8941 |
1.8972 |
0.0031 |
0.2% |
1.8887 |
| Close |
1.8941 |
1.8972 |
0.0031 |
0.2% |
1.8941 |
| Range |
|
|
|
|
|
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 20-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8972 |
1.8972 |
1.8972 |
|
| R3 |
1.8972 |
1.8972 |
1.8972 |
|
| R2 |
1.8972 |
1.8972 |
1.8972 |
|
| R1 |
1.8972 |
1.8972 |
1.8972 |
1.8972 |
| PP |
1.8972 |
1.8972 |
1.8972 |
1.8972 |
| S1 |
1.8972 |
1.8972 |
1.8972 |
1.8972 |
| S2 |
1.8972 |
1.8972 |
1.8972 |
|
| S3 |
1.8972 |
1.8972 |
1.8972 |
|
| S4 |
1.8972 |
1.8972 |
1.8972 |
|
|
| Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9338 |
1.9270 |
1.9013 |
|
| R3 |
1.9208 |
1.9140 |
1.8977 |
|
| R2 |
1.9078 |
1.9078 |
1.8965 |
|
| R1 |
1.9010 |
1.9010 |
1.8953 |
1.8979 |
| PP |
1.8948 |
1.8948 |
1.8948 |
1.8933 |
| S1 |
1.8880 |
1.8880 |
1.8929 |
1.8849 |
| S2 |
1.8818 |
1.8818 |
1.8917 |
|
| S3 |
1.8688 |
1.8750 |
1.8905 |
|
| S4 |
1.8558 |
1.8620 |
1.8870 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8972 |
|
2.618 |
1.8972 |
|
1.618 |
1.8972 |
|
1.000 |
1.8972 |
|
0.618 |
1.8972 |
|
HIGH |
1.8972 |
|
0.618 |
1.8972 |
|
0.500 |
1.8972 |
|
0.382 |
1.8972 |
|
LOW |
1.8972 |
|
0.618 |
1.8972 |
|
1.000 |
1.8972 |
|
1.618 |
1.8972 |
|
2.618 |
1.8972 |
|
4.250 |
1.8972 |
|
|
| Fisher Pivots for day following 20-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.8972 |
1.8958 |
| PP |
1.8972 |
1.8944 |
| S1 |
1.8972 |
1.8930 |
|