CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 18-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2006 |
18-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9501 |
1.9493 |
-0.0008 |
0.0% |
1.9584 |
| High |
1.9501 |
1.9493 |
-0.0008 |
0.0% |
1.9695 |
| Low |
1.9501 |
1.9493 |
-0.0008 |
0.0% |
1.9501 |
| Close |
1.9501 |
1.9493 |
-0.0008 |
0.0% |
1.9501 |
| Range |
|
|
|
|
|
| ATR |
0.0075 |
0.0070 |
-0.0005 |
-6.4% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
27 |
|
| Daily Pivots for day following 18-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9493 |
1.9493 |
1.9493 |
|
| R3 |
1.9493 |
1.9493 |
1.9493 |
|
| R2 |
1.9493 |
1.9493 |
1.9493 |
|
| R1 |
1.9493 |
1.9493 |
1.9493 |
1.9493 |
| PP |
1.9493 |
1.9493 |
1.9493 |
1.9493 |
| S1 |
1.9493 |
1.9493 |
1.9493 |
1.9493 |
| S2 |
1.9493 |
1.9493 |
1.9493 |
|
| S3 |
1.9493 |
1.9493 |
1.9493 |
|
| S4 |
1.9493 |
1.9493 |
1.9493 |
|
|
| Weekly Pivots for week ending 15-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0148 |
2.0018 |
1.9608 |
|
| R3 |
1.9954 |
1.9824 |
1.9554 |
|
| R2 |
1.9760 |
1.9760 |
1.9537 |
|
| R1 |
1.9630 |
1.9630 |
1.9519 |
1.9598 |
| PP |
1.9566 |
1.9566 |
1.9566 |
1.9550 |
| S1 |
1.9436 |
1.9436 |
1.9483 |
1.9404 |
| S2 |
1.9372 |
1.9372 |
1.9465 |
|
| S3 |
1.9178 |
1.9242 |
1.9448 |
|
| S4 |
1.8984 |
1.9048 |
1.9394 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9493 |
|
2.618 |
1.9493 |
|
1.618 |
1.9493 |
|
1.000 |
1.9493 |
|
0.618 |
1.9493 |
|
HIGH |
1.9493 |
|
0.618 |
1.9493 |
|
0.500 |
1.9493 |
|
0.382 |
1.9493 |
|
LOW |
1.9493 |
|
0.618 |
1.9493 |
|
1.000 |
1.9493 |
|
1.618 |
1.9493 |
|
2.618 |
1.9493 |
|
4.250 |
1.9493 |
|
|
| Fisher Pivots for day following 18-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.9493 |
1.9549 |
| PP |
1.9493 |
1.9530 |
| S1 |
1.9493 |
1.9512 |
|