CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 08-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2007 |
08-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9303 |
1.9395 |
0.0092 |
0.5% |
1.9737 |
| High |
1.9280 |
1.9395 |
0.0115 |
0.6% |
1.9740 |
| Low |
1.9280 |
1.9380 |
0.0100 |
0.5% |
1.9280 |
| Close |
1.9303 |
1.9377 |
0.0074 |
0.4% |
1.9303 |
| Range |
0.0000 |
0.0015 |
0.0015 |
|
0.0460 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
111 |
205 |
94 |
84.7% |
272 |
|
| Daily Pivots for day following 08-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9429 |
1.9418 |
1.9385 |
|
| R3 |
1.9414 |
1.9403 |
1.9381 |
|
| R2 |
1.9399 |
1.9399 |
1.9380 |
|
| R1 |
1.9388 |
1.9388 |
1.9378 |
1.9386 |
| PP |
1.9384 |
1.9384 |
1.9384 |
1.9383 |
| S1 |
1.9373 |
1.9373 |
1.9376 |
1.9371 |
| S2 |
1.9369 |
1.9369 |
1.9374 |
|
| S3 |
1.9354 |
1.9358 |
1.9373 |
|
| S4 |
1.9339 |
1.9343 |
1.9369 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0821 |
2.0522 |
1.9556 |
|
| R3 |
2.0361 |
2.0062 |
1.9430 |
|
| R2 |
1.9901 |
1.9901 |
1.9387 |
|
| R1 |
1.9602 |
1.9602 |
1.9345 |
1.9522 |
| PP |
1.9441 |
1.9441 |
1.9441 |
1.9401 |
| S1 |
1.9142 |
1.9142 |
1.9261 |
1.9062 |
| S2 |
1.8981 |
1.8981 |
1.9219 |
|
| S3 |
1.8521 |
1.8682 |
1.9177 |
|
| S4 |
1.8061 |
1.8222 |
1.9050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0003 |
0.0% |
21% |
False |
False |
95 |
| 10 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0006 |
0.0% |
21% |
False |
False |
152 |
| 20 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0003 |
0.0% |
21% |
False |
False |
79 |
| 40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
53% |
False |
False |
40 |
| 60 |
1.9805 |
1.8589 |
0.1216 |
6.3% |
0.0003 |
0.0% |
65% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9459 |
|
2.618 |
1.9434 |
|
1.618 |
1.9419 |
|
1.000 |
1.9410 |
|
0.618 |
1.9404 |
|
HIGH |
1.9395 |
|
0.618 |
1.9389 |
|
0.500 |
1.9388 |
|
0.382 |
1.9386 |
|
LOW |
1.9380 |
|
0.618 |
1.9371 |
|
1.000 |
1.9365 |
|
1.618 |
1.9356 |
|
2.618 |
1.9341 |
|
4.250 |
1.9316 |
|
|
| Fisher Pivots for day following 08-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9388 |
1.9372 |
| PP |
1.9384 |
1.9367 |
| S1 |
1.9381 |
1.9362 |
|