CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 24-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2007 |
24-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9804 |
1.9657 |
-0.0147 |
-0.7% |
1.9609 |
| High |
1.9900 |
1.9700 |
-0.0200 |
-1.0% |
1.9720 |
| Low |
1.9800 |
1.9700 |
-0.0100 |
-0.5% |
1.9610 |
| Close |
1.9804 |
1.9657 |
-0.0147 |
-0.7% |
1.9718 |
| Range |
0.0100 |
0.0000 |
-0.0100 |
-100.0% |
0.0110 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.7% |
0.0000 |
| Volume |
30 |
207 |
177 |
590.0% |
1,594 |
|
| Daily Pivots for day following 24-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9686 |
1.9671 |
1.9657 |
|
| R3 |
1.9686 |
1.9671 |
1.9657 |
|
| R2 |
1.9686 |
1.9686 |
1.9657 |
|
| R1 |
1.9671 |
1.9671 |
1.9657 |
1.9657 |
| PP |
1.9686 |
1.9686 |
1.9686 |
1.9679 |
| S1 |
1.9671 |
1.9671 |
1.9657 |
1.9657 |
| S2 |
1.9686 |
1.9686 |
1.9657 |
|
| S3 |
1.9686 |
1.9671 |
1.9657 |
|
| S4 |
1.9686 |
1.9671 |
1.9657 |
|
|
| Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0013 |
1.9975 |
1.9779 |
|
| R3 |
1.9903 |
1.9865 |
1.9748 |
|
| R2 |
1.9793 |
1.9793 |
1.9738 |
|
| R1 |
1.9755 |
1.9755 |
1.9728 |
1.9774 |
| PP |
1.9683 |
1.9683 |
1.9683 |
1.9692 |
| S1 |
1.9645 |
1.9645 |
1.9708 |
1.9664 |
| S2 |
1.9573 |
1.9573 |
1.9698 |
|
| S3 |
1.9463 |
1.9535 |
1.9688 |
|
| S4 |
1.9353 |
1.9425 |
1.9658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9900 |
1.9700 |
0.0200 |
1.0% |
0.0020 |
0.1% |
-22% |
False |
True |
216 |
| 10 |
1.9900 |
1.9335 |
0.0565 |
2.9% |
0.0019 |
0.1% |
57% |
False |
False |
303 |
| 20 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
61% |
False |
False |
217 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0006 |
0.0% |
61% |
False |
False |
121 |
| 60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0006 |
0.0% |
76% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9700 |
|
2.618 |
1.9700 |
|
1.618 |
1.9700 |
|
1.000 |
1.9700 |
|
0.618 |
1.9700 |
|
HIGH |
1.9700 |
|
0.618 |
1.9700 |
|
0.500 |
1.9700 |
|
0.382 |
1.9700 |
|
LOW |
1.9700 |
|
0.618 |
1.9700 |
|
1.000 |
1.9700 |
|
1.618 |
1.9700 |
|
2.618 |
1.9700 |
|
4.250 |
1.9700 |
|
|
| Fisher Pivots for day following 24-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9700 |
1.9800 |
| PP |
1.9686 |
1.9752 |
| S1 |
1.9671 |
1.9705 |
|