CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 29-Jan-2007
Day Change Summary
Previous Current
26-Jan-2007 29-Jan-2007 Change Change % Previous Week
Open 1.9571 1.9578 0.0007 0.0% 1.9742
High 1.9571 1.9578 0.0007 0.0% 1.9900
Low 1.9571 1.9578 0.0007 0.0% 1.9571
Close 1.9571 1.9578 0.0007 0.0% 1.9571
Range
ATR 0.0079 0.0074 -0.0005 -6.5% 0.0000
Volume 25 188 163 652.0% 819
Daily Pivots for day following 29-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9578 1.9578 1.9578
R3 1.9578 1.9578 1.9578
R2 1.9578 1.9578 1.9578
R1 1.9578 1.9578 1.9578 1.9578
PP 1.9578 1.9578 1.9578 1.9578
S1 1.9578 1.9578 1.9578 1.9578
S2 1.9578 1.9578 1.9578
S3 1.9578 1.9578 1.9578
S4 1.9578 1.9578 1.9578
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0668 2.0448 1.9752
R3 2.0339 2.0119 1.9661
R2 2.0010 2.0010 1.9631
R1 1.9790 1.9790 1.9601 1.9736
PP 1.9681 1.9681 1.9681 1.9653
S1 1.9461 1.9461 1.9541 1.9407
S2 1.9352 1.9352 1.9511
S3 1.9023 1.9132 1.9481
S4 1.8694 1.8803 1.9390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9900 1.9571 0.0329 1.7% 0.0020 0.1% 2% False False 149
10 1.9900 1.9571 0.0329 1.7% 0.0013 0.1% 2% False False 260
20 1.9900 1.9280 0.0620 3.2% 0.0010 0.1% 48% False False 219
40 1.9900 1.9280 0.0620 3.2% 0.0006 0.0% 48% False False 134
60 1.9900 1.8887 0.1013 5.2% 0.0006 0.0% 68% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0006
Fibonacci Retracements and Extensions
4.250 1.9578
2.618 1.9578
1.618 1.9578
1.000 1.9578
0.618 1.9578
HIGH 1.9578
0.618 1.9578
0.500 1.9578
0.382 1.9578
LOW 1.9578
0.618 1.9578
1.000 1.9578
1.618 1.9578
2.618 1.9578
4.250 1.9578
Fisher Pivots for day following 29-Jan-2007
Pivot 1 day 3 day
R1 1.9578 1.9598
PP 1.9578 1.9591
S1 1.9578 1.9585

These figures are updated between 7pm and 10pm EST after a trading day.

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