CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9564 |
1.9628 |
0.0064 |
0.3% |
1.9493 |
| High |
1.9564 |
1.9680 |
0.0116 |
0.6% |
1.9682 |
| Low |
1.9564 |
1.9640 |
0.0076 |
0.4% |
1.9493 |
| Close |
1.9564 |
1.9628 |
0.0064 |
0.3% |
1.9565 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0189 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.8% |
0.0000 |
| Volume |
9 |
69 |
60 |
666.7% |
479 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9769 |
1.9739 |
1.9650 |
|
| R3 |
1.9729 |
1.9699 |
1.9639 |
|
| R2 |
1.9689 |
1.9689 |
1.9635 |
|
| R1 |
1.9659 |
1.9659 |
1.9632 |
1.9648 |
| PP |
1.9649 |
1.9649 |
1.9649 |
1.9644 |
| S1 |
1.9619 |
1.9619 |
1.9624 |
1.9608 |
| S2 |
1.9609 |
1.9609 |
1.9621 |
|
| S3 |
1.9569 |
1.9579 |
1.9617 |
|
| S4 |
1.9529 |
1.9539 |
1.9606 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0147 |
2.0045 |
1.9669 |
|
| R3 |
1.9958 |
1.9856 |
1.9617 |
|
| R2 |
1.9769 |
1.9769 |
1.9600 |
|
| R1 |
1.9667 |
1.9667 |
1.9582 |
1.9718 |
| PP |
1.9580 |
1.9580 |
1.9580 |
1.9606 |
| S1 |
1.9478 |
1.9478 |
1.9548 |
1.9529 |
| S2 |
1.9391 |
1.9391 |
1.9530 |
|
| S3 |
1.9202 |
1.9289 |
1.9513 |
|
| S4 |
1.9013 |
1.9100 |
1.9461 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9850 |
|
2.618 |
1.9785 |
|
1.618 |
1.9745 |
|
1.000 |
1.9720 |
|
0.618 |
1.9705 |
|
HIGH |
1.9680 |
|
0.618 |
1.9665 |
|
0.500 |
1.9660 |
|
0.382 |
1.9655 |
|
LOW |
1.9640 |
|
0.618 |
1.9615 |
|
1.000 |
1.9600 |
|
1.618 |
1.9575 |
|
2.618 |
1.9535 |
|
4.250 |
1.9470 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.9660 |
1.9622 |
| PP |
1.9649 |
1.9616 |
| S1 |
1.9639 |
1.9610 |
|