CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 02-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2006 |
02-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9567 |
1.9737 |
0.0170 |
0.9% |
1.9540 |
| High |
1.9567 |
1.9740 |
0.0173 |
0.9% |
1.9680 |
| Low |
1.9567 |
1.9740 |
0.0173 |
0.9% |
1.9540 |
| Close |
1.9567 |
1.9737 |
0.0170 |
0.9% |
1.9567 |
| Range |
|
|
|
|
|
| ATR |
0.0067 |
0.0075 |
0.0008 |
11.2% |
0.0000 |
| Volume |
131 |
93 |
-38 |
-29.0% |
611 |
|
| Daily Pivots for day following 02-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9739 |
1.9738 |
1.9737 |
|
| R3 |
1.9739 |
1.9738 |
1.9737 |
|
| R2 |
1.9739 |
1.9739 |
1.9737 |
|
| R1 |
1.9738 |
1.9738 |
1.9737 |
1.9737 |
| PP |
1.9739 |
1.9739 |
1.9739 |
1.9739 |
| S1 |
1.9738 |
1.9738 |
1.9737 |
1.9737 |
| S2 |
1.9739 |
1.9739 |
1.9737 |
|
| S3 |
1.9739 |
1.9738 |
1.9737 |
|
| S4 |
1.9739 |
1.9738 |
1.9737 |
|
|
| Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0016 |
1.9931 |
1.9644 |
|
| R3 |
1.9876 |
1.9791 |
1.9606 |
|
| R2 |
1.9736 |
1.9736 |
1.9593 |
|
| R1 |
1.9651 |
1.9651 |
1.9580 |
1.9694 |
| PP |
1.9596 |
1.9596 |
1.9596 |
1.9617 |
| S1 |
1.9511 |
1.9511 |
1.9554 |
1.9554 |
| S2 |
1.9456 |
1.9456 |
1.9541 |
|
| S3 |
1.9316 |
1.9371 |
1.9529 |
|
| S4 |
1.9176 |
1.9231 |
1.9490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9740 |
1.9540 |
0.0200 |
1.0% |
0.0008 |
0.0% |
99% |
True |
False |
140 |
| 10 |
1.9740 |
1.9493 |
0.0247 |
1.3% |
0.0004 |
0.0% |
99% |
True |
False |
118 |
| 20 |
1.9799 |
1.9493 |
0.0306 |
1.6% |
0.0002 |
0.0% |
80% |
False |
False |
60 |
| 40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
93% |
False |
False |
31 |
| 60 |
1.9805 |
1.8550 |
0.1255 |
6.4% |
0.0003 |
0.0% |
95% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9740 |
|
2.618 |
1.9740 |
|
1.618 |
1.9740 |
|
1.000 |
1.9740 |
|
0.618 |
1.9740 |
|
HIGH |
1.9740 |
|
0.618 |
1.9740 |
|
0.500 |
1.9740 |
|
0.382 |
1.9740 |
|
LOW |
1.9740 |
|
0.618 |
1.9740 |
|
1.000 |
1.9740 |
|
1.618 |
1.9740 |
|
2.618 |
1.9740 |
|
4.250 |
1.9740 |
|
|
| Fisher Pivots for day following 02-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9740 |
1.9709 |
| PP |
1.9739 |
1.9681 |
| S1 |
1.9738 |
1.9654 |
|