CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
02-Jan-2007 03-Jan-2007 Change Change % Previous Week
Open 1.9737 1.9506 -0.0231 -1.2% 1.9540
High 1.9740 1.9500 -0.0240 -1.2% 1.9680
Low 1.9740 1.9500 -0.0240 -1.2% 1.9540
Close 1.9737 1.9506 -0.0231 -1.2% 1.9567
Range
ATR 0.0075 0.0086 0.0012 15.5% 0.0000
Volume 93 8 -85 -91.4% 611
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9502 1.9504 1.9506
R3 1.9502 1.9504 1.9506
R2 1.9502 1.9502 1.9506
R1 1.9504 1.9504 1.9506 1.9506
PP 1.9502 1.9502 1.9502 1.9503
S1 1.9504 1.9504 1.9506 1.9506
S2 1.9502 1.9502 1.9506
S3 1.9502 1.9504 1.9506
S4 1.9502 1.9504 1.9506
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 1.9500 0.0240 1.2% 0.0008 0.0% 3% False True 62
10 1.9740 1.9500 0.0240 1.2% 0.0004 0.0% 3% False True 118
20 1.9744 1.9493 0.0251 1.3% 0.0002 0.0% 5% False False 61
40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 67% False False 31
60 1.9805 1.8550 0.1255 6.4% 0.0003 0.0% 76% False False 21
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.9500
2.618 1.9500
1.618 1.9500
1.000 1.9500
0.618 1.9500
HIGH 1.9500
0.618 1.9500
0.500 1.9500
0.382 1.9500
LOW 1.9500
0.618 1.9500
1.000 1.9500
1.618 1.9500
2.618 1.9500
4.250 1.9500
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 1.9504 1.9620
PP 1.9502 1.9582
S1 1.9500 1.9544

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

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