CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 09-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2007 |
09-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9395 |
1.9397 |
0.0002 |
0.0% |
1.9737 |
| High |
1.9395 |
1.9400 |
0.0005 |
0.0% |
1.9740 |
| Low |
1.9380 |
1.9400 |
0.0020 |
0.1% |
1.9280 |
| Close |
1.9377 |
1.9397 |
0.0020 |
0.1% |
1.9303 |
| Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0460 |
| ATR |
0.0090 |
0.0086 |
-0.0005 |
-5.3% |
0.0000 |
| Volume |
205 |
235 |
30 |
14.6% |
272 |
|
| Daily Pivots for day following 09-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9399 |
1.9398 |
1.9397 |
|
| R3 |
1.9399 |
1.9398 |
1.9397 |
|
| R2 |
1.9399 |
1.9399 |
1.9397 |
|
| R1 |
1.9398 |
1.9398 |
1.9397 |
1.9397 |
| PP |
1.9399 |
1.9399 |
1.9399 |
1.9399 |
| S1 |
1.9398 |
1.9398 |
1.9397 |
1.9397 |
| S2 |
1.9399 |
1.9399 |
1.9397 |
|
| S3 |
1.9399 |
1.9398 |
1.9397 |
|
| S4 |
1.9399 |
1.9398 |
1.9397 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0821 |
2.0522 |
1.9556 |
|
| R3 |
2.0361 |
2.0062 |
1.9430 |
|
| R2 |
1.9901 |
1.9901 |
1.9387 |
|
| R1 |
1.9602 |
1.9602 |
1.9345 |
1.9522 |
| PP |
1.9441 |
1.9441 |
1.9441 |
1.9401 |
| S1 |
1.9142 |
1.9142 |
1.9261 |
1.9062 |
| S2 |
1.8981 |
1.8981 |
1.9219 |
|
| S3 |
1.8521 |
1.8682 |
1.9177 |
|
| S4 |
1.8061 |
1.8222 |
1.9050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9500 |
1.9280 |
0.0220 |
1.1% |
0.0003 |
0.0% |
53% |
False |
False |
123 |
| 10 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0006 |
0.0% |
25% |
False |
False |
132 |
| 20 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0003 |
0.0% |
25% |
False |
False |
91 |
| 40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
56% |
False |
False |
46 |
| 60 |
1.9805 |
1.8589 |
0.1216 |
6.3% |
0.0003 |
0.0% |
66% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9400 |
|
2.618 |
1.9400 |
|
1.618 |
1.9400 |
|
1.000 |
1.9400 |
|
0.618 |
1.9400 |
|
HIGH |
1.9400 |
|
0.618 |
1.9400 |
|
0.500 |
1.9400 |
|
0.382 |
1.9400 |
|
LOW |
1.9400 |
|
0.618 |
1.9400 |
|
1.000 |
1.9400 |
|
1.618 |
1.9400 |
|
2.618 |
1.9400 |
|
4.250 |
1.9400 |
|
|
| Fisher Pivots for day following 09-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9400 |
1.9378 |
| PP |
1.9399 |
1.9359 |
| S1 |
1.9398 |
1.9340 |
|