CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 18-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2007 |
18-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9673 |
1.9713 |
0.0040 |
0.2% |
1.9395 |
| High |
1.9680 |
1.9720 |
0.0040 |
0.2% |
1.9570 |
| Low |
1.9680 |
1.9720 |
0.0040 |
0.2% |
1.9335 |
| Close |
1.9673 |
1.9713 |
0.0040 |
0.2% |
1.9555 |
| Range |
|
|
|
|
|
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
780 |
24 |
-756 |
-96.9% |
1,380 |
|
| Daily Pivots for day following 18-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9718 |
1.9715 |
1.9713 |
|
| R3 |
1.9718 |
1.9715 |
1.9713 |
|
| R2 |
1.9718 |
1.9718 |
1.9713 |
|
| R1 |
1.9715 |
1.9715 |
1.9713 |
1.9713 |
| PP |
1.9718 |
1.9718 |
1.9718 |
1.9717 |
| S1 |
1.9715 |
1.9715 |
1.9713 |
1.9713 |
| S2 |
1.9718 |
1.9718 |
1.9713 |
|
| S3 |
1.9718 |
1.9715 |
1.9713 |
|
| S4 |
1.9718 |
1.9715 |
1.9713 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0192 |
2.0108 |
1.9684 |
|
| R3 |
1.9957 |
1.9873 |
1.9620 |
|
| R2 |
1.9722 |
1.9722 |
1.9598 |
|
| R1 |
1.9638 |
1.9638 |
1.9577 |
1.9680 |
| PP |
1.9487 |
1.9487 |
1.9487 |
1.9508 |
| S1 |
1.9403 |
1.9403 |
1.9533 |
1.9445 |
| S2 |
1.9252 |
1.9252 |
1.9512 |
|
| S3 |
1.9017 |
1.9168 |
1.9490 |
|
| S4 |
1.8782 |
1.8933 |
1.9426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9720 |
1.9450 |
0.0270 |
1.4% |
0.0017 |
0.1% |
97% |
True |
False |
386 |
| 10 |
1.9720 |
1.9280 |
0.0440 |
2.2% |
0.0010 |
0.1% |
98% |
True |
False |
258 |
| 20 |
1.9740 |
1.9280 |
0.0460 |
2.3% |
0.0007 |
0.0% |
94% |
False |
False |
188 |
| 40 |
1.9805 |
1.8972 |
0.0833 |
4.2% |
0.0004 |
0.0% |
89% |
False |
False |
95 |
| 60 |
1.9805 |
1.8758 |
0.1047 |
5.3% |
0.0004 |
0.0% |
91% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9720 |
|
2.618 |
1.9720 |
|
1.618 |
1.9720 |
|
1.000 |
1.9720 |
|
0.618 |
1.9720 |
|
HIGH |
1.9720 |
|
0.618 |
1.9720 |
|
0.500 |
1.9720 |
|
0.382 |
1.9720 |
|
LOW |
1.9720 |
|
0.618 |
1.9720 |
|
1.000 |
1.9720 |
|
1.618 |
1.9720 |
|
2.618 |
1.9720 |
|
4.250 |
1.9720 |
|
|
| Fisher Pivots for day following 18-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9720 |
1.9697 |
| PP |
1.9718 |
1.9681 |
| S1 |
1.9715 |
1.9665 |
|