CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 19-Jan-2007
Day Change Summary
Previous Current
18-Jan-2007 19-Jan-2007 Change Change % Previous Week
Open 1.9713 1.9718 0.0005 0.0% 1.9609
High 1.9720 1.9715 -0.0005 0.0% 1.9720
Low 1.9720 1.9715 -0.0005 0.0% 1.9610
Close 1.9713 1.9718 0.0005 0.0% 1.9718
Range
ATR 0.0088 0.0082 -0.0006 -7.0% 0.0000
Volume 24 559 535 2,229.2% 1,594
Daily Pivots for day following 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9716 1.9717 1.9718
R3 1.9716 1.9717 1.9718
R2 1.9716 1.9716 1.9718
R1 1.9717 1.9717 1.9718 1.9718
PP 1.9716 1.9716 1.9716 1.9717
S1 1.9717 1.9717 1.9718 1.9718
S2 1.9716 1.9716 1.9718
S3 1.9716 1.9717 1.9718
S4 1.9716 1.9717 1.9718
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0013 1.9975 1.9779
R3 1.9903 1.9865 1.9748
R2 1.9793 1.9793 1.9738
R1 1.9755 1.9755 1.9728 1.9774
PP 1.9683 1.9683 1.9683 1.9692
S1 1.9645 1.9645 1.9708 1.9664
S2 1.9573 1.9573 1.9698
S3 1.9463 1.9535 1.9688
S4 1.9353 1.9425 1.9658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9720 1.9570 0.0150 0.8% 0.0006 0.0% 99% False False 488
10 1.9720 1.9280 0.0440 2.2% 0.0010 0.1% 100% False False 308
20 1.9740 1.9280 0.0460 2.3% 0.0007 0.0% 95% False False 216
40 1.9805 1.9004 0.0801 4.1% 0.0004 0.0% 89% False False 109
60 1.9805 1.8763 0.1042 5.3% 0.0004 0.0% 92% False False 73
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0006
Fibonacci Retracements and Extensions
4.250 1.9715
2.618 1.9715
1.618 1.9715
1.000 1.9715
0.618 1.9715
HIGH 1.9715
0.618 1.9715
0.500 1.9715
0.382 1.9715
LOW 1.9715
0.618 1.9715
1.000 1.9715
1.618 1.9715
2.618 1.9715
4.250 1.9715
Fisher Pivots for day following 19-Jan-2007
Pivot 1 day 3 day
R1 1.9717 1.9712
PP 1.9716 1.9706
S1 1.9715 1.9700

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

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