CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 31-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2007 |
31-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9621 |
1.9475 |
-0.0146 |
-0.7% |
1.9742 |
| High |
1.9621 |
1.9640 |
0.0019 |
0.1% |
1.9900 |
| Low |
1.9600 |
1.9460 |
-0.0140 |
-0.7% |
1.9571 |
| Close |
1.9601 |
1.9625 |
0.0024 |
0.1% |
1.9571 |
| Range |
0.0021 |
0.0180 |
0.0159 |
757.1% |
0.0329 |
| ATR |
0.0072 |
0.0080 |
0.0008 |
10.7% |
0.0000 |
| Volume |
205 |
237 |
32 |
15.6% |
819 |
|
| Daily Pivots for day following 31-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0115 |
2.0050 |
1.9724 |
|
| R3 |
1.9935 |
1.9870 |
1.9675 |
|
| R2 |
1.9755 |
1.9755 |
1.9658 |
|
| R1 |
1.9690 |
1.9690 |
1.9642 |
1.9723 |
| PP |
1.9575 |
1.9575 |
1.9575 |
1.9591 |
| S1 |
1.9510 |
1.9510 |
1.9609 |
1.9543 |
| S2 |
1.9395 |
1.9395 |
1.9592 |
|
| S3 |
1.9215 |
1.9330 |
1.9576 |
|
| S4 |
1.9035 |
1.9150 |
1.9526 |
|
|
| Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0668 |
2.0448 |
1.9752 |
|
| R3 |
2.0339 |
2.0119 |
1.9661 |
|
| R2 |
2.0010 |
2.0010 |
1.9631 |
|
| R1 |
1.9790 |
1.9790 |
1.9601 |
1.9736 |
| PP |
1.9681 |
1.9681 |
1.9681 |
1.9653 |
| S1 |
1.9461 |
1.9461 |
1.9541 |
1.9407 |
| S2 |
1.9352 |
1.9352 |
1.9511 |
|
| S3 |
1.9023 |
1.9132 |
1.9481 |
|
| S4 |
1.8694 |
1.8803 |
1.9390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9640 |
1.9460 |
0.0180 |
0.9% |
0.0040 |
0.2% |
92% |
True |
True |
190 |
| 10 |
1.9900 |
1.9460 |
0.0440 |
2.2% |
0.0030 |
0.2% |
38% |
False |
True |
203 |
| 20 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0020 |
0.1% |
56% |
False |
False |
230 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0011 |
0.1% |
56% |
False |
False |
145 |
| 60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0009 |
0.0% |
73% |
False |
False |
97 |
| 80 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0007 |
0.0% |
80% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0405 |
|
2.618 |
2.0111 |
|
1.618 |
1.9931 |
|
1.000 |
1.9820 |
|
0.618 |
1.9751 |
|
HIGH |
1.9640 |
|
0.618 |
1.9571 |
|
0.500 |
1.9550 |
|
0.382 |
1.9529 |
|
LOW |
1.9460 |
|
0.618 |
1.9349 |
|
1.000 |
1.9280 |
|
1.618 |
1.9169 |
|
2.618 |
1.8989 |
|
4.250 |
1.8695 |
|
|
| Fisher Pivots for day following 31-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9600 |
1.9600 |
| PP |
1.9575 |
1.9575 |
| S1 |
1.9550 |
1.9550 |
|