CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 21-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2007 |
21-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9539 |
1.9540 |
0.0001 |
0.0% |
1.9457 |
| High |
1.9540 |
1.9540 |
0.0000 |
0.0% |
1.9630 |
| Low |
1.9540 |
1.9498 |
-0.0042 |
-0.2% |
1.9455 |
| Close |
1.9539 |
1.9536 |
-0.0003 |
0.0% |
1.9495 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0175 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
741 |
638 |
-103 |
-13.9% |
1,819 |
|
| Daily Pivots for day following 21-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9651 |
1.9635 |
1.9559 |
|
| R3 |
1.9609 |
1.9593 |
1.9548 |
|
| R2 |
1.9567 |
1.9567 |
1.9544 |
|
| R1 |
1.9551 |
1.9551 |
1.9540 |
1.9538 |
| PP |
1.9525 |
1.9525 |
1.9525 |
1.9518 |
| S1 |
1.9509 |
1.9509 |
1.9532 |
1.9496 |
| S2 |
1.9483 |
1.9483 |
1.9528 |
|
| S3 |
1.9441 |
1.9467 |
1.9524 |
|
| S4 |
1.9399 |
1.9425 |
1.9513 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0052 |
1.9948 |
1.9591 |
|
| R3 |
1.9877 |
1.9773 |
1.9543 |
|
| R2 |
1.9702 |
1.9702 |
1.9527 |
|
| R1 |
1.9598 |
1.9598 |
1.9511 |
1.9650 |
| PP |
1.9527 |
1.9527 |
1.9527 |
1.9553 |
| S1 |
1.9423 |
1.9423 |
1.9479 |
1.9475 |
| S2 |
1.9352 |
1.9352 |
1.9463 |
|
| S3 |
1.9177 |
1.9248 |
1.9447 |
|
| S4 |
1.9002 |
1.9073 |
1.9399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9630 |
1.9498 |
0.0132 |
0.7% |
0.0024 |
0.1% |
29% |
False |
True |
447 |
| 10 |
1.9675 |
1.9455 |
0.0220 |
1.1% |
0.0012 |
0.1% |
37% |
False |
False |
393 |
| 20 |
1.9700 |
1.9455 |
0.0245 |
1.3% |
0.0018 |
0.1% |
33% |
False |
False |
322 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0015 |
0.1% |
41% |
False |
False |
276 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0010 |
0.1% |
41% |
False |
False |
185 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0009 |
0.0% |
64% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9719 |
|
2.618 |
1.9650 |
|
1.618 |
1.9608 |
|
1.000 |
1.9582 |
|
0.618 |
1.9566 |
|
HIGH |
1.9540 |
|
0.618 |
1.9524 |
|
0.500 |
1.9519 |
|
0.382 |
1.9514 |
|
LOW |
1.9498 |
|
0.618 |
1.9472 |
|
1.000 |
1.9456 |
|
1.618 |
1.9430 |
|
2.618 |
1.9388 |
|
4.250 |
1.9320 |
|
|
| Fisher Pivots for day following 21-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9530 |
1.9530 |
| PP |
1.9525 |
1.9525 |
| S1 |
1.9519 |
1.9519 |
|