CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 27-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2007 |
27-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9633 |
1.9624 |
-0.0009 |
0.0% |
1.9539 |
| High |
1.9640 |
1.9670 |
0.0030 |
0.2% |
1.9645 |
| Low |
1.9620 |
1.9620 |
0.0000 |
0.0% |
1.9498 |
| Close |
1.9633 |
1.9624 |
-0.0009 |
0.0% |
1.9629 |
| Range |
0.0020 |
0.0050 |
0.0030 |
150.0% |
0.0147 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
632 |
493 |
-139 |
-22.0% |
2,621 |
|
| Daily Pivots for day following 27-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9788 |
1.9756 |
1.9652 |
|
| R3 |
1.9738 |
1.9706 |
1.9638 |
|
| R2 |
1.9688 |
1.9688 |
1.9633 |
|
| R1 |
1.9656 |
1.9656 |
1.9629 |
1.9649 |
| PP |
1.9638 |
1.9638 |
1.9638 |
1.9635 |
| S1 |
1.9606 |
1.9606 |
1.9619 |
1.9599 |
| S2 |
1.9588 |
1.9588 |
1.9615 |
|
| S3 |
1.9538 |
1.9556 |
1.9610 |
|
| S4 |
1.9488 |
1.9506 |
1.9597 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0032 |
1.9977 |
1.9710 |
|
| R3 |
1.9885 |
1.9830 |
1.9669 |
|
| R2 |
1.9738 |
1.9738 |
1.9656 |
|
| R1 |
1.9683 |
1.9683 |
1.9642 |
1.9711 |
| PP |
1.9591 |
1.9591 |
1.9591 |
1.9604 |
| S1 |
1.9536 |
1.9536 |
1.9616 |
1.9564 |
| S2 |
1.9444 |
1.9444 |
1.9602 |
|
| S3 |
1.9297 |
1.9389 |
1.9589 |
|
| S4 |
1.9150 |
1.9242 |
1.9548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9670 |
1.9498 |
0.0172 |
0.9% |
0.0034 |
0.2% |
73% |
True |
False |
601 |
| 10 |
1.9670 |
1.9455 |
0.0215 |
1.1% |
0.0025 |
0.1% |
79% |
True |
False |
466 |
| 20 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0024 |
0.1% |
73% |
False |
False |
405 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0017 |
0.1% |
55% |
False |
False |
312 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
55% |
False |
False |
224 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0010 |
0.1% |
73% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9883 |
|
2.618 |
1.9801 |
|
1.618 |
1.9751 |
|
1.000 |
1.9720 |
|
0.618 |
1.9701 |
|
HIGH |
1.9670 |
|
0.618 |
1.9651 |
|
0.500 |
1.9645 |
|
0.382 |
1.9639 |
|
LOW |
1.9620 |
|
0.618 |
1.9589 |
|
1.000 |
1.9570 |
|
1.618 |
1.9539 |
|
2.618 |
1.9489 |
|
4.250 |
1.9408 |
|
|
| Fisher Pivots for day following 27-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9645 |
1.9645 |
| PP |
1.9638 |
1.9638 |
| S1 |
1.9631 |
1.9631 |
|