CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 28-Dec-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2006 |
28-Dec-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9559 |
1.9623 |
0.0064 |
0.3% |
1.9488 |
| High |
1.9559 |
1.9623 |
0.0064 |
0.3% |
1.9677 |
| Low |
1.9559 |
1.9623 |
0.0064 |
0.3% |
1.9488 |
| Close |
1.9559 |
1.9623 |
0.0064 |
0.3% |
1.9560 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0052 |
0.0052 |
|
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
4 |
|
| Daily Pivots for day following 28-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9623 |
1.9623 |
1.9623 |
|
| R3 |
1.9623 |
1.9623 |
1.9623 |
|
| R2 |
1.9623 |
1.9623 |
1.9623 |
|
| R1 |
1.9623 |
1.9623 |
1.9623 |
1.9623 |
| PP |
1.9623 |
1.9623 |
1.9623 |
1.9623 |
| S1 |
1.9623 |
1.9623 |
1.9623 |
1.9623 |
| S2 |
1.9623 |
1.9623 |
1.9623 |
|
| S3 |
1.9623 |
1.9623 |
1.9623 |
|
| S4 |
1.9623 |
1.9623 |
1.9623 |
|
|
| Weekly Pivots for week ending 22-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0142 |
2.0040 |
1.9664 |
|
| R3 |
1.9953 |
1.9851 |
1.9612 |
|
| R2 |
1.9764 |
1.9764 |
1.9595 |
|
| R1 |
1.9662 |
1.9662 |
1.9577 |
1.9713 |
| PP |
1.9575 |
1.9575 |
1.9575 |
1.9601 |
| S1 |
1.9473 |
1.9473 |
1.9543 |
1.9524 |
| S2 |
1.9386 |
1.9386 |
1.9525 |
|
| S3 |
1.9197 |
1.9284 |
1.9508 |
|
| S4 |
1.9008 |
1.9095 |
1.9456 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9623 |
|
2.618 |
1.9623 |
|
1.618 |
1.9623 |
|
1.000 |
1.9623 |
|
0.618 |
1.9623 |
|
HIGH |
1.9623 |
|
0.618 |
1.9623 |
|
0.500 |
1.9623 |
|
0.382 |
1.9623 |
|
LOW |
1.9623 |
|
0.618 |
1.9623 |
|
1.000 |
1.9623 |
|
1.618 |
1.9623 |
|
2.618 |
1.9623 |
|
4.250 |
1.9623 |
|
|
| Fisher Pivots for day following 28-Dec-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.9623 |
1.9608 |
| PP |
1.9623 |
1.9594 |
| S1 |
1.9623 |
1.9579 |
|