CME British Pound Future September 2007
| Trading Metrics calculated at close of trading on 16-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9544 |
1.9598 |
0.0054 |
0.3% |
1.9372 |
| High |
1.9544 |
1.9598 |
0.0054 |
0.3% |
1.9544 |
| Low |
1.9544 |
1.9598 |
0.0054 |
0.3% |
1.9326 |
| Close |
1.9544 |
1.9598 |
0.0054 |
0.3% |
1.9544 |
| Range |
|
|
|
|
|
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
9 |
|
| Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9598 |
1.9598 |
1.9598 |
|
| R3 |
1.9598 |
1.9598 |
1.9598 |
|
| R2 |
1.9598 |
1.9598 |
1.9598 |
|
| R1 |
1.9598 |
1.9598 |
1.9598 |
1.9598 |
| PP |
1.9598 |
1.9598 |
1.9598 |
1.9598 |
| S1 |
1.9598 |
1.9598 |
1.9598 |
1.9598 |
| S2 |
1.9598 |
1.9598 |
1.9598 |
|
| S3 |
1.9598 |
1.9598 |
1.9598 |
|
| S4 |
1.9598 |
1.9598 |
1.9598 |
|
|
| Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0125 |
2.0053 |
1.9664 |
|
| R3 |
1.9907 |
1.9835 |
1.9604 |
|
| R2 |
1.9689 |
1.9689 |
1.9584 |
|
| R1 |
1.9617 |
1.9617 |
1.9564 |
1.9653 |
| PP |
1.9471 |
1.9471 |
1.9471 |
1.9490 |
| S1 |
1.9399 |
1.9399 |
1.9524 |
1.9435 |
| S2 |
1.9253 |
1.9253 |
1.9504 |
|
| S3 |
1.9035 |
1.9181 |
1.9484 |
|
| S4 |
1.8817 |
1.8963 |
1.9424 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9598 |
|
2.618 |
1.9598 |
|
1.618 |
1.9598 |
|
1.000 |
1.9598 |
|
0.618 |
1.9598 |
|
HIGH |
1.9598 |
|
0.618 |
1.9598 |
|
0.500 |
1.9598 |
|
0.382 |
1.9598 |
|
LOW |
1.9598 |
|
0.618 |
1.9598 |
|
1.000 |
1.9598 |
|
1.618 |
1.9598 |
|
2.618 |
1.9598 |
|
4.250 |
1.9598 |
|
|
| Fisher Pivots for day following 16-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9598 |
1.9569 |
| PP |
1.9598 |
1.9540 |
| S1 |
1.9598 |
1.9511 |
|