CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 24-Oct-2006
Day Change Summary
Previous Current
23-Oct-2006 24-Oct-2006 Change Change % Previous Week
Open 1.8758 1.8763 0.0005 0.0% 1.8623
High 1.8758 1.8763 0.0005 0.0% 1.8864
Low 1.8758 1.8763 0.0005 0.0% 1.8623
Close 1.8758 1.8763 0.0005 0.0% 1.8864
Range
ATR 0.0059 0.0055 -0.0004 -6.5% 0.0000
Volume 5 5 0 0.0% 0
Daily Pivots for day following 24-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.8763 1.8763 1.8763
R3 1.8763 1.8763 1.8763
R2 1.8763 1.8763 1.8763
R1 1.8763 1.8763 1.8763 1.8763
PP 1.8763 1.8763 1.8763 1.8763
S1 1.8763 1.8763 1.8763 1.8763
S2 1.8763 1.8763 1.8763
S3 1.8763 1.8763 1.8763
S4 1.8763 1.8763 1.8763
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1.9507 1.9426 1.8997
R3 1.9266 1.9185 1.8930
R2 1.9025 1.9025 1.8908
R1 1.8944 1.8944 1.8886 1.8985
PP 1.8784 1.8784 1.8784 1.8804
S1 1.8703 1.8703 1.8842 1.8744
S2 1.8543 1.8543 1.8820
S3 1.8302 1.8462 1.8798
S4 1.8061 1.8221 1.8731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.8864 1.8696 0.0168 0.9% 0.0000 0.0% 40% False False 2
10 1.8864 1.8550 0.0314 1.7% 0.0000 0.0% 68% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.8763
2.618 1.8763
1.618 1.8763
1.000 1.8763
0.618 1.8763
HIGH 1.8763
0.618 1.8763
0.500 1.8763
0.382 1.8763
LOW 1.8763
0.618 1.8763
1.000 1.8763
1.618 1.8763
2.618 1.8763
4.250 1.8763
Fisher Pivots for day following 24-Oct-2006
Pivot 1 day 3 day
R1 1.8763 1.8811
PP 1.8763 1.8795
S1 1.8763 1.8779

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These figures are updated between 7pm and 10pm EST after a trading day.

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