CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 10-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2006 |
10-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9061 |
1.9176 |
0.0115 |
0.6% |
1.8974 |
| High |
1.9061 |
1.9176 |
0.0115 |
0.6% |
1.9176 |
| Low |
1.9061 |
1.9120 |
0.0059 |
0.3% |
1.8980 |
| Close |
1.9061 |
1.9119 |
0.0058 |
0.3% |
1.9119 |
| Range |
0.0000 |
0.0056 |
0.0056 |
|
0.0196 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
9.3% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
3 |
|
| Daily Pivots for day following 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9306 |
1.9269 |
1.9150 |
|
| R3 |
1.9250 |
1.9213 |
1.9134 |
|
| R2 |
1.9194 |
1.9194 |
1.9129 |
|
| R1 |
1.9157 |
1.9157 |
1.9124 |
1.9148 |
| PP |
1.9138 |
1.9138 |
1.9138 |
1.9134 |
| S1 |
1.9101 |
1.9101 |
1.9114 |
1.9092 |
| S2 |
1.9082 |
1.9082 |
1.9109 |
|
| S3 |
1.9026 |
1.9045 |
1.9104 |
|
| S4 |
1.8970 |
1.8989 |
1.9088 |
|
|
| Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9680 |
1.9595 |
1.9227 |
|
| R3 |
1.9484 |
1.9399 |
1.9173 |
|
| R2 |
1.9288 |
1.9288 |
1.9155 |
|
| R1 |
1.9203 |
1.9203 |
1.9137 |
1.9246 |
| PP |
1.9092 |
1.9092 |
1.9092 |
1.9113 |
| S1 |
1.9007 |
1.9007 |
1.9101 |
1.9050 |
| S2 |
1.8896 |
1.8896 |
1.9083 |
|
| S3 |
1.8700 |
1.8811 |
1.9065 |
|
| S4 |
1.8504 |
1.8615 |
1.9011 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9414 |
|
2.618 |
1.9323 |
|
1.618 |
1.9267 |
|
1.000 |
1.9232 |
|
0.618 |
1.9211 |
|
HIGH |
1.9176 |
|
0.618 |
1.9155 |
|
0.500 |
1.9148 |
|
0.382 |
1.9141 |
|
LOW |
1.9120 |
|
0.618 |
1.9085 |
|
1.000 |
1.9064 |
|
1.618 |
1.9029 |
|
2.618 |
1.8973 |
|
4.250 |
1.8882 |
|
|
| Fisher Pivots for day following 10-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.9148 |
1.9119 |
| PP |
1.9138 |
1.9119 |
| S1 |
1.9129 |
1.9119 |
|