CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 14-Nov-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2006 |
14-Nov-2006 |
Change |
Change % |
Previous Week |
| Open |
1.9017 |
1.8970 |
-0.0047 |
-0.2% |
1.8974 |
| High |
1.9017 |
1.8980 |
-0.0037 |
-0.2% |
1.9176 |
| Low |
1.9017 |
1.8920 |
-0.0097 |
-0.5% |
1.8980 |
| Close |
1.9017 |
1.8977 |
-0.0040 |
-0.2% |
1.9119 |
| Range |
0.0000 |
0.0060 |
0.0060 |
|
0.0196 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
4.8% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
3 |
|
| Daily Pivots for day following 14-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9139 |
1.9118 |
1.9010 |
|
| R3 |
1.9079 |
1.9058 |
1.8994 |
|
| R2 |
1.9019 |
1.9019 |
1.8988 |
|
| R1 |
1.8998 |
1.8998 |
1.8983 |
1.9009 |
| PP |
1.8959 |
1.8959 |
1.8959 |
1.8964 |
| S1 |
1.8938 |
1.8938 |
1.8972 |
1.8949 |
| S2 |
1.8899 |
1.8899 |
1.8966 |
|
| S3 |
1.8839 |
1.8878 |
1.8961 |
|
| S4 |
1.8779 |
1.8818 |
1.8944 |
|
|
| 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 |
1.9235 |
|
2.618 |
1.9137 |
|
1.618 |
1.9077 |
|
1.000 |
1.9040 |
|
0.618 |
1.9017 |
|
HIGH |
1.8980 |
|
0.618 |
1.8957 |
|
0.500 |
1.8950 |
|
0.382 |
1.8943 |
|
LOW |
1.8920 |
|
0.618 |
1.8883 |
|
1.000 |
1.8860 |
|
1.618 |
1.8823 |
|
2.618 |
1.8763 |
|
4.250 |
1.8665 |
|
|
| Fisher Pivots for day following 14-Nov-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.8968 |
1.9048 |
| PP |
1.8959 |
1.9024 |
| S1 |
1.8950 |
1.9001 |
|