CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 16-Nov-2006
Day Change Summary
Previous Current
15-Nov-2006 16-Nov-2006 Change Change % Previous Week
Open 1.8897 1.8887 -0.0010 -0.1% 1.8974
High 1.8897 1.8887 -0.0010 -0.1% 1.9176
Low 1.8897 1.8887 -0.0010 -0.1% 1.8980
Close 1.8897 1.8887 -0.0010 -0.1% 1.9119
Range
ATR 0.0062 0.0058 -0.0004 -6.0% 0.0000
Volume 1 6 5 500.0% 3
Daily Pivots for day following 16-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.8887 1.8887 1.8887
R3 1.8887 1.8887 1.8887
R2 1.8887 1.8887 1.8887
R1 1.8887 1.8887 1.8887 1.8887
PP 1.8887 1.8887 1.8887 1.8887
S1 1.8887 1.8887 1.8887 1.8887
S2 1.8887 1.8887 1.8887
S3 1.8887 1.8887 1.8887
S4 1.8887 1.8887 1.8887
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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9176 1.8887 0.0289 1.5% 0.0023 0.1% 0% False True 2
10 1.9176 1.8887 0.0289 1.5% 0.0012 0.1% 0% False True 1
20 1.9176 1.8758 0.0418 2.2% 0.0006 0.0% 31% 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 1.8887
2.618 1.8887
1.618 1.8887
1.000 1.8887
0.618 1.8887
HIGH 1.8887
0.618 1.8887
0.500 1.8887
0.382 1.8887
LOW 1.8887
0.618 1.8887
1.000 1.8887
1.618 1.8887
2.618 1.8887
4.250 1.8887
Fisher Pivots for day following 16-Nov-2006
Pivot 1 day 3 day
R1 1.8887 1.8934
PP 1.8887 1.8918
S1 1.8887 1.8903

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

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