CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 22-Nov-2006
Day Change Summary
Previous Current
21-Nov-2006 22-Nov-2006 Change Change % Previous Week
Open 1.9004 1.9143 0.0139 0.7% 1.9017
High 1.9004 1.9143 0.0139 0.7% 1.9017
Low 1.9004 1.9143 0.0139 0.7% 1.8887
Close 1.9004 1.9143 0.0139 0.7% 1.8941
Range
ATR 0.0054 0.0060 0.0006 11.1% 0.0000
Volume
Daily Pivots for day following 22-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.9143 1.9143 1.9143
R3 1.9143 1.9143 1.9143
R2 1.9143 1.9143 1.9143
R1 1.9143 1.9143 1.9143 1.9143
PP 1.9143 1.9143 1.9143 1.9143
S1 1.9143 1.9143 1.9143 1.9143
S2 1.9143 1.9143 1.9143
S3 1.9143 1.9143 1.9143
S4 1.9143 1.9143 1.9143
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.9338 1.9270 1.9013
R3 1.9208 1.9140 1.8977
R2 1.9078 1.9078 1.8965
R1 1.9010 1.9010 1.8953 1.8979
PP 1.8948 1.8948 1.8948 1.8933
S1 1.8880 1.8880 1.8929 1.8849
S2 1.8818 1.8818 1.8917
S3 1.8688 1.8750 1.8905
S4 1.8558 1.8620 1.8870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9143 1.8887 0.0256 1.3% 0.0000 0.0% 100% True False 1
10 1.9176 1.8887 0.0289 1.5% 0.0012 0.1% 89% False False 1
20 1.9176 1.8887 0.0289 1.5% 0.0006 0.0% 89% 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 0.0001
Fibonacci Retracements and Extensions
4.250 1.9143
2.618 1.9143
1.618 1.9143
1.000 1.9143
0.618 1.9143
HIGH 1.9143
0.618 1.9143
0.500 1.9143
0.382 1.9143
LOW 1.9143
0.618 1.9143
1.000 1.9143
1.618 1.9143
2.618 1.9143
4.250 1.9143
Fisher Pivots for day following 22-Nov-2006
Pivot 1 day 3 day
R1 1.9143 1.9115
PP 1.9143 1.9086
S1 1.9143 1.9058

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

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