CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 21-Dec-2006
Day Change Summary
Previous Current
20-Dec-2006 21-Dec-2006 Change Change % Previous Week
Open 1.9647 1.9621 -0.0026 -0.1% 1.9584
High 1.9647 1.9621 -0.0026 -0.1% 1.9695
Low 1.9647 1.9621 -0.0026 -0.1% 1.9501
Close 1.9647 1.9621 -0.0026 -0.1% 1.9501
Range
ATR 0.0075 0.0072 -0.0004 -4.7% 0.0000
Volume 9 20 11 122.2% 27
Daily Pivots for day following 21-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.9621 1.9621 1.9621
R3 1.9621 1.9621 1.9621
R2 1.9621 1.9621 1.9621
R1 1.9621 1.9621 1.9621 1.9621
PP 1.9621 1.9621 1.9621 1.9621
S1 1.9621 1.9621 1.9621 1.9621
S2 1.9621 1.9621 1.9621
S3 1.9621 1.9621 1.9621
S4 1.9621 1.9621 1.9621
Weekly Pivots for week ending 15-Dec-2006
Classic Woodie Camarilla DeMark
R4 2.0148 2.0018 1.9608
R3 1.9954 1.9824 1.9554
R2 1.9760 1.9760 1.9537
R1 1.9630 1.9630 1.9519 1.9598
PP 1.9566 1.9566 1.9566 1.9550
S1 1.9436 1.9436 1.9483 1.9404
S2 1.9372 1.9372 1.9465
S3 1.9178 1.9242 1.9448
S4 1.8984 1.9048 1.9394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9682 1.9493 0.0189 1.0% 0.0000 0.0% 68% False False 8
10 1.9695 1.9493 0.0202 1.0% 0.0000 0.0% 63% False False 6
20 1.9805 1.9327 0.0478 2.4% 0.0000 0.0% 62% False False 4
40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 80% False False 2
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.9621
2.618 1.9621
1.618 1.9621
1.000 1.9621
0.618 1.9621
HIGH 1.9621
0.618 1.9621
0.500 1.9621
0.382 1.9621
LOW 1.9621
0.618 1.9621
1.000 1.9621
1.618 1.9621
2.618 1.9621
4.250 1.9621
Fisher Pivots for day following 21-Dec-2006
Pivot 1 day 3 day
R1 1.9621 1.9652
PP 1.9621 1.9641
S1 1.9621 1.9631

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

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