CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 22-Dec-2006
Day Change Summary
Previous Current
21-Dec-2006 22-Dec-2006 Change Change % Previous Week
Open 1.9621 1.9565 -0.0056 -0.3% 1.9493
High 1.9621 1.9570 -0.0051 -0.3% 1.9682
Low 1.9621 1.9570 -0.0051 -0.3% 1.9493
Close 1.9621 1.9565 -0.0056 -0.3% 1.9565
Range
ATR 0.0072 0.0070 -0.0001 -2.1% 0.0000
Volume 20 440 420 2,100.0% 479
Daily Pivots for day following 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.9568 1.9567 1.9565
R3 1.9568 1.9567 1.9565
R2 1.9568 1.9568 1.9565
R1 1.9567 1.9567 1.9565 1.9565
PP 1.9568 1.9568 1.9568 1.9568
S1 1.9567 1.9567 1.9565 1.9565
S2 1.9568 1.9568 1.9565
S3 1.9568 1.9567 1.9565
S4 1.9568 1.9567 1.9565
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 2.0147 2.0045 1.9669
R3 1.9958 1.9856 1.9617
R2 1.9769 1.9769 1.9600
R1 1.9667 1.9667 1.9582 1.9718
PP 1.9580 1.9580 1.9580 1.9606
S1 1.9478 1.9478 1.9548 1.9529
S2 1.9391 1.9391 1.9530
S3 1.9202 1.9289 1.9513
S4 1.9013 1.9100 1.9461
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% 38% False False 95
10 1.9695 1.9493 0.0202 1.0% 0.0000 0.0% 36% False False 50
20 1.9805 1.9376 0.0429 2.2% 0.0000 0.0% 44% False False 26
40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 74% False False 13
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 1.9570
2.618 1.9570
1.618 1.9570
1.000 1.9570
0.618 1.9570
HIGH 1.9570
0.618 1.9570
0.500 1.9570
0.382 1.9570
LOW 1.9570
0.618 1.9570
1.000 1.9570
1.618 1.9570
2.618 1.9570
4.250 1.9570
Fisher Pivots for day following 22-Dec-2006
Pivot 1 day 3 day
R1 1.9570 1.9609
PP 1.9568 1.9594
S1 1.9567 1.9580

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

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