CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 27-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2006 |
27-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.9540 |
1.9564 |
0.0024 |
0.1% |
1.9493 |
High |
1.9540 |
1.9564 |
0.0024 |
0.1% |
1.9682 |
Low |
1.9540 |
1.9564 |
0.0024 |
0.1% |
1.9493 |
Close |
1.9540 |
1.9564 |
0.0024 |
0.1% |
1.9565 |
Range |
|
|
|
|
|
ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
402 |
9 |
-393 |
-97.8% |
479 |
|
Daily Pivots for day following 27-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9564 |
1.9564 |
1.9564 |
|
R3 |
1.9564 |
1.9564 |
1.9564 |
|
R2 |
1.9564 |
1.9564 |
1.9564 |
|
R1 |
1.9564 |
1.9564 |
1.9564 |
1.9564 |
PP |
1.9564 |
1.9564 |
1.9564 |
1.9564 |
S1 |
1.9564 |
1.9564 |
1.9564 |
1.9564 |
S2 |
1.9564 |
1.9564 |
1.9564 |
|
S3 |
1.9564 |
1.9564 |
1.9564 |
|
S4 |
1.9564 |
1.9564 |
1.9564 |
|
|
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 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9564 |
2.618 |
1.9564 |
1.618 |
1.9564 |
1.000 |
1.9564 |
0.618 |
1.9564 |
HIGH |
1.9564 |
0.618 |
1.9564 |
0.500 |
1.9564 |
0.382 |
1.9564 |
LOW |
1.9564 |
0.618 |
1.9564 |
1.000 |
1.9564 |
1.618 |
1.9564 |
2.618 |
1.9564 |
4.250 |
1.9564 |
|
|
Fisher Pivots for day following 27-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.9564 |
1.9561 |
PP |
1.9564 |
1.9558 |
S1 |
1.9564 |
1.9555 |
|