CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 29-Dec-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2006 |
29-Dec-2006 |
Change |
Change % |
Previous Week |
Open |
1.9628 |
1.9567 |
-0.0061 |
-0.3% |
1.9540 |
High |
1.9680 |
1.9567 |
-0.0113 |
-0.6% |
1.9680 |
Low |
1.9640 |
1.9567 |
-0.0073 |
-0.4% |
1.9540 |
Close |
1.9628 |
1.9567 |
-0.0061 |
-0.3% |
1.9567 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0140 |
ATR |
0.0068 |
0.0067 |
0.0000 |
-0.7% |
0.0000 |
Volume |
69 |
131 |
62 |
89.9% |
611 |
|
Daily Pivots for day following 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9567 |
1.9567 |
1.9567 |
|
R3 |
1.9567 |
1.9567 |
1.9567 |
|
R2 |
1.9567 |
1.9567 |
1.9567 |
|
R1 |
1.9567 |
1.9567 |
1.9567 |
1.9567 |
PP |
1.9567 |
1.9567 |
1.9567 |
1.9567 |
S1 |
1.9567 |
1.9567 |
1.9567 |
1.9567 |
S2 |
1.9567 |
1.9567 |
1.9567 |
|
S3 |
1.9567 |
1.9567 |
1.9567 |
|
S4 |
1.9567 |
1.9567 |
1.9567 |
|
|
Weekly Pivots for week ending 29-Dec-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0016 |
1.9931 |
1.9644 |
|
R3 |
1.9876 |
1.9791 |
1.9606 |
|
R2 |
1.9736 |
1.9736 |
1.9593 |
|
R1 |
1.9651 |
1.9651 |
1.9580 |
1.9694 |
PP |
1.9596 |
1.9596 |
1.9596 |
1.9617 |
S1 |
1.9511 |
1.9511 |
1.9554 |
1.9554 |
S2 |
1.9456 |
1.9456 |
1.9541 |
|
S3 |
1.9316 |
1.9371 |
1.9529 |
|
S4 |
1.9176 |
1.9231 |
1.9490 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9680 |
1.9540 |
0.0140 |
0.7% |
0.0008 |
0.0% |
19% |
False |
False |
210 |
10 |
1.9682 |
1.9493 |
0.0189 |
1.0% |
0.0004 |
0.0% |
39% |
False |
False |
109 |
20 |
1.9805 |
1.9493 |
0.0312 |
1.6% |
0.0002 |
0.0% |
24% |
False |
False |
56 |
40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
74% |
False |
False |
28 |
60 |
1.9805 |
1.8550 |
0.1255 |
6.4% |
0.0003 |
0.0% |
81% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9567 |
2.618 |
1.9567 |
1.618 |
1.9567 |
1.000 |
1.9567 |
0.618 |
1.9567 |
HIGH |
1.9567 |
0.618 |
1.9567 |
0.500 |
1.9567 |
0.382 |
1.9567 |
LOW |
1.9567 |
0.618 |
1.9567 |
1.000 |
1.9567 |
1.618 |
1.9567 |
2.618 |
1.9567 |
4.250 |
1.9567 |
|
|
Fisher Pivots for day following 29-Dec-2006 |
Pivot |
1 day |
3 day |
R1 |
1.9567 |
1.9622 |
PP |
1.9567 |
1.9604 |
S1 |
1.9567 |
1.9585 |
|