CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 11-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2007 |
11-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9331 |
1.9505 |
0.0174 |
0.9% |
1.9737 |
| High |
1.9335 |
1.9505 |
0.0170 |
0.9% |
1.9740 |
| Low |
1.9335 |
1.9450 |
0.0115 |
0.6% |
1.9280 |
| Close |
1.9331 |
1.9435 |
0.0104 |
0.5% |
1.9303 |
| Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0460 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
7.7% |
0.0000 |
| Volume |
43 |
51 |
8 |
18.6% |
272 |
|
| Daily Pivots for day following 11-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9628 |
1.9587 |
1.9465 |
|
| R3 |
1.9573 |
1.9532 |
1.9450 |
|
| R2 |
1.9518 |
1.9518 |
1.9445 |
|
| R1 |
1.9477 |
1.9477 |
1.9440 |
1.9470 |
| PP |
1.9463 |
1.9463 |
1.9463 |
1.9460 |
| S1 |
1.9422 |
1.9422 |
1.9430 |
1.9415 |
| S2 |
1.9408 |
1.9408 |
1.9425 |
|
| S3 |
1.9353 |
1.9367 |
1.9420 |
|
| S4 |
1.9298 |
1.9312 |
1.9405 |
|
|
| Weekly Pivots for week ending 05-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0821 |
2.0522 |
1.9556 |
|
| R3 |
2.0361 |
2.0062 |
1.9430 |
|
| R2 |
1.9901 |
1.9901 |
1.9387 |
|
| R1 |
1.9602 |
1.9602 |
1.9345 |
1.9522 |
| PP |
1.9441 |
1.9441 |
1.9441 |
1.9401 |
| S1 |
1.9142 |
1.9142 |
1.9261 |
1.9062 |
| S2 |
1.8981 |
1.8981 |
1.9219 |
|
| S3 |
1.8521 |
1.8682 |
1.9177 |
|
| S4 |
1.8061 |
1.8222 |
1.9050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9505 |
1.9280 |
0.0225 |
1.2% |
0.0014 |
0.1% |
69% |
True |
False |
129 |
| 10 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0011 |
0.1% |
34% |
False |
False |
100 |
| 20 |
1.9740 |
1.9280 |
0.0460 |
2.4% |
0.0006 |
0.0% |
34% |
False |
False |
95 |
| 40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
60% |
False |
False |
48 |
| 60 |
1.9805 |
1.8696 |
0.1109 |
5.7% |
0.0004 |
0.0% |
67% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9739 |
|
2.618 |
1.9649 |
|
1.618 |
1.9594 |
|
1.000 |
1.9560 |
|
0.618 |
1.9539 |
|
HIGH |
1.9505 |
|
0.618 |
1.9484 |
|
0.500 |
1.9478 |
|
0.382 |
1.9471 |
|
LOW |
1.9450 |
|
0.618 |
1.9416 |
|
1.000 |
1.9395 |
|
1.618 |
1.9361 |
|
2.618 |
1.9306 |
|
4.250 |
1.9216 |
|
|
| Fisher Pivots for day following 11-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9478 |
1.9430 |
| PP |
1.9463 |
1.9425 |
| S1 |
1.9449 |
1.9420 |
|