CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 16-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2007 |
16-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.9555 |
1.9609 |
0.0054 |
0.3% |
1.9395 |
High |
1.9570 |
1.9640 |
0.0070 |
0.4% |
1.9570 |
Low |
1.9570 |
1.9610 |
0.0040 |
0.2% |
1.9335 |
Close |
1.9555 |
1.9609 |
0.0054 |
0.3% |
1.9555 |
Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0235 |
ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
846 |
231 |
-615 |
-72.7% |
1,380 |
|
Daily Pivots for day following 16-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9710 |
1.9689 |
1.9626 |
|
R3 |
1.9680 |
1.9659 |
1.9617 |
|
R2 |
1.9650 |
1.9650 |
1.9615 |
|
R1 |
1.9629 |
1.9629 |
1.9612 |
1.9624 |
PP |
1.9620 |
1.9620 |
1.9620 |
1.9617 |
S1 |
1.9599 |
1.9599 |
1.9606 |
1.9594 |
S2 |
1.9590 |
1.9590 |
1.9604 |
|
S3 |
1.9560 |
1.9569 |
1.9601 |
|
S4 |
1.9530 |
1.9539 |
1.9593 |
|
|
Weekly Pivots for week ending 12-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0192 |
2.0108 |
1.9684 |
|
R3 |
1.9957 |
1.9873 |
1.9620 |
|
R2 |
1.9722 |
1.9722 |
1.9598 |
|
R1 |
1.9638 |
1.9638 |
1.9577 |
1.9680 |
PP |
1.9487 |
1.9487 |
1.9487 |
1.9508 |
S1 |
1.9403 |
1.9403 |
1.9533 |
1.9445 |
S2 |
1.9252 |
1.9252 |
1.9512 |
|
S3 |
1.9017 |
1.9168 |
1.9490 |
|
S4 |
1.8782 |
1.8933 |
1.9426 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9640 |
1.9335 |
0.0305 |
1.6% |
0.0017 |
0.1% |
90% |
True |
False |
281 |
10 |
1.9740 |
1.9280 |
0.0460 |
2.3% |
0.0010 |
0.1% |
72% |
False |
False |
188 |
20 |
1.9740 |
1.9280 |
0.0460 |
2.3% |
0.0007 |
0.0% |
72% |
False |
False |
148 |
40 |
1.9805 |
1.8887 |
0.0918 |
4.7% |
0.0004 |
0.0% |
79% |
False |
False |
75 |
60 |
1.9805 |
1.8758 |
0.1047 |
5.3% |
0.0004 |
0.0% |
81% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9768 |
2.618 |
1.9719 |
1.618 |
1.9689 |
1.000 |
1.9670 |
0.618 |
1.9659 |
HIGH |
1.9640 |
0.618 |
1.9629 |
0.500 |
1.9625 |
0.382 |
1.9621 |
LOW |
1.9610 |
0.618 |
1.9591 |
1.000 |
1.9580 |
1.618 |
1.9561 |
2.618 |
1.9531 |
4.250 |
1.9483 |
|
|
Fisher Pivots for day following 16-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9625 |
1.9588 |
PP |
1.9620 |
1.9566 |
S1 |
1.9614 |
1.9545 |
|