CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 19-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2007 |
19-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.9713 |
1.9718 |
0.0005 |
0.0% |
1.9609 |
High |
1.9720 |
1.9715 |
-0.0005 |
0.0% |
1.9720 |
Low |
1.9720 |
1.9715 |
-0.0005 |
0.0% |
1.9610 |
Close |
1.9713 |
1.9718 |
0.0005 |
0.0% |
1.9718 |
Range |
|
|
|
|
|
ATR |
0.0088 |
0.0082 |
-0.0006 |
-7.0% |
0.0000 |
Volume |
24 |
559 |
535 |
2,229.2% |
1,594 |
|
Daily Pivots for day following 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9716 |
1.9717 |
1.9718 |
|
R3 |
1.9716 |
1.9717 |
1.9718 |
|
R2 |
1.9716 |
1.9716 |
1.9718 |
|
R1 |
1.9717 |
1.9717 |
1.9718 |
1.9718 |
PP |
1.9716 |
1.9716 |
1.9716 |
1.9717 |
S1 |
1.9717 |
1.9717 |
1.9718 |
1.9718 |
S2 |
1.9716 |
1.9716 |
1.9718 |
|
S3 |
1.9716 |
1.9717 |
1.9718 |
|
S4 |
1.9716 |
1.9717 |
1.9718 |
|
|
Weekly Pivots for week ending 19-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0013 |
1.9975 |
1.9779 |
|
R3 |
1.9903 |
1.9865 |
1.9748 |
|
R2 |
1.9793 |
1.9793 |
1.9738 |
|
R1 |
1.9755 |
1.9755 |
1.9728 |
1.9774 |
PP |
1.9683 |
1.9683 |
1.9683 |
1.9692 |
S1 |
1.9645 |
1.9645 |
1.9708 |
1.9664 |
S2 |
1.9573 |
1.9573 |
1.9698 |
|
S3 |
1.9463 |
1.9535 |
1.9688 |
|
S4 |
1.9353 |
1.9425 |
1.9658 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9720 |
1.9570 |
0.0150 |
0.8% |
0.0006 |
0.0% |
99% |
False |
False |
488 |
10 |
1.9720 |
1.9280 |
0.0440 |
2.2% |
0.0010 |
0.1% |
100% |
False |
False |
308 |
20 |
1.9740 |
1.9280 |
0.0460 |
2.3% |
0.0007 |
0.0% |
95% |
False |
False |
216 |
40 |
1.9805 |
1.9004 |
0.0801 |
4.1% |
0.0004 |
0.0% |
89% |
False |
False |
109 |
60 |
1.9805 |
1.8763 |
0.1042 |
5.3% |
0.0004 |
0.0% |
92% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9715 |
2.618 |
1.9715 |
1.618 |
1.9715 |
1.000 |
1.9715 |
0.618 |
1.9715 |
HIGH |
1.9715 |
0.618 |
1.9715 |
0.500 |
1.9715 |
0.382 |
1.9715 |
LOW |
1.9715 |
0.618 |
1.9715 |
1.000 |
1.9715 |
1.618 |
1.9715 |
2.618 |
1.9715 |
4.250 |
1.9715 |
|
|
Fisher Pivots for day following 19-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9717 |
1.9712 |
PP |
1.9716 |
1.9706 |
S1 |
1.9715 |
1.9700 |
|