CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 23-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2007 |
23-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.9742 |
1.9804 |
0.0062 |
0.3% |
1.9609 |
High |
1.9745 |
1.9900 |
0.0155 |
0.8% |
1.9720 |
Low |
1.9745 |
1.9800 |
0.0055 |
0.3% |
1.9610 |
Close |
1.9742 |
1.9804 |
0.0062 |
0.3% |
1.9718 |
Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0110 |
ATR |
0.0078 |
0.0084 |
0.0006 |
7.3% |
0.0000 |
Volume |
260 |
30 |
-230 |
-88.5% |
1,594 |
|
Daily Pivots for day following 23-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0135 |
2.0069 |
1.9859 |
|
R3 |
2.0035 |
1.9969 |
1.9832 |
|
R2 |
1.9935 |
1.9935 |
1.9822 |
|
R1 |
1.9869 |
1.9869 |
1.9813 |
1.9854 |
PP |
1.9835 |
1.9835 |
1.9835 |
1.9827 |
S1 |
1.9769 |
1.9769 |
1.9795 |
1.9754 |
S2 |
1.9735 |
1.9735 |
1.9786 |
|
S3 |
1.9635 |
1.9669 |
1.9777 |
|
S4 |
1.9535 |
1.9569 |
1.9749 |
|
|
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 |
1.9900 |
1.9680 |
0.0220 |
1.1% |
0.0020 |
0.1% |
56% |
True |
False |
330 |
10 |
1.9900 |
1.9335 |
0.0565 |
2.9% |
0.0019 |
0.1% |
83% |
True |
False |
305 |
20 |
1.9900 |
1.9280 |
0.0620 |
3.1% |
0.0012 |
0.1% |
85% |
True |
False |
229 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.1% |
0.0006 |
0.0% |
85% |
True |
False |
116 |
60 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0006 |
0.0% |
91% |
True |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.0325 |
2.618 |
2.0162 |
1.618 |
2.0062 |
1.000 |
2.0000 |
0.618 |
1.9962 |
HIGH |
1.9900 |
0.618 |
1.9862 |
0.500 |
1.9850 |
0.382 |
1.9838 |
LOW |
1.9800 |
0.618 |
1.9738 |
1.000 |
1.9700 |
1.618 |
1.9638 |
2.618 |
1.9538 |
4.250 |
1.9375 |
|
|
Fisher Pivots for day following 23-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9850 |
1.9808 |
PP |
1.9835 |
1.9806 |
S1 |
1.9819 |
1.9805 |
|