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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0004
Widest range in 76 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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