CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 29-Jan-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2007 |
29-Jan-2007 |
Change |
Change % |
Previous Week |
Open |
1.9571 |
1.9578 |
0.0007 |
0.0% |
1.9742 |
High |
1.9571 |
1.9578 |
0.0007 |
0.0% |
1.9900 |
Low |
1.9571 |
1.9578 |
0.0007 |
0.0% |
1.9571 |
Close |
1.9571 |
1.9578 |
0.0007 |
0.0% |
1.9571 |
Range |
|
|
|
|
|
ATR |
0.0079 |
0.0074 |
-0.0005 |
-6.5% |
0.0000 |
Volume |
25 |
188 |
163 |
652.0% |
819 |
|
Daily Pivots for day following 29-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9578 |
1.9578 |
1.9578 |
|
R3 |
1.9578 |
1.9578 |
1.9578 |
|
R2 |
1.9578 |
1.9578 |
1.9578 |
|
R1 |
1.9578 |
1.9578 |
1.9578 |
1.9578 |
PP |
1.9578 |
1.9578 |
1.9578 |
1.9578 |
S1 |
1.9578 |
1.9578 |
1.9578 |
1.9578 |
S2 |
1.9578 |
1.9578 |
1.9578 |
|
S3 |
1.9578 |
1.9578 |
1.9578 |
|
S4 |
1.9578 |
1.9578 |
1.9578 |
|
|
Weekly Pivots for week ending 26-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0668 |
2.0448 |
1.9752 |
|
R3 |
2.0339 |
2.0119 |
1.9661 |
|
R2 |
2.0010 |
2.0010 |
1.9631 |
|
R1 |
1.9790 |
1.9790 |
1.9601 |
1.9736 |
PP |
1.9681 |
1.9681 |
1.9681 |
1.9653 |
S1 |
1.9461 |
1.9461 |
1.9541 |
1.9407 |
S2 |
1.9352 |
1.9352 |
1.9511 |
|
S3 |
1.9023 |
1.9132 |
1.9481 |
|
S4 |
1.8694 |
1.8803 |
1.9390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9900 |
1.9571 |
0.0329 |
1.7% |
0.0020 |
0.1% |
2% |
False |
False |
149 |
10 |
1.9900 |
1.9571 |
0.0329 |
1.7% |
0.0013 |
0.1% |
2% |
False |
False |
260 |
20 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0010 |
0.1% |
48% |
False |
False |
219 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0006 |
0.0% |
48% |
False |
False |
134 |
60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0006 |
0.0% |
68% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9578 |
2.618 |
1.9578 |
1.618 |
1.9578 |
1.000 |
1.9578 |
0.618 |
1.9578 |
HIGH |
1.9578 |
0.618 |
1.9578 |
0.500 |
1.9578 |
0.382 |
1.9578 |
LOW |
1.9578 |
0.618 |
1.9578 |
1.000 |
1.9578 |
1.618 |
1.9578 |
2.618 |
1.9578 |
4.250 |
1.9578 |
|
|
Fisher Pivots for day following 29-Jan-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9578 |
1.9598 |
PP |
1.9578 |
1.9591 |
S1 |
1.9578 |
1.9585 |
|