CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 30-Jan-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2007 |
30-Jan-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9578 |
1.9621 |
0.0043 |
0.2% |
1.9742 |
| High |
1.9578 |
1.9621 |
0.0043 |
0.2% |
1.9900 |
| Low |
1.9578 |
1.9600 |
0.0022 |
0.1% |
1.9571 |
| Close |
1.9578 |
1.9601 |
0.0023 |
0.1% |
1.9571 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0329 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
188 |
205 |
17 |
9.0% |
819 |
|
| Daily Pivots for day following 30-Jan-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9670 |
1.9657 |
1.9613 |
|
| R3 |
1.9649 |
1.9636 |
1.9607 |
|
| R2 |
1.9628 |
1.9628 |
1.9605 |
|
| R1 |
1.9615 |
1.9615 |
1.9603 |
1.9611 |
| PP |
1.9607 |
1.9607 |
1.9607 |
1.9606 |
| S1 |
1.9594 |
1.9594 |
1.9599 |
1.9590 |
| S2 |
1.9586 |
1.9586 |
1.9597 |
|
| S3 |
1.9565 |
1.9573 |
1.9595 |
|
| S4 |
1.9544 |
1.9552 |
1.9589 |
|
|
| 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 |
1.9700 |
1.9571 |
0.0129 |
0.7% |
0.0004 |
0.0% |
23% |
False |
False |
184 |
| 10 |
1.9900 |
1.9571 |
0.0329 |
1.7% |
0.0012 |
0.1% |
9% |
False |
False |
257 |
| 20 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0011 |
0.1% |
52% |
False |
False |
222 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0007 |
0.0% |
52% |
False |
False |
139 |
| 60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0006 |
0.0% |
70% |
False |
False |
93 |
| 80 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0005 |
0.0% |
78% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9710 |
|
2.618 |
1.9676 |
|
1.618 |
1.9655 |
|
1.000 |
1.9642 |
|
0.618 |
1.9634 |
|
HIGH |
1.9621 |
|
0.618 |
1.9613 |
|
0.500 |
1.9611 |
|
0.382 |
1.9608 |
|
LOW |
1.9600 |
|
0.618 |
1.9587 |
|
1.000 |
1.9579 |
|
1.618 |
1.9566 |
|
2.618 |
1.9545 |
|
4.250 |
1.9511 |
|
|
| Fisher Pivots for day following 30-Jan-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9611 |
1.9599 |
| PP |
1.9607 |
1.9598 |
| S1 |
1.9604 |
1.9596 |
|