CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 01-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2007 |
01-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.9475 |
1.9663 |
0.0188 |
1.0% |
1.9742 |
High |
1.9640 |
1.9663 |
0.0023 |
0.1% |
1.9900 |
Low |
1.9460 |
1.9663 |
0.0203 |
1.0% |
1.9571 |
Close |
1.9625 |
1.9663 |
0.0038 |
0.2% |
1.9571 |
Range |
0.0180 |
0.0000 |
-0.0180 |
-100.0% |
0.0329 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
237 |
390 |
153 |
64.6% |
819 |
|
Daily Pivots for day following 01-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9663 |
1.9663 |
1.9663 |
|
R3 |
1.9663 |
1.9663 |
1.9663 |
|
R2 |
1.9663 |
1.9663 |
1.9663 |
|
R1 |
1.9663 |
1.9663 |
1.9663 |
1.9663 |
PP |
1.9663 |
1.9663 |
1.9663 |
1.9663 |
S1 |
1.9663 |
1.9663 |
1.9663 |
1.9663 |
S2 |
1.9663 |
1.9663 |
1.9663 |
|
S3 |
1.9663 |
1.9663 |
1.9663 |
|
S4 |
1.9663 |
1.9663 |
1.9663 |
|
|
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 |
1.9663 |
1.9460 |
0.0203 |
1.0% |
0.0040 |
0.2% |
100% |
True |
False |
209 |
10 |
1.9900 |
1.9460 |
0.0440 |
2.2% |
0.0030 |
0.2% |
46% |
False |
False |
239 |
20 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0020 |
0.1% |
62% |
False |
False |
249 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0011 |
0.1% |
62% |
False |
False |
155 |
60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0009 |
0.0% |
77% |
False |
False |
103 |
80 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0007 |
0.0% |
82% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9663 |
2.618 |
1.9663 |
1.618 |
1.9663 |
1.000 |
1.9663 |
0.618 |
1.9663 |
HIGH |
1.9663 |
0.618 |
1.9663 |
0.500 |
1.9663 |
0.382 |
1.9663 |
LOW |
1.9663 |
0.618 |
1.9663 |
1.000 |
1.9663 |
1.618 |
1.9663 |
2.618 |
1.9663 |
4.250 |
1.9663 |
|
|
Fisher Pivots for day following 01-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9663 |
1.9629 |
PP |
1.9663 |
1.9595 |
S1 |
1.9663 |
1.9562 |
|