CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 06-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2007 |
06-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9582 |
1.9657 |
0.0075 |
0.4% |
1.9578 |
| High |
1.9590 |
1.9687 |
0.0097 |
0.5% |
1.9663 |
| Low |
1.9590 |
1.9657 |
0.0067 |
0.3% |
1.9460 |
| Close |
1.9582 |
1.9688 |
0.0106 |
0.5% |
1.9656 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0203 |
| ATR |
0.0071 |
0.0074 |
0.0002 |
3.4% |
0.0000 |
| Volume |
306 |
413 |
107 |
35.0% |
1,272 |
|
| Daily Pivots for day following 06-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9767 |
1.9758 |
1.9705 |
|
| R3 |
1.9737 |
1.9728 |
1.9696 |
|
| R2 |
1.9707 |
1.9707 |
1.9694 |
|
| R1 |
1.9698 |
1.9698 |
1.9691 |
1.9703 |
| PP |
1.9677 |
1.9677 |
1.9677 |
1.9680 |
| S1 |
1.9668 |
1.9668 |
1.9685 |
1.9673 |
| S2 |
1.9647 |
1.9647 |
1.9683 |
|
| S3 |
1.9617 |
1.9638 |
1.9680 |
|
| S4 |
1.9587 |
1.9608 |
1.9672 |
|
|
| Weekly Pivots for week ending 02-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0202 |
2.0132 |
1.9768 |
|
| R3 |
1.9999 |
1.9929 |
1.9712 |
|
| R2 |
1.9796 |
1.9796 |
1.9693 |
|
| R1 |
1.9726 |
1.9726 |
1.9675 |
1.9761 |
| PP |
1.9593 |
1.9593 |
1.9593 |
1.9611 |
| S1 |
1.9523 |
1.9523 |
1.9637 |
1.9558 |
| S2 |
1.9390 |
1.9390 |
1.9619 |
|
| S3 |
1.9187 |
1.9320 |
1.9600 |
|
| S4 |
1.8984 |
1.9117 |
1.9544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9687 |
1.9460 |
0.0227 |
1.2% |
0.0042 |
0.2% |
100% |
True |
False |
319 |
| 10 |
1.9700 |
1.9460 |
0.0240 |
1.2% |
0.0023 |
0.1% |
95% |
False |
False |
252 |
| 20 |
1.9900 |
1.9335 |
0.0565 |
2.9% |
0.0021 |
0.1% |
62% |
False |
False |
278 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.1% |
0.0012 |
0.1% |
66% |
False |
False |
179 |
| 60 |
1.9900 |
1.8887 |
0.1013 |
5.1% |
0.0010 |
0.0% |
79% |
False |
False |
120 |
| 80 |
1.9900 |
1.8589 |
0.1311 |
6.7% |
0.0007 |
0.0% |
84% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9815 |
|
2.618 |
1.9766 |
|
1.618 |
1.9736 |
|
1.000 |
1.9717 |
|
0.618 |
1.9706 |
|
HIGH |
1.9687 |
|
0.618 |
1.9676 |
|
0.500 |
1.9672 |
|
0.382 |
1.9668 |
|
LOW |
1.9657 |
|
0.618 |
1.9638 |
|
1.000 |
1.9627 |
|
1.618 |
1.9608 |
|
2.618 |
1.9578 |
|
4.250 |
1.9530 |
|
|
| Fisher Pivots for day following 06-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9683 |
1.9672 |
| PP |
1.9677 |
1.9655 |
| S1 |
1.9672 |
1.9639 |
|