CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 08-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2007 |
08-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.9675 |
1.9565 |
-0.0110 |
-0.6% |
1.9578 |
High |
1.9675 |
1.9565 |
-0.0110 |
-0.6% |
1.9663 |
Low |
1.9675 |
1.9565 |
-0.0110 |
-0.6% |
1.9460 |
Close |
1.9675 |
1.9565 |
-0.0110 |
-0.6% |
1.9656 |
Range |
|
|
|
|
|
ATR |
0.0069 |
0.0072 |
0.0003 |
4.2% |
0.0000 |
Volume |
205 |
93 |
-112 |
-54.6% |
1,272 |
|
Daily Pivots for day following 08-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9565 |
1.9565 |
1.9565 |
|
R3 |
1.9565 |
1.9565 |
1.9565 |
|
R2 |
1.9565 |
1.9565 |
1.9565 |
|
R1 |
1.9565 |
1.9565 |
1.9565 |
1.9565 |
PP |
1.9565 |
1.9565 |
1.9565 |
1.9565 |
S1 |
1.9565 |
1.9565 |
1.9565 |
1.9565 |
S2 |
1.9565 |
1.9565 |
1.9565 |
|
S3 |
1.9565 |
1.9565 |
1.9565 |
|
S4 |
1.9565 |
1.9565 |
1.9565 |
|
|
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 |
1.9565 |
0.0122 |
0.6% |
0.0006 |
0.0% |
0% |
False |
True |
253 |
10 |
1.9687 |
1.9460 |
0.0227 |
1.2% |
0.0023 |
0.1% |
46% |
False |
False |
231 |
20 |
1.9900 |
1.9450 |
0.0450 |
2.3% |
0.0021 |
0.1% |
26% |
False |
False |
279 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
46% |
False |
False |
186 |
60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0009 |
0.0% |
67% |
False |
False |
124 |
80 |
1.9900 |
1.8623 |
0.1277 |
6.5% |
0.0007 |
0.0% |
74% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9565 |
2.618 |
1.9565 |
1.618 |
1.9565 |
1.000 |
1.9565 |
0.618 |
1.9565 |
HIGH |
1.9565 |
0.618 |
1.9565 |
0.500 |
1.9565 |
0.382 |
1.9565 |
LOW |
1.9565 |
0.618 |
1.9565 |
1.000 |
1.9565 |
1.618 |
1.9565 |
2.618 |
1.9565 |
4.250 |
1.9565 |
|
|
Fisher Pivots for day following 08-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9565 |
1.9626 |
PP |
1.9565 |
1.9606 |
S1 |
1.9565 |
1.9585 |
|