CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 13-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2007 |
13-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.9457 |
1.9447 |
-0.0010 |
-0.1% |
1.9582 |
High |
1.9457 |
1.9455 |
-0.0002 |
0.0% |
1.9687 |
Low |
1.9457 |
1.9455 |
-0.0002 |
0.0% |
1.9460 |
Close |
1.9457 |
1.9447 |
-0.0010 |
-0.1% |
1.9490 |
Range |
|
|
|
|
|
ATR |
0.0072 |
0.0067 |
-0.0005 |
-6.9% |
0.0000 |
Volume |
896 |
67 |
-829 |
-92.5% |
1,456 |
|
Daily Pivots for day following 13-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9452 |
1.9450 |
1.9447 |
|
R3 |
1.9452 |
1.9450 |
1.9447 |
|
R2 |
1.9452 |
1.9452 |
1.9447 |
|
R1 |
1.9450 |
1.9450 |
1.9447 |
1.9447 |
PP |
1.9452 |
1.9452 |
1.9452 |
1.9451 |
S1 |
1.9450 |
1.9450 |
1.9447 |
1.9447 |
S2 |
1.9452 |
1.9452 |
1.9447 |
|
S3 |
1.9452 |
1.9450 |
1.9447 |
|
S4 |
1.9452 |
1.9450 |
1.9447 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.0227 |
2.0085 |
1.9615 |
|
R3 |
2.0000 |
1.9858 |
1.9552 |
|
R2 |
1.9773 |
1.9773 |
1.9532 |
|
R1 |
1.9631 |
1.9631 |
1.9511 |
1.9589 |
PP |
1.9546 |
1.9546 |
1.9546 |
1.9524 |
S1 |
1.9404 |
1.9404 |
1.9469 |
1.9362 |
S2 |
1.9319 |
1.9319 |
1.9448 |
|
S3 |
1.9092 |
1.9177 |
1.9428 |
|
S4 |
1.8865 |
1.8950 |
1.9365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.9675 |
1.9455 |
0.0220 |
1.1% |
0.0000 |
0.0% |
-4% |
False |
True |
340 |
10 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0021 |
0.1% |
-3% |
False |
True |
329 |
20 |
1.9900 |
1.9455 |
0.0445 |
2.3% |
0.0017 |
0.1% |
-2% |
False |
True |
293 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
27% |
False |
False |
221 |
60 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0008 |
0.0% |
55% |
False |
False |
148 |
80 |
1.9900 |
1.8758 |
0.1142 |
5.9% |
0.0007 |
0.0% |
60% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9455 |
2.618 |
1.9455 |
1.618 |
1.9455 |
1.000 |
1.9455 |
0.618 |
1.9455 |
HIGH |
1.9455 |
0.618 |
1.9455 |
0.500 |
1.9455 |
0.382 |
1.9455 |
LOW |
1.9455 |
0.618 |
1.9455 |
1.000 |
1.9455 |
1.618 |
1.9455 |
2.618 |
1.9455 |
4.250 |
1.9455 |
|
|
Fisher Pivots for day following 13-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9455 |
1.9458 |
PP |
1.9452 |
1.9454 |
S1 |
1.9450 |
1.9451 |
|