CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.9447 |
1.9610 |
0.0163 |
0.8% |
1.9582 |
High |
1.9455 |
1.9630 |
0.0175 |
0.9% |
1.9687 |
Low |
1.9455 |
1.9630 |
0.0175 |
0.9% |
1.9460 |
Close |
1.9447 |
1.9610 |
0.0163 |
0.8% |
1.9490 |
Range |
|
|
|
|
|
ATR |
0.0067 |
0.0075 |
0.0008 |
12.4% |
0.0000 |
Volume |
67 |
136 |
69 |
103.0% |
1,456 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9623 |
1.9617 |
1.9610 |
|
R3 |
1.9623 |
1.9617 |
1.9610 |
|
R2 |
1.9623 |
1.9623 |
1.9610 |
|
R1 |
1.9617 |
1.9617 |
1.9610 |
1.9610 |
PP |
1.9623 |
1.9623 |
1.9623 |
1.9620 |
S1 |
1.9617 |
1.9617 |
1.9610 |
1.9610 |
S2 |
1.9623 |
1.9623 |
1.9610 |
|
S3 |
1.9623 |
1.9617 |
1.9610 |
|
S4 |
1.9623 |
1.9617 |
1.9610 |
|
|
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 |
1.9630 |
1.9455 |
0.0175 |
0.9% |
0.0000 |
0.0% |
89% |
True |
False |
326 |
10 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0003 |
0.0% |
67% |
False |
False |
319 |
20 |
1.9900 |
1.9455 |
0.0445 |
2.3% |
0.0017 |
0.1% |
35% |
False |
False |
261 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
53% |
False |
False |
224 |
60 |
1.9900 |
1.8941 |
0.0959 |
4.9% |
0.0008 |
0.0% |
70% |
False |
False |
150 |
80 |
1.9900 |
1.8758 |
0.1142 |
5.8% |
0.0007 |
0.0% |
75% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9630 |
2.618 |
1.9630 |
1.618 |
1.9630 |
1.000 |
1.9630 |
0.618 |
1.9630 |
HIGH |
1.9630 |
0.618 |
1.9630 |
0.500 |
1.9630 |
0.382 |
1.9630 |
LOW |
1.9630 |
0.618 |
1.9630 |
1.000 |
1.9630 |
1.618 |
1.9630 |
2.618 |
1.9630 |
4.250 |
1.9630 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9630 |
1.9588 |
PP |
1.9623 |
1.9565 |
S1 |
1.9617 |
1.9543 |
|