CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 15-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2007 |
15-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9610 |
1.9573 |
-0.0037 |
-0.2% |
1.9582 |
| High |
1.9630 |
1.9600 |
-0.0030 |
-0.2% |
1.9687 |
| Low |
1.9630 |
1.9525 |
-0.0105 |
-0.5% |
1.9460 |
| Close |
1.9610 |
1.9538 |
-0.0072 |
-0.4% |
1.9490 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0227 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
0.9% |
0.0000 |
| Volume |
136 |
405 |
269 |
197.8% |
1,456 |
|
| Daily Pivots for day following 15-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9779 |
1.9734 |
1.9579 |
|
| R3 |
1.9704 |
1.9659 |
1.9559 |
|
| R2 |
1.9629 |
1.9629 |
1.9552 |
|
| R1 |
1.9584 |
1.9584 |
1.9545 |
1.9569 |
| PP |
1.9554 |
1.9554 |
1.9554 |
1.9547 |
| S1 |
1.9509 |
1.9509 |
1.9531 |
1.9494 |
| S2 |
1.9479 |
1.9479 |
1.9524 |
|
| S3 |
1.9404 |
1.9434 |
1.9517 |
|
| S4 |
1.9329 |
1.9359 |
1.9497 |
|
|
| 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% |
0.0015 |
0.1% |
47% |
False |
False |
388 |
| 10 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0011 |
0.1% |
36% |
False |
False |
321 |
| 20 |
1.9900 |
1.9455 |
0.0445 |
2.3% |
0.0020 |
0.1% |
19% |
False |
False |
280 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0014 |
0.1% |
42% |
False |
False |
234 |
| 60 |
1.9900 |
1.8972 |
0.0928 |
4.7% |
0.0009 |
0.0% |
61% |
False |
False |
157 |
| 80 |
1.9900 |
1.8758 |
0.1142 |
5.8% |
0.0008 |
0.0% |
68% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9919 |
|
2.618 |
1.9796 |
|
1.618 |
1.9721 |
|
1.000 |
1.9675 |
|
0.618 |
1.9646 |
|
HIGH |
1.9600 |
|
0.618 |
1.9571 |
|
0.500 |
1.9563 |
|
0.382 |
1.9554 |
|
LOW |
1.9525 |
|
0.618 |
1.9479 |
|
1.000 |
1.9450 |
|
1.618 |
1.9404 |
|
2.618 |
1.9329 |
|
4.250 |
1.9206 |
|
|
| Fisher Pivots for day following 15-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9563 |
1.9543 |
| PP |
1.9554 |
1.9541 |
| S1 |
1.9546 |
1.9540 |
|