CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 16-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2007 |
16-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9573 |
1.9502 |
-0.0071 |
-0.4% |
1.9457 |
| High |
1.9600 |
1.9502 |
-0.0098 |
-0.5% |
1.9630 |
| Low |
1.9525 |
1.9500 |
-0.0025 |
-0.1% |
1.9455 |
| Close |
1.9538 |
1.9495 |
-0.0043 |
-0.2% |
1.9495 |
| Range |
0.0075 |
0.0002 |
-0.0073 |
-97.3% |
0.0175 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
405 |
315 |
-90 |
-22.2% |
1,819 |
|
| Daily Pivots for day following 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9505 |
1.9502 |
1.9496 |
|
| R3 |
1.9503 |
1.9500 |
1.9496 |
|
| R2 |
1.9501 |
1.9501 |
1.9495 |
|
| R1 |
1.9498 |
1.9498 |
1.9495 |
1.9499 |
| PP |
1.9499 |
1.9499 |
1.9499 |
1.9499 |
| S1 |
1.9496 |
1.9496 |
1.9495 |
1.9497 |
| S2 |
1.9497 |
1.9497 |
1.9495 |
|
| S3 |
1.9495 |
1.9494 |
1.9494 |
|
| S4 |
1.9493 |
1.9492 |
1.9494 |
|
|
| Weekly Pivots for week ending 16-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0052 |
1.9948 |
1.9591 |
|
| R3 |
1.9877 |
1.9773 |
1.9543 |
|
| R2 |
1.9702 |
1.9702 |
1.9527 |
|
| R1 |
1.9598 |
1.9598 |
1.9511 |
1.9650 |
| PP |
1.9527 |
1.9527 |
1.9527 |
1.9553 |
| S1 |
1.9423 |
1.9423 |
1.9479 |
1.9475 |
| S2 |
1.9352 |
1.9352 |
1.9463 |
|
| S3 |
1.9177 |
1.9248 |
1.9447 |
|
| S4 |
1.9002 |
1.9073 |
1.9399 |
|
|
| 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% |
23% |
False |
False |
363 |
| 10 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0011 |
0.1% |
17% |
False |
False |
327 |
| 20 |
1.9900 |
1.9455 |
0.0445 |
2.3% |
0.0020 |
0.1% |
9% |
False |
False |
268 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0014 |
0.1% |
35% |
False |
False |
242 |
| 60 |
1.9900 |
1.9004 |
0.0896 |
4.6% |
0.0009 |
0.0% |
55% |
False |
False |
162 |
| 80 |
1.9900 |
1.8763 |
0.1137 |
5.8% |
0.0008 |
0.0% |
64% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9511 |
|
2.618 |
1.9507 |
|
1.618 |
1.9505 |
|
1.000 |
1.9504 |
|
0.618 |
1.9503 |
|
HIGH |
1.9502 |
|
0.618 |
1.9501 |
|
0.500 |
1.9501 |
|
0.382 |
1.9501 |
|
LOW |
1.9500 |
|
0.618 |
1.9499 |
|
1.000 |
1.9498 |
|
1.618 |
1.9497 |
|
2.618 |
1.9495 |
|
4.250 |
1.9492 |
|
|
| Fisher Pivots for day following 16-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9501 |
1.9565 |
| PP |
1.9499 |
1.9542 |
| S1 |
1.9497 |
1.9518 |
|