CME British Pound Future June 2007
Trading Metrics calculated at close of trading on 20-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2007 |
20-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.9502 |
1.9539 |
0.0037 |
0.2% |
1.9457 |
High |
1.9502 |
1.9540 |
0.0038 |
0.2% |
1.9630 |
Low |
1.9500 |
1.9540 |
0.0040 |
0.2% |
1.9455 |
Close |
1.9495 |
1.9539 |
0.0044 |
0.2% |
1.9495 |
Range |
0.0002 |
0.0000 |
-0.0002 |
-100.0% |
0.0175 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
315 |
741 |
426 |
135.2% |
1,819 |
|
Daily Pivots for day following 20-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.9540 |
1.9539 |
1.9539 |
|
R3 |
1.9540 |
1.9539 |
1.9539 |
|
R2 |
1.9540 |
1.9540 |
1.9539 |
|
R1 |
1.9539 |
1.9539 |
1.9539 |
1.9539 |
PP |
1.9540 |
1.9540 |
1.9540 |
1.9540 |
S1 |
1.9539 |
1.9539 |
1.9539 |
1.9539 |
S2 |
1.9540 |
1.9540 |
1.9539 |
|
S3 |
1.9540 |
1.9539 |
1.9539 |
|
S4 |
1.9540 |
1.9539 |
1.9539 |
|
|
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% |
48% |
False |
False |
332 |
10 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0011 |
0.1% |
36% |
False |
False |
371 |
20 |
1.9900 |
1.9455 |
0.0445 |
2.3% |
0.0020 |
0.1% |
19% |
False |
False |
292 |
40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0014 |
0.1% |
42% |
False |
False |
260 |
60 |
1.9900 |
1.9143 |
0.0757 |
3.9% |
0.0009 |
0.0% |
52% |
False |
False |
174 |
80 |
1.9900 |
1.8807 |
0.1093 |
5.6% |
0.0008 |
0.0% |
67% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.9540 |
2.618 |
1.9540 |
1.618 |
1.9540 |
1.000 |
1.9540 |
0.618 |
1.9540 |
HIGH |
1.9540 |
0.618 |
1.9540 |
0.500 |
1.9540 |
0.382 |
1.9540 |
LOW |
1.9540 |
0.618 |
1.9540 |
1.000 |
1.9540 |
1.618 |
1.9540 |
2.618 |
1.9540 |
4.250 |
1.9540 |
|
|
Fisher Pivots for day following 20-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.9540 |
1.9550 |
PP |
1.9540 |
1.9546 |
S1 |
1.9539 |
1.9543 |
|