CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 22-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2007 |
22-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9540 |
1.9566 |
0.0026 |
0.1% |
1.9457 |
| High |
1.9540 |
1.9600 |
0.0060 |
0.3% |
1.9630 |
| Low |
1.9498 |
1.9560 |
0.0062 |
0.3% |
1.9455 |
| Close |
1.9536 |
1.9553 |
0.0017 |
0.1% |
1.9495 |
| Range |
0.0042 |
0.0040 |
-0.0002 |
-4.8% |
0.0175 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
638 |
411 |
-227 |
-35.6% |
1,819 |
|
| Daily Pivots for day following 22-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9691 |
1.9662 |
1.9575 |
|
| R3 |
1.9651 |
1.9622 |
1.9564 |
|
| R2 |
1.9611 |
1.9611 |
1.9560 |
|
| R1 |
1.9582 |
1.9582 |
1.9557 |
1.9577 |
| PP |
1.9571 |
1.9571 |
1.9571 |
1.9568 |
| S1 |
1.9542 |
1.9542 |
1.9549 |
1.9537 |
| S2 |
1.9531 |
1.9531 |
1.9546 |
|
| S3 |
1.9491 |
1.9502 |
1.9542 |
|
| S4 |
1.9451 |
1.9462 |
1.9531 |
|
|
| 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 |
1.9600 |
1.9498 |
0.0102 |
0.5% |
0.0032 |
0.2% |
54% |
True |
False |
502 |
| 10 |
1.9630 |
1.9455 |
0.0175 |
0.9% |
0.0016 |
0.1% |
56% |
False |
False |
414 |
| 20 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0020 |
0.1% |
42% |
False |
False |
332 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0016 |
0.1% |
44% |
False |
False |
275 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0011 |
0.1% |
44% |
False |
False |
192 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0009 |
0.0% |
66% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9770 |
|
2.618 |
1.9705 |
|
1.618 |
1.9665 |
|
1.000 |
1.9640 |
|
0.618 |
1.9625 |
|
HIGH |
1.9600 |
|
0.618 |
1.9585 |
|
0.500 |
1.9580 |
|
0.382 |
1.9575 |
|
LOW |
1.9560 |
|
0.618 |
1.9535 |
|
1.000 |
1.9520 |
|
1.618 |
1.9495 |
|
2.618 |
1.9455 |
|
4.250 |
1.9390 |
|
|
| Fisher Pivots for day following 22-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9580 |
1.9552 |
| PP |
1.9571 |
1.9550 |
| S1 |
1.9562 |
1.9549 |
|