CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 23-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2007 |
23-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9566 |
1.9641 |
0.0075 |
0.4% |
1.9539 |
| High |
1.9600 |
1.9645 |
0.0045 |
0.2% |
1.9645 |
| Low |
1.9560 |
1.9625 |
0.0065 |
0.3% |
1.9498 |
| Close |
1.9553 |
1.9629 |
0.0076 |
0.4% |
1.9629 |
| Range |
0.0040 |
0.0020 |
-0.0020 |
-50.0% |
0.0147 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.4% |
0.0000 |
| Volume |
411 |
831 |
420 |
102.2% |
2,621 |
|
| Daily Pivots for day following 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9693 |
1.9681 |
1.9640 |
|
| R3 |
1.9673 |
1.9661 |
1.9635 |
|
| R2 |
1.9653 |
1.9653 |
1.9633 |
|
| R1 |
1.9641 |
1.9641 |
1.9631 |
1.9637 |
| PP |
1.9633 |
1.9633 |
1.9633 |
1.9631 |
| S1 |
1.9621 |
1.9621 |
1.9627 |
1.9617 |
| S2 |
1.9613 |
1.9613 |
1.9625 |
|
| S3 |
1.9593 |
1.9601 |
1.9624 |
|
| S4 |
1.9573 |
1.9581 |
1.9618 |
|
|
| Weekly Pivots for week ending 23-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0032 |
1.9977 |
1.9710 |
|
| R3 |
1.9885 |
1.9830 |
1.9669 |
|
| R2 |
1.9738 |
1.9738 |
1.9656 |
|
| R1 |
1.9683 |
1.9683 |
1.9642 |
1.9711 |
| PP |
1.9591 |
1.9591 |
1.9591 |
1.9604 |
| S1 |
1.9536 |
1.9536 |
1.9616 |
1.9564 |
| S2 |
1.9444 |
1.9444 |
1.9602 |
|
| S3 |
1.9297 |
1.9389 |
1.9589 |
|
| S4 |
1.9150 |
1.9242 |
1.9548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.9645 |
1.9498 |
0.0147 |
0.7% |
0.0021 |
0.1% |
89% |
True |
False |
587 |
| 10 |
1.9645 |
1.9455 |
0.0190 |
1.0% |
0.0018 |
0.1% |
92% |
True |
False |
487 |
| 20 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0021 |
0.1% |
75% |
False |
False |
359 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0016 |
0.1% |
56% |
False |
False |
286 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0011 |
0.1% |
56% |
False |
False |
206 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0010 |
0.0% |
73% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9730 |
|
2.618 |
1.9697 |
|
1.618 |
1.9677 |
|
1.000 |
1.9665 |
|
0.618 |
1.9657 |
|
HIGH |
1.9645 |
|
0.618 |
1.9637 |
|
0.500 |
1.9635 |
|
0.382 |
1.9633 |
|
LOW |
1.9625 |
|
0.618 |
1.9613 |
|
1.000 |
1.9605 |
|
1.618 |
1.9593 |
|
2.618 |
1.9573 |
|
4.250 |
1.9540 |
|
|
| Fisher Pivots for day following 23-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9635 |
1.9610 |
| PP |
1.9633 |
1.9591 |
| S1 |
1.9631 |
1.9572 |
|