CME British Pound Future June 2007
| Trading Metrics calculated at close of trading on 28-Feb-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2007 |
28-Feb-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9624 |
1.9629 |
0.0005 |
0.0% |
1.9539 |
| High |
1.9670 |
1.9639 |
-0.0031 |
-0.2% |
1.9645 |
| Low |
1.9620 |
1.9629 |
0.0009 |
0.0% |
1.9498 |
| Close |
1.9624 |
1.9629 |
0.0005 |
0.0% |
1.9629 |
| Range |
0.0050 |
0.0010 |
-0.0040 |
-80.0% |
0.0147 |
| ATR |
0.0066 |
0.0062 |
-0.0004 |
-5.5% |
0.0000 |
| Volume |
493 |
1,136 |
643 |
130.4% |
2,621 |
|
| Daily Pivots for day following 28-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9662 |
1.9656 |
1.9635 |
|
| R3 |
1.9652 |
1.9646 |
1.9632 |
|
| R2 |
1.9642 |
1.9642 |
1.9631 |
|
| R1 |
1.9636 |
1.9636 |
1.9630 |
1.9634 |
| PP |
1.9632 |
1.9632 |
1.9632 |
1.9632 |
| S1 |
1.9626 |
1.9626 |
1.9628 |
1.9624 |
| S2 |
1.9622 |
1.9622 |
1.9627 |
|
| S3 |
1.9612 |
1.9616 |
1.9626 |
|
| S4 |
1.9602 |
1.9606 |
1.9624 |
|
|
| 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 |
1.9670 |
1.9560 |
0.0110 |
0.6% |
0.0028 |
0.1% |
63% |
False |
False |
700 |
| 10 |
1.9670 |
1.9498 |
0.0172 |
0.9% |
0.0026 |
0.1% |
76% |
False |
False |
573 |
| 20 |
1.9687 |
1.9455 |
0.0232 |
1.2% |
0.0023 |
0.1% |
75% |
False |
False |
451 |
| 40 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0017 |
0.1% |
56% |
False |
False |
337 |
| 60 |
1.9900 |
1.9280 |
0.0620 |
3.2% |
0.0012 |
0.1% |
56% |
False |
False |
243 |
| 80 |
1.9900 |
1.8887 |
0.1013 |
5.2% |
0.0011 |
0.1% |
73% |
False |
False |
183 |
| 100 |
1.9900 |
1.8550 |
0.1350 |
6.9% |
0.0008 |
0.0% |
80% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9682 |
|
2.618 |
1.9665 |
|
1.618 |
1.9655 |
|
1.000 |
1.9649 |
|
0.618 |
1.9645 |
|
HIGH |
1.9639 |
|
0.618 |
1.9635 |
|
0.500 |
1.9634 |
|
0.382 |
1.9633 |
|
LOW |
1.9629 |
|
0.618 |
1.9623 |
|
1.000 |
1.9619 |
|
1.618 |
1.9613 |
|
2.618 |
1.9603 |
|
4.250 |
1.9587 |
|
|
| Fisher Pivots for day following 28-Feb-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9634 |
1.9645 |
| PP |
1.9632 |
1.9640 |
| S1 |
1.9631 |
1.9634 |
|