CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 29-Dec-2006
Day Change Summary
Previous Current
28-Dec-2006 29-Dec-2006 Change Change % Previous Week
Open 1.9628 1.9567 -0.0061 -0.3% 1.9540
High 1.9680 1.9567 -0.0113 -0.6% 1.9680
Low 1.9640 1.9567 -0.0073 -0.4% 1.9540
Close 1.9628 1.9567 -0.0061 -0.3% 1.9567
Range 0.0040 0.0000 -0.0040 -100.0% 0.0140
ATR 0.0068 0.0067 0.0000 -0.7% 0.0000
Volume 69 131 62 89.9% 611
Daily Pivots for day following 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.9567 1.9567 1.9567
R3 1.9567 1.9567 1.9567
R2 1.9567 1.9567 1.9567
R1 1.9567 1.9567 1.9567 1.9567
PP 1.9567 1.9567 1.9567 1.9567
S1 1.9567 1.9567 1.9567 1.9567
S2 1.9567 1.9567 1.9567
S3 1.9567 1.9567 1.9567
S4 1.9567 1.9567 1.9567
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 2.0016 1.9931 1.9644
R3 1.9876 1.9791 1.9606
R2 1.9736 1.9736 1.9593
R1 1.9651 1.9651 1.9580 1.9694
PP 1.9596 1.9596 1.9596 1.9617
S1 1.9511 1.9511 1.9554 1.9554
S2 1.9456 1.9456 1.9541
S3 1.9316 1.9371 1.9529
S4 1.9176 1.9231 1.9490
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9680 1.9540 0.0140 0.7% 0.0008 0.0% 19% False False 210
10 1.9682 1.9493 0.0189 1.0% 0.0004 0.0% 39% False False 109
20 1.9805 1.9493 0.0312 1.6% 0.0002 0.0% 24% False False 56
40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 74% False False 28
60 1.9805 1.8550 0.1255 6.4% 0.0003 0.0% 81% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9567
2.618 1.9567
1.618 1.9567
1.000 1.9567
0.618 1.9567
HIGH 1.9567
0.618 1.9567
0.500 1.9567
0.382 1.9567
LOW 1.9567
0.618 1.9567
1.000 1.9567
1.618 1.9567
2.618 1.9567
4.250 1.9567
Fisher Pivots for day following 29-Dec-2006
Pivot 1 day 3 day
R1 1.9567 1.9622
PP 1.9567 1.9604
S1 1.9567 1.9585

These figures are updated between 7pm and 10pm EST after a trading day.

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