CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary
Previous Current
11-Jan-2007 12-Jan-2007 Change Change % Previous Week
Open 1.9505 1.9555 0.0050 0.3% 1.9395
High 1.9505 1.9570 0.0065 0.3% 1.9570
Low 1.9450 1.9570 0.0120 0.6% 1.9335
Close 1.9435 1.9555 0.0120 0.6% 1.9555
Range 0.0055 0.0000 -0.0055 -100.0% 0.0235
ATR 0.0090 0.0094 0.0003 3.5% 0.0000
Volume 51 846 795 1,558.8% 1,380
Daily Pivots for day following 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9565 1.9560 1.9555
R3 1.9565 1.9560 1.9555
R2 1.9565 1.9565 1.9555
R1 1.9560 1.9560 1.9555 1.9555
PP 1.9565 1.9565 1.9565 1.9563
S1 1.9560 1.9560 1.9555 1.9555
S2 1.9565 1.9565 1.9555
S3 1.9565 1.9560 1.9555
S4 1.9565 1.9560 1.9555
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0192 2.0108 1.9684
R3 1.9957 1.9873 1.9620
R2 1.9722 1.9722 1.9598
R1 1.9638 1.9638 1.9577 1.9680
PP 1.9487 1.9487 1.9487 1.9508
S1 1.9403 1.9403 1.9533 1.9445
S2 1.9252 1.9252 1.9512
S3 1.9017 1.9168 1.9490
S4 1.8782 1.8933 1.9426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9570 1.9335 0.0235 1.2% 0.0014 0.1% 94% True False 276
10 1.9740 1.9280 0.0460 2.4% 0.0007 0.0% 60% False False 178
20 1.9740 1.9280 0.0460 2.4% 0.0006 0.0% 60% False False 137
40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 73% False False 69
60 1.9805 1.8696 0.1109 5.7% 0.0004 0.0% 77% False False 46
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 False
Bear Hook False
Bull Hook False
Stretch -0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9570
2.618 1.9570
1.618 1.9570
1.000 1.9570
0.618 1.9570
HIGH 1.9570
0.618 1.9570
0.500 1.9570
0.382 1.9570
LOW 1.9570
0.618 1.9570
1.000 1.9570
1.618 1.9570
2.618 1.9570
4.250 1.9570
Fisher Pivots for day following 12-Jan-2007
Pivot 1 day 3 day
R1 1.9570 1.9521
PP 1.9565 1.9487
S1 1.9560 1.9453

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

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