CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 1.9609 1.9673 0.0064 0.3% 1.9395
High 1.9640 1.9680 0.0040 0.2% 1.9570
Low 1.9610 1.9680 0.0070 0.4% 1.9335
Close 1.9609 1.9673 0.0064 0.3% 1.9555
Range 0.0030 0.0000 -0.0030 -100.0% 0.0235
ATR 0.0093 0.0091 -0.0002 -1.7% 0.0000
Volume 231 780 549 237.7% 1,380
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9678 1.9675 1.9673
R3 1.9678 1.9675 1.9673
R2 1.9678 1.9678 1.9673
R1 1.9675 1.9675 1.9673 1.9673
PP 1.9678 1.9678 1.9678 1.9677
S1 1.9675 1.9675 1.9673 1.9673
S2 1.9678 1.9678 1.9673
S3 1.9678 1.9675 1.9673
S4 1.9678 1.9675 1.9673
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 1.9680 1.9335 0.0345 1.8% 0.0017 0.1% 98% True False 390
10 1.9680 1.9280 0.0400 2.0% 0.0010 0.1% 98% True False 257
20 1.9740 1.9280 0.0460 2.3% 0.0007 0.0% 85% False False 187
40 1.9805 1.8941 0.0864 4.4% 0.0004 0.0% 85% False False 94
60 1.9805 1.8758 0.1047 5.3% 0.0004 0.0% 87% False False 63
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 -0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9680
2.618 1.9680
1.618 1.9680
1.000 1.9680
0.618 1.9680
HIGH 1.9680
0.618 1.9680
0.500 1.9680
0.382 1.9680
LOW 1.9680
0.618 1.9680
1.000 1.9680
1.618 1.9680
2.618 1.9680
4.250 1.9680
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 1.9680 1.9657
PP 1.9678 1.9641
S1 1.9675 1.9625

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

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