CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 05-Feb-2007
Day Change Summary
Previous Current
02-Feb-2007 05-Feb-2007 Change Change % Previous Week
Open 1.9656 1.9582 -0.0074 -0.4% 1.9578
High 1.9656 1.9590 -0.0066 -0.3% 1.9663
Low 1.9656 1.9590 -0.0066 -0.3% 1.9460
Close 1.9656 1.9582 -0.0074 -0.4% 1.9656
Range
ATR 0.0072 0.0071 0.0000 -0.6% 0.0000
Volume 252 306 54 21.4% 1,272
Daily Pivots for day following 05-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9587 1.9585 1.9582
R3 1.9587 1.9585 1.9582
R2 1.9587 1.9587 1.9582
R1 1.9585 1.9585 1.9582 1.9582
PP 1.9587 1.9587 1.9587 1.9586
S1 1.9585 1.9585 1.9582 1.9582
S2 1.9587 1.9587 1.9582
S3 1.9587 1.9585 1.9582
S4 1.9587 1.9585 1.9582
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 2.0202 2.0132 1.9768
R3 1.9999 1.9929 1.9712
R2 1.9796 1.9796 1.9693
R1 1.9726 1.9726 1.9675 1.9761
PP 1.9593 1.9593 1.9593 1.9611
S1 1.9523 1.9523 1.9637 1.9558
S2 1.9390 1.9390 1.9619
S3 1.9187 1.9320 1.9600
S4 1.8984 1.9117 1.9544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9663 1.9460 0.0203 1.0% 0.0040 0.2% 60% False False 278
10 1.9900 1.9460 0.0440 2.2% 0.0030 0.2% 28% False False 213
20 1.9900 1.9335 0.0565 2.9% 0.0020 0.1% 44% False False 268
40 1.9900 1.9280 0.0620 3.2% 0.0011 0.1% 49% False False 169
60 1.9900 1.8887 0.1013 5.2% 0.0009 0.0% 69% False False 113
80 1.9900 1.8550 0.1350 6.9% 0.0007 0.0% 76% False False 85
Crabel Price Patterns
NR False
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 -0.0003
Fibonacci Retracements and Extensions
4.250 1.9590
2.618 1.9590
1.618 1.9590
1.000 1.9590
0.618 1.9590
HIGH 1.9590
0.618 1.9590
0.500 1.9590
0.382 1.9590
LOW 1.9590
0.618 1.9590
1.000 1.9590
1.618 1.9590
2.618 1.9590
4.250 1.9590
Fisher Pivots for day following 05-Feb-2007
Pivot 1 day 3 day
R1 1.9590 1.9627
PP 1.9587 1.9612
S1 1.9585 1.9597

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

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