CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 07-Feb-2007
Day Change Summary
Previous Current
06-Feb-2007 07-Feb-2007 Change Change % Previous Week
Open 1.9657 1.9675 0.0018 0.1% 1.9578
High 1.9687 1.9675 -0.0012 -0.1% 1.9663
Low 1.9657 1.9675 0.0018 0.1% 1.9460
Close 1.9688 1.9675 -0.0013 -0.1% 1.9656
Range 0.0030 0.0000 -0.0030 -100.0% 0.0203
ATR 0.0074 0.0069 -0.0004 -5.9% 0.0000
Volume 413 205 -208 -50.4% 1,272
Daily Pivots for day following 07-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9675 1.9675 1.9675
R3 1.9675 1.9675 1.9675
R2 1.9675 1.9675 1.9675
R1 1.9675 1.9675 1.9675 1.9675
PP 1.9675 1.9675 1.9675 1.9675
S1 1.9675 1.9675 1.9675 1.9675
S2 1.9675 1.9675 1.9675
S3 1.9675 1.9675 1.9675
S4 1.9675 1.9675 1.9675
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 1.9687 1.9590 0.0097 0.5% 0.0006 0.0% 88% False False 313
10 1.9687 1.9460 0.0227 1.2% 0.0023 0.1% 95% False False 251
20 1.9900 1.9335 0.0565 2.9% 0.0021 0.1% 60% False False 277
40 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 64% False False 184
60 1.9900 1.8887 0.1013 5.1% 0.0010 0.0% 78% False False 123
80 1.9900 1.8589 0.1311 6.7% 0.0007 0.0% 83% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9675
2.618 1.9675
1.618 1.9675
1.000 1.9675
0.618 1.9675
HIGH 1.9675
0.618 1.9675
0.500 1.9675
0.382 1.9675
LOW 1.9675
0.618 1.9675
1.000 1.9675
1.618 1.9675
2.618 1.9675
4.250 1.9675
Fisher Pivots for day following 07-Feb-2007
Pivot 1 day 3 day
R1 1.9675 1.9663
PP 1.9675 1.9651
S1 1.9675 1.9639

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

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