CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 12-Feb-2007
Day Change Summary
Previous Current
09-Feb-2007 12-Feb-2007 Change Change % Previous Week
Open 1.9490 1.9457 -0.0033 -0.2% 1.9582
High 1.9460 1.9457 -0.0003 0.0% 1.9687
Low 1.9460 1.9457 -0.0003 0.0% 1.9460
Close 1.9490 1.9457 -0.0033 -0.2% 1.9490
Range
ATR 0.0075 0.0072 -0.0003 -4.0% 0.0000
Volume 439 896 457 104.1% 1,456
Daily Pivots for day following 12-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9457 1.9457 1.9457
R3 1.9457 1.9457 1.9457
R2 1.9457 1.9457 1.9457
R1 1.9457 1.9457 1.9457 1.9457
PP 1.9457 1.9457 1.9457 1.9457
S1 1.9457 1.9457 1.9457 1.9457
S2 1.9457 1.9457 1.9457
S3 1.9457 1.9457 1.9457
S4 1.9457 1.9457 1.9457
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 2.0227 2.0085 1.9615
R3 2.0000 1.9858 1.9552
R2 1.9773 1.9773 1.9532
R1 1.9631 1.9631 1.9511 1.9589
PP 1.9546 1.9546 1.9546 1.9524
S1 1.9404 1.9404 1.9469 1.9362
S2 1.9319 1.9319 1.9448
S3 1.9092 1.9177 1.9428
S4 1.8865 1.8950 1.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9687 1.9457 0.0230 1.2% 0.0006 0.0% 0% False True 409
10 1.9687 1.9457 0.0230 1.2% 0.0023 0.1% 0% False True 343
20 1.9900 1.9457 0.0443 2.3% 0.0018 0.1% 0% False True 301
40 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 29% False False 219
60 1.9900 1.8887 0.1013 5.2% 0.0008 0.0% 56% False False 147
80 1.9900 1.8696 0.1204 6.2% 0.0007 0.0% 63% False False 110
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Fibonacci Retracements and Extensions
4.250 1.9457
2.618 1.9457
1.618 1.9457
1.000 1.9457
0.618 1.9457
HIGH 1.9457
0.618 1.9457
0.500 1.9457
0.382 1.9457
LOW 1.9457
0.618 1.9457
1.000 1.9457
1.618 1.9457
2.618 1.9457
4.250 1.9457
Fisher Pivots for day following 12-Feb-2007
Pivot 1 day 3 day
R1 1.9457 1.9511
PP 1.9457 1.9493
S1 1.9457 1.9475

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

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