CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 1.9892 1.9962 0.0070 0.4% 1.9867
High 1.9925 1.9965 0.0040 0.2% 1.9878
Low 1.9890 1.9912 0.0022 0.1% 1.9730
Close 1.9901 1.9920 0.0019 0.1% 1.9819
Range 0.0035 0.0053 0.0018 51.4% 0.0148
ATR 0.0082 0.0081 -0.0001 -1.6% 0.0000
Volume 92,346 101,194 8,848 9.6% 333,918
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0091 2.0059 1.9949
R3 2.0038 2.0006 1.9935
R2 1.9985 1.9985 1.9930
R1 1.9953 1.9953 1.9925 1.9943
PP 1.9932 1.9932 1.9932 1.9927
S1 1.9900 1.9900 1.9915 1.9890
S2 1.9879 1.9879 1.9910
S3 1.9826 1.9847 1.9905
S4 1.9773 1.9794 1.9891
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0253 2.0184 1.9900
R3 2.0105 2.0036 1.9860
R2 1.9957 1.9957 1.9846
R1 1.9888 1.9888 1.9833 1.9849
PP 1.9809 1.9809 1.9809 1.9789
S1 1.9740 1.9740 1.9805 1.9701
S2 1.9661 1.9661 1.9792
S3 1.9513 1.9592 1.9778
S4 1.9365 1.9444 1.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9965 1.9730 0.0235 1.2% 0.0051 0.3% 81% True False 93,516
10 1.9965 1.9730 0.0235 1.2% 0.0053 0.3% 81% True False 83,536
20 1.9992 1.9674 0.0318 1.6% 0.0063 0.3% 77% False False 79,177
40 2.0072 1.9674 0.0398 2.0% 0.0063 0.3% 62% False False 73,793
60 2.0072 1.9200 0.0872 4.4% 0.0068 0.3% 83% False False 72,731
80 2.0072 1.9185 0.0887 4.5% 0.0060 0.3% 83% False False 55,326
100 2.0072 1.9185 0.0887 4.5% 0.0052 0.3% 83% False False 44,320
120 2.0072 1.9185 0.0887 4.5% 0.0044 0.2% 83% False False 36,949
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0190
2.618 2.0104
1.618 2.0051
1.000 2.0018
0.618 1.9998
HIGH 1.9965
0.618 1.9945
0.500 1.9939
0.382 1.9932
LOW 1.9912
0.618 1.9879
1.000 1.9859
1.618 1.9826
2.618 1.9773
4.250 1.9687
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 1.9939 1.9902
PP 1.9932 1.9883
S1 1.9926 1.9865

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

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