CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 1.9438 1.9298 -0.0140 -0.7% 1.9732
High 1.9438 1.9298 -0.0140 -0.7% 1.9732
Low 1.9438 1.9298 -0.0140 -0.7% 1.9298
Close 1.9438 1.9298 -0.0140 -0.7% 1.9298
Range
ATR 0.0072 0.0077 0.0005 6.7% 0.0000
Volume 17 1 -16 -94.1% 19
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9298 1.9298 1.9298
R3 1.9298 1.9298 1.9298
R2 1.9298 1.9298 1.9298
R1 1.9298 1.9298 1.9298 1.9298
PP 1.9298 1.9298 1.9298 1.9298
S1 1.9298 1.9298 1.9298 1.9298
S2 1.9298 1.9298 1.9298
S3 1.9298 1.9298 1.9298
S4 1.9298 1.9298 1.9298
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0745 2.0455 1.9537
R3 2.0311 2.0021 1.9417
R2 1.9877 1.9877 1.9378
R1 1.9587 1.9587 1.9338 1.9515
PP 1.9443 1.9443 1.9443 1.9407
S1 1.9153 1.9153 1.9258 1.9081
S2 1.9009 1.9009 1.9218
S3 1.8575 1.8719 1.9179
S4 1.8141 1.8285 1.9059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 0% False True 3
10 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 0% False True 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.9298
2.618 1.9298
1.618 1.9298
1.000 1.9298
0.618 1.9298
HIGH 1.9298
0.618 1.9298
0.500 1.9298
0.382 1.9298
LOW 1.9298
0.618 1.9298
1.000 1.9298
1.618 1.9298
2.618 1.9298
4.250 1.9298
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 1.9298 1.9400
PP 1.9298 1.9366
S1 1.9298 1.9332

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

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