CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 11-Jan-2007
Day Change Summary
Previous Current
10-Jan-2007 11-Jan-2007 Change Change % Previous Week
Open 1.9326 1.9424 0.0098 0.5% 1.9732
High 1.9326 1.9424 0.0098 0.5% 1.9732
Low 1.9326 1.9424 0.0098 0.5% 1.9298
Close 1.9326 1.9424 0.0098 0.5% 1.9298
Range
ATR 0.0073 0.0074 0.0002 2.5% 0.0000
Volume
Daily Pivots for day following 11-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9424 1.9424 1.9424
R3 1.9424 1.9424 1.9424
R2 1.9424 1.9424 1.9424
R1 1.9424 1.9424 1.9424 1.9424
PP 1.9424 1.9424 1.9424 1.9424
S1 1.9424 1.9424 1.9424 1.9424
S2 1.9424 1.9424 1.9424
S3 1.9424 1.9424 1.9424
S4 1.9424 1.9424 1.9424
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 1.9424 1.9298 0.0126 0.6% 0.0000 0.0% 100% True False 1
10 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 29% False False 2
20 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 29% False False 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 1.9424
2.618 1.9424
1.618 1.9424
1.000 1.9424
0.618 1.9424
HIGH 1.9424
0.618 1.9424
0.500 1.9424
0.382 1.9424
LOW 1.9424
0.618 1.9424
1.000 1.9424
1.618 1.9424
2.618 1.9424
4.250 1.9424
Fisher Pivots for day following 11-Jan-2007
Pivot 1 day 3 day
R1 1.9424 1.9408
PP 1.9424 1.9391
S1 1.9424 1.9375

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

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