CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 17-Jan-2007
Day Change Summary
Previous Current
16-Jan-2007 17-Jan-2007 Change Change % Previous Week
Open 1.9598 1.9662 0.0064 0.3% 1.9372
High 1.9598 1.9662 0.0064 0.3% 1.9544
Low 1.9598 1.9662 0.0064 0.3% 1.9326
Close 1.9598 1.9662 0.0064 0.3% 1.9544
Range
ATR 0.0076 0.0075 -0.0001 -1.1% 0.0000
Volume 5 3 -2 -40.0% 9
Daily Pivots for day following 17-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9662 1.9662 1.9662
R3 1.9662 1.9662 1.9662
R2 1.9662 1.9662 1.9662
R1 1.9662 1.9662 1.9662 1.9662
PP 1.9662 1.9662 1.9662 1.9662
S1 1.9662 1.9662 1.9662 1.9662
S2 1.9662 1.9662 1.9662
S3 1.9662 1.9662 1.9662
S4 1.9662 1.9662 1.9662
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0125 2.0053 1.9664
R3 1.9907 1.9835 1.9604
R2 1.9689 1.9689 1.9584
R1 1.9617 1.9617 1.9564 1.9653
PP 1.9471 1.9471 1.9471 1.9490
S1 1.9399 1.9399 1.9524 1.9435
S2 1.9253 1.9253 1.9504
S3 1.9035 1.9181 1.9484
S4 1.8817 1.8963 1.9424
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9662 1.9326 0.0336 1.7% 0.0000 0.0% 100% True False 2
10 1.9662 1.9298 0.0364 1.9% 0.0000 0.0% 100% True False 3
20 1.9732 1.9298 0.0434 2.2% 0.0000 0.0% 84% 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 1.9662
2.618 1.9662
1.618 1.9662
1.000 1.9662
0.618 1.9662
HIGH 1.9662
0.618 1.9662
0.500 1.9662
0.382 1.9662
LOW 1.9662
0.618 1.9662
1.000 1.9662
1.618 1.9662
2.618 1.9662
4.250 1.9662
Fisher Pivots for day following 17-Jan-2007
Pivot 1 day 3 day
R1 1.9662 1.9642
PP 1.9662 1.9623
S1 1.9662 1.9603

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

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