CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 1.9625 1.9589 -0.0036 -0.2% 1.9421
High 1.9615 1.9589 -0.0026 -0.1% 1.9640
Low 1.9595 1.9589 -0.0006 0.0% 1.9421
Close 1.9625 1.9589 -0.0036 -0.2% 1.9589
Range 0.0020 0.0000 -0.0020 -100.0% 0.0219
ATR 0.0057 0.0055 -0.0001 -2.6% 0.0000
Volume 341 122 -219 -64.2% 558
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9589 1.9589 1.9589
R3 1.9589 1.9589 1.9589
R2 1.9589 1.9589 1.9589
R1 1.9589 1.9589 1.9589 1.9589
PP 1.9589 1.9589 1.9589 1.9589
S1 1.9589 1.9589 1.9589 1.9589
S2 1.9589 1.9589 1.9589
S3 1.9589 1.9589 1.9589
S4 1.9589 1.9589 1.9589
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 2.0207 2.0117 1.9709
R3 1.9988 1.9898 1.9649
R2 1.9769 1.9769 1.9629
R1 1.9679 1.9679 1.9609 1.9724
PP 1.9550 1.9550 1.9550 1.9573
S1 1.9460 1.9460 1.9569 1.9505
S2 1.9331 1.9331 1.9549
S3 1.9112 1.9241 1.9529
S4 1.8893 1.9022 1.9469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9640 1.9421 0.0219 1.1% 0.0004 0.0% 77% False False 111
10 1.9640 1.9282 0.0358 1.8% 0.0002 0.0% 86% False False 70
20 1.9640 1.9200 0.0440 2.2% 0.0001 0.0% 88% False False 36
40 1.9679 1.9200 0.0479 2.4% 0.0001 0.0% 81% False False 18
60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 66% False False 13
Crabel Price Patterns
NR True
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 -0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9589
2.618 1.9589
1.618 1.9589
1.000 1.9589
0.618 1.9589
HIGH 1.9589
0.618 1.9589
0.500 1.9589
0.382 1.9589
LOW 1.9589
0.618 1.9589
1.000 1.9589
1.618 1.9589
2.618 1.9589
4.250 1.9589
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 1.9589 1.9615
PP 1.9589 1.9606
S1 1.9589 1.9598

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

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