CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 1.9718 1.9725 0.0007 0.0% 1.9672
High 1.9718 1.9725 0.0007 0.0% 1.9672
Low 1.9718 1.9725 0.0007 0.0% 1.9592
Close 1.9718 1.9725 0.0007 0.0% 1.9649
Range
ATR 0.0053 0.0050 -0.0003 -6.2% 0.0000
Volume 579 190 -389 -67.2% 875
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9725 1.9725 1.9725
R3 1.9725 1.9725 1.9725
R2 1.9725 1.9725 1.9725
R1 1.9725 1.9725 1.9725 1.9725
PP 1.9725 1.9725 1.9725 1.9725
S1 1.9725 1.9725 1.9725 1.9725
S2 1.9725 1.9725 1.9725
S3 1.9725 1.9725 1.9725
S4 1.9725 1.9725 1.9725
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9878 1.9843 1.9693
R3 1.9798 1.9763 1.9671
R2 1.9718 1.9718 1.9664
R1 1.9683 1.9683 1.9656 1.9661
PP 1.9638 1.9638 1.9638 1.9626
S1 1.9603 1.9603 1.9642 1.9581
S2 1.9558 1.9558 1.9634
S3 1.9478 1.9523 1.9627
S4 1.9398 1.9443 1.9605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9749 1.9592 0.0157 0.8% 0.0000 0.0% 85% False False 342
10 1.9749 1.9589 0.0160 0.8% 0.0002 0.0% 85% False False 256
20 1.9749 1.9273 0.0476 2.4% 0.0001 0.0% 95% False False 140
40 1.9749 1.9200 0.0549 2.8% 0.0001 0.0% 96% False False 71
60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 89% False False 48
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.9725
2.618 1.9725
1.618 1.9725
1.000 1.9725
0.618 1.9725
HIGH 1.9725
0.618 1.9725
0.500 1.9725
0.382 1.9725
LOW 1.9725
0.618 1.9725
1.000 1.9725
1.618 1.9725
2.618 1.9725
4.250 1.9725
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 1.9725 1.9734
PP 1.9725 1.9731
S1 1.9725 1.9728

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

View Archives - Comment on this page... - Back to Index of Symbols