CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 16-Apr-2007
Day Change Summary
Previous Current
13-Apr-2007 16-Apr-2007 Change Change % Previous Week
Open 1.9853 1.9880 0.0027 0.1% 1.9587
High 1.9860 1.9880 0.0020 0.1% 1.9860
Low 1.9760 1.9880 0.0120 0.6% 1.9587
Close 1.9853 1.9880 0.0027 0.1% 1.9853
Range 0.0100 0.0000 -0.0100 -100.0% 0.0273
ATR 0.0054 0.0052 -0.0002 -3.6% 0.0000
Volume 227 194 -33 -14.5% 1,019
Daily Pivots for day following 16-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9880 1.9880 1.9880
R3 1.9880 1.9880 1.9880
R2 1.9880 1.9880 1.9880
R1 1.9880 1.9880 1.9880 1.9880
PP 1.9880 1.9880 1.9880 1.9880
S1 1.9880 1.9880 1.9880 1.9880
S2 1.9880 1.9880 1.9880
S3 1.9880 1.9880 1.9880
S4 1.9880 1.9880 1.9880
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0586 2.0492 2.0003
R3 2.0313 2.0219 1.9928
R2 2.0040 2.0040 1.9903
R1 1.9946 1.9946 1.9878 1.9993
PP 1.9767 1.9767 1.9767 1.9790
S1 1.9673 1.9673 1.9828 1.9720
S2 1.9494 1.9494 1.9803
S3 1.9221 1.9400 1.9778
S4 1.8948 1.9127 1.9703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9880 1.9694 0.0186 0.9% 0.0020 0.1% 100% True False 227
10 1.9880 1.9587 0.0293 1.5% 0.0010 0.1% 100% True False 256
20 1.9880 1.9587 0.0293 1.5% 0.0006 0.0% 100% True False 221
40 1.9880 1.9200 0.0680 3.4% 0.0003 0.0% 100% True False 115
60 1.9880 1.9200 0.0680 3.4% 0.0002 0.0% 100% True False 77
80 1.9880 1.9200 0.0680 3.4% 0.0002 0.0% 100% True False 58
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9880
2.618 1.9880
1.618 1.9880
1.000 1.9880
0.618 1.9880
HIGH 1.9880
0.618 1.9880
0.500 1.9880
0.382 1.9880
LOW 1.9880
0.618 1.9880
1.000 1.9880
1.618 1.9880
2.618 1.9880
4.250 1.9880
Fisher Pivots for day following 16-Apr-2007
Pivot 1 day 3 day
R1 1.9880 1.9860
PP 1.9880 1.9840
S1 1.9880 1.9820

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

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