CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 17-Apr-2007
Day Change Summary
Previous Current
16-Apr-2007 17-Apr-2007 Change Change % Previous Week
Open 1.9880 2.0040 0.0160 0.8% 1.9587
High 1.9880 2.0000 0.0120 0.6% 1.9860
Low 1.9880 2.0000 0.0120 0.6% 1.9587
Close 1.9880 2.0040 0.0160 0.8% 1.9853
Range
ATR 0.0052 0.0057 0.0005 9.2% 0.0000
Volume 194 53 -141 -72.7% 1,019
Daily Pivots for day following 17-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0013 2.0027 2.0040
R3 2.0013 2.0027 2.0040
R2 2.0013 2.0013 2.0040
R1 2.0027 2.0027 2.0040 2.0040
PP 2.0013 2.0013 2.0013 2.0020
S1 2.0027 2.0027 2.0040 2.0040
S2 2.0013 2.0013 2.0040
S3 2.0013 2.0027 2.0040
S4 2.0013 2.0027 2.0040
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 2.0000 1.9730 0.0270 1.3% 0.0020 0.1% 115% True False 237
10 2.0000 1.9587 0.0413 2.1% 0.0010 0.0% 110% True False 203
20 2.0000 1.9587 0.0413 2.1% 0.0006 0.0% 110% True False 224
40 2.0000 1.9200 0.0800 4.0% 0.0003 0.0% 105% True False 117
60 2.0000 1.9200 0.0800 4.0% 0.0002 0.0% 105% True False 78
80 2.0000 1.9200 0.0800 4.0% 0.0002 0.0% 105% True False 59
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 -0.0003
Fibonacci Retracements and Extensions
4.250 2.0000
2.618 2.0000
1.618 2.0000
1.000 2.0000
0.618 2.0000
HIGH 2.0000
0.618 2.0000
0.500 2.0000
0.382 2.0000
LOW 2.0000
0.618 2.0000
1.000 2.0000
1.618 2.0000
2.618 2.0000
4.250 2.0000
Fisher Pivots for day following 17-Apr-2007
Pivot 1 day 3 day
R1 2.0027 1.9987
PP 2.0013 1.9933
S1 2.0000 1.9880

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

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