CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
18-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 2.0033 1.9988 -0.0045 -0.2% 1.9587
High 2.0033 1.9988 -0.0045 -0.2% 1.9860
Low 2.0033 1.9980 -0.0053 -0.3% 1.9587
Close 2.0033 1.9994 -0.0039 -0.2% 1.9853
Range 0.0000 0.0008 0.0008 0.0273
ATR 0.0054 0.0054 0.0000 -0.1% 0.0000
Volume 354 37 -317 -89.5% 1,019
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0011 2.0011 1.9998
R3 2.0003 2.0003 1.9996
R2 1.9995 1.9995 1.9995
R1 1.9995 1.9995 1.9995 1.9995
PP 1.9987 1.9987 1.9987 1.9988
S1 1.9987 1.9987 1.9993 1.9987
S2 1.9979 1.9979 1.9993
S3 1.9971 1.9979 1.9992
S4 1.9963 1.9971 1.9990
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 2.0033 1.9760 0.0273 1.4% 0.0022 0.1% 86% False False 173
10 2.0033 1.9587 0.0446 2.2% 0.0011 0.1% 91% False False 206
20 2.0033 1.9587 0.0446 2.2% 0.0005 0.0% 91% False False 223
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 95% False False 126
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 95% False False 84
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 95% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0022
2.618 2.0009
1.618 2.0001
1.000 1.9996
0.618 1.9993
HIGH 1.9988
0.618 1.9985
0.500 1.9984
0.382 1.9983
LOW 1.9980
0.618 1.9975
1.000 1.9972
1.618 1.9967
2.618 1.9959
4.250 1.9946
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 1.9991 2.0007
PP 1.9987 2.0002
S1 1.9984 1.9998

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

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