CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 1.9985 1.9974 -0.0011 -0.1% 1.9880
High 1.9985 1.9974 -0.0011 -0.1% 2.0033
Low 1.9975 1.9974 -0.0001 0.0% 1.9880
Close 1.9989 1.9974 -0.0015 -0.1% 2.0009
Range 0.0010 0.0000 -0.0010 -100.0% 0.0153
ATR 0.0050 0.0047 -0.0002 -5.0% 0.0000
Volume 37 37 0 0.0% 688
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9974 1.9974 1.9974
R3 1.9974 1.9974 1.9974
R2 1.9974 1.9974 1.9974
R1 1.9974 1.9974 1.9974 1.9974
PP 1.9974 1.9974 1.9974 1.9974
S1 1.9974 1.9974 1.9974 1.9974
S2 1.9974 1.9974 1.9974
S3 1.9974 1.9974 1.9974
S4 1.9974 1.9974 1.9974
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0433 2.0374 2.0093
R3 2.0280 2.0221 2.0051
R2 2.0127 2.0127 2.0037
R1 2.0068 2.0068 2.0023 2.0098
PP 1.9974 1.9974 1.9974 1.9989
S1 1.9915 1.9915 1.9995 1.9945
S2 1.9821 1.9821 1.9981
S3 1.9668 1.9762 1.9967
S4 1.9515 1.9609 1.9925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0033 1.9974 0.0059 0.3% 0.0004 0.0% 0% False True 103
10 2.0033 1.9730 0.0303 1.5% 0.0012 0.1% 81% False False 170
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 87% False False 208
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 93% False False 129
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 93% False False 86
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 93% False False 65
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9974
2.618 1.9974
1.618 1.9974
1.000 1.9974
0.618 1.9974
HIGH 1.9974
0.618 1.9974
0.500 1.9974
0.382 1.9974
LOW 1.9974
0.618 1.9974
1.000 1.9974
1.618 1.9974
2.618 1.9974
4.250 1.9974
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 1.9974 1.9992
PP 1.9974 1.9986
S1 1.9974 1.9980

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

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