CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 1.9995 1.9888 -0.0107 -0.5% 1.9880
High 1.9995 1.9888 -0.0107 -0.5% 2.0033
Low 1.9995 1.9888 -0.0107 -0.5% 1.9880
Close 1.9995 1.9888 -0.0107 -0.5% 2.0009
Range
ATR 0.0045 0.0050 0.0004 9.8% 0.0000
Volume 96 54 -42 -43.8% 688
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9888 1.9888 1.9888
R3 1.9888 1.9888 1.9888
R2 1.9888 1.9888 1.9888
R1 1.9888 1.9888 1.9888 1.9888
PP 1.9888 1.9888 1.9888 1.9888
S1 1.9888 1.9888 1.9888 1.9888
S2 1.9888 1.9888 1.9888
S3 1.9888 1.9888 1.9888
S4 1.9888 1.9888 1.9888
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 2.0009 1.9888 0.0121 0.6% 0.0002 0.0% 0% False True 54
10 2.0033 1.9760 0.0273 1.4% 0.0012 0.1% 47% False False 113
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 67% False False 200
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 83% False False 133
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 83% False False 89
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 83% False False 67
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 1.9888
2.618 1.9888
1.618 1.9888
1.000 1.9888
0.618 1.9888
HIGH 1.9888
0.618 1.9888
0.500 1.9888
0.382 1.9888
LOW 1.9888
0.618 1.9888
1.000 1.9888
1.618 1.9888
2.618 1.9888
4.250 1.9888
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 1.9888 1.9942
PP 1.9888 1.9924
S1 1.9888 1.9906

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

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