CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 30-Apr-2007
Day Change Summary
Previous Current
27-Apr-2007 30-Apr-2007 Change Change % Previous Week
Open 1.9945 1.9967 0.0022 0.1% 1.9985
High 1.9945 1.9967 0.0022 0.1% 1.9995
Low 1.9945 1.9967 0.0022 0.1% 1.9888
Close 1.9945 1.9967 0.0022 0.1% 1.9945
Range
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume 162 32 -130 -80.2% 386
Daily Pivots for day following 30-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9967 1.9967 1.9967
R3 1.9967 1.9967 1.9967
R2 1.9967 1.9967 1.9967
R1 1.9967 1.9967 1.9967 1.9967
PP 1.9967 1.9967 1.9967 1.9967
S1 1.9967 1.9967 1.9967 1.9967
S2 1.9967 1.9967 1.9967
S3 1.9967 1.9967 1.9967
S4 1.9967 1.9967 1.9967
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0264 2.0211 2.0004
R3 2.0157 2.0104 1.9974
R2 2.0050 2.0050 1.9965
R1 1.9997 1.9997 1.9955 1.9970
PP 1.9943 1.9943 1.9943 1.9929
S1 1.9890 1.9890 1.9935 1.9863
S2 1.9836 1.9836 1.9925
S3 1.9729 1.9783 1.9916
S4 1.9622 1.9676 1.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9995 1.9888 0.0107 0.5% 0.0000 0.0% 74% False False 76
10 2.0033 1.9888 0.0145 0.7% 0.0002 0.0% 54% False False 91
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 85% False False 173
40 2.0033 1.9268 0.0765 3.8% 0.0003 0.0% 91% False False 138
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 92% False False 92
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 92% False False 69
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 -0.0004
Fibonacci Retracements and Extensions
4.250 1.9967
2.618 1.9967
1.618 1.9967
1.000 1.9967
0.618 1.9967
HIGH 1.9967
0.618 1.9967
0.500 1.9967
0.382 1.9967
LOW 1.9967
0.618 1.9967
1.000 1.9967
1.618 1.9967
2.618 1.9967
4.250 1.9967
Fisher Pivots for day following 30-Apr-2007
Pivot 1 day 3 day
R1 1.9967 1.9954
PP 1.9967 1.9941
S1 1.9967 1.9928

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

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