CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 1.9875 1.9850 -0.0025 -0.1% 1.9985
High 1.9875 1.9850 -0.0025 -0.1% 1.9995
Low 1.9875 1.9850 -0.0025 -0.1% 1.9888
Close 1.9869 1.9850 -0.0019 -0.1% 1.9945
Range
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 73 124 51 69.9% 386
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 1.9850 1.9850 1.9850
R3 1.9850 1.9850 1.9850
R2 1.9850 1.9850 1.9850
R1 1.9850 1.9850 1.9850 1.9850
PP 1.9850 1.9850 1.9850 1.9850
S1 1.9850 1.9850 1.9850 1.9850
S2 1.9850 1.9850 1.9850
S3 1.9850 1.9850 1.9850
S4 1.9850 1.9850 1.9850
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 1.9974 1.9850 0.0124 0.6% 0.0000 0.0% 0% False True 92
10 2.0009 1.9850 0.0159 0.8% 0.0001 0.0% 0% False True 73
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 59% False False 140
40 2.0033 1.9282 0.0751 3.8% 0.0003 0.0% 76% False False 144
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 78% False False 97
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 78% False False 73
100 2.0033 1.9200 0.0833 4.2% 0.0001 0.0% 78% False False 58
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.9850
2.618 1.9850
1.618 1.9850
1.000 1.9850
0.618 1.9850
HIGH 1.9850
0.618 1.9850
0.500 1.9850
0.382 1.9850
LOW 1.9850
0.618 1.9850
1.000 1.9850
1.618 1.9850
2.618 1.9850
4.250 1.9850
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 1.9850 1.9912
PP 1.9850 1.9891
S1 1.9850 1.9871

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

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