CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 1.9850 1.9902 0.0052 0.3% 1.9967
High 1.9850 1.9900 0.0050 0.3% 1.9974
Low 1.9850 1.9900 0.0050 0.3% 1.9850
Close 1.9850 1.9902 0.0052 0.3% 1.9902
Range
ATR 0.0047 0.0047 0.0000 0.5% 0.0000
Volume 124 135 11 8.9% 433
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 1.9901 1.9901 1.9902
R3 1.9901 1.9901 1.9902
R2 1.9901 1.9901 1.9902
R1 1.9901 1.9901 1.9902 1.9902
PP 1.9901 1.9901 1.9901 1.9901
S1 1.9901 1.9901 1.9902 1.9902
S2 1.9901 1.9901 1.9902
S3 1.9901 1.9901 1.9902
S4 1.9901 1.9901 1.9902
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 2.0281 2.0215 1.9970
R3 2.0157 2.0091 1.9936
R2 2.0033 2.0033 1.9925
R1 1.9967 1.9967 1.9913 1.9938
PP 1.9909 1.9909 1.9909 1.9894
S1 1.9843 1.9843 1.9891 1.9814
S2 1.9785 1.9785 1.9879
S3 1.9661 1.9719 1.9868
S4 1.9537 1.9595 1.9834
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% 42% False False 86
10 1.9995 1.9850 0.0145 0.7% 0.0001 0.0% 36% False False 81
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 71% False False 126
40 2.0033 1.9282 0.0751 3.8% 0.0003 0.0% 83% False False 147
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 84% False False 99
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 84% False False 74
100 2.0033 1.9200 0.0833 4.2% 0.0001 0.0% 84% False False 60
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 1.9900
2.618 1.9900
1.618 1.9900
1.000 1.9900
0.618 1.9900
HIGH 1.9900
0.618 1.9900
0.500 1.9900
0.382 1.9900
LOW 1.9900
0.618 1.9900
1.000 1.9900
1.618 1.9900
2.618 1.9900
4.250 1.9900
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 1.9901 1.9893
PP 1.9901 1.9884
S1 1.9900 1.9875

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

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