CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 08-May-2007
Day Change Summary
Previous Current
07-May-2007 08-May-2007 Change Change % Previous Week
Open 1.9905 1.9865 -0.0040 -0.2% 1.9967
High 1.9920 1.9865 -0.0055 -0.3% 1.9974
Low 1.9920 1.9865 -0.0055 -0.3% 1.9850
Close 1.9905 1.9865 -0.0040 -0.2% 1.9902
Range
ATR 0.0045 0.0045 0.0000 -0.8% 0.0000
Volume 19 18 -1 -5.3% 433
Daily Pivots for day following 08-May-2007
Classic Woodie Camarilla DeMark
R4 1.9865 1.9865 1.9865
R3 1.9865 1.9865 1.9865
R2 1.9865 1.9865 1.9865
R1 1.9865 1.9865 1.9865 1.9865
PP 1.9865 1.9865 1.9865 1.9865
S1 1.9865 1.9865 1.9865 1.9865
S2 1.9865 1.9865 1.9865
S3 1.9865 1.9865 1.9865
S4 1.9865 1.9865 1.9865
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 1.9920 1.9850 0.0070 0.4% 0.0000 0.0% 21% False False 73
10 1.9995 1.9850 0.0145 0.7% 0.0000 0.0% 10% False False 78
20 2.0033 1.9730 0.0303 1.5% 0.0006 0.0% 45% False False 124
40 2.0033 1.9331 0.0702 3.5% 0.0003 0.0% 76% False False 148
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 80% False False 99
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 80% False False 75
100 2.0033 1.9200 0.0833 4.2% 0.0001 0.0% 80% 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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.9865
2.618 1.9865
1.618 1.9865
1.000 1.9865
0.618 1.9865
HIGH 1.9865
0.618 1.9865
0.500 1.9865
0.382 1.9865
LOW 1.9865
0.618 1.9865
1.000 1.9865
1.618 1.9865
2.618 1.9865
4.250 1.9865
Fisher Pivots for day following 08-May-2007
Pivot 1 day 3 day
R1 1.9865 1.9893
PP 1.9865 1.9883
S1 1.9865 1.9874

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

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