CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 1.9865 1.9910 0.0045 0.2% 1.9967
High 1.9865 1.9930 0.0065 0.3% 1.9974
Low 1.9865 1.9930 0.0065 0.3% 1.9850
Close 1.9865 1.9910 0.0045 0.2% 1.9902
Range
ATR 0.0045 0.0046 0.0001 3.2% 0.0000
Volume 18 34 16 88.9% 433
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 1.9923 1.9917 1.9910
R3 1.9923 1.9917 1.9910
R2 1.9923 1.9923 1.9910
R1 1.9917 1.9917 1.9910 1.9910
PP 1.9923 1.9923 1.9923 1.9920
S1 1.9917 1.9917 1.9910 1.9910
S2 1.9923 1.9923 1.9910
S3 1.9923 1.9917 1.9910
S4 1.9923 1.9917 1.9910
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 1.9930 1.9850 0.0080 0.4% 0.0000 0.0% 75% True False 66
10 1.9974 1.9850 0.0124 0.6% 0.0000 0.0% 48% False False 72
20 2.0033 1.9760 0.0273 1.4% 0.0006 0.0% 55% False False 106
40 2.0033 1.9343 0.0690 3.5% 0.0003 0.0% 82% False False 149
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 85% False False 100
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 85% False False 75
100 2.0033 1.9200 0.0833 4.2% 0.0001 0.0% 85% False False 61
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 1.9930
2.618 1.9930
1.618 1.9930
1.000 1.9930
0.618 1.9930
HIGH 1.9930
0.618 1.9930
0.500 1.9930
0.382 1.9930
LOW 1.9930
0.618 1.9930
1.000 1.9930
1.618 1.9930
2.618 1.9930
4.250 1.9930
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 1.9930 1.9906
PP 1.9923 1.9902
S1 1.9917 1.9898

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

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