CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 1.9910 1.9761 -0.0149 -0.7% 1.9967
High 1.9930 1.9750 -0.0180 -0.9% 1.9974
Low 1.9930 1.9750 -0.0180 -0.9% 1.9850
Close 1.9910 1.9761 -0.0149 -0.7% 1.9902
Range
ATR 0.0046 0.0054 0.0008 17.6% 0.0000
Volume 34 20 -14 -41.2% 433
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 1.9754 1.9757 1.9761
R3 1.9754 1.9757 1.9761
R2 1.9754 1.9754 1.9761
R1 1.9757 1.9757 1.9761 1.9761
PP 1.9754 1.9754 1.9754 1.9756
S1 1.9757 1.9757 1.9761 1.9761
S2 1.9754 1.9754 1.9761
S3 1.9754 1.9757 1.9761
S4 1.9754 1.9757 1.9761
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 1.9750 0.0180 0.9% 0.0000 0.0% 6% False True 45
10 1.9974 1.9750 0.0224 1.1% 0.0000 0.0% 5% False True 68
20 2.0033 1.9750 0.0283 1.4% 0.0006 0.0% 4% False True 91
40 2.0033 1.9398 0.0635 3.2% 0.0003 0.0% 57% False False 146
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 100
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 75
100 2.0033 1.9200 0.0833 4.2% 0.0001 0.0% 67% 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 -0.0005
Fibonacci Retracements and Extensions
4.250 1.9750
2.618 1.9750
1.618 1.9750
1.000 1.9750
0.618 1.9750
HIGH 1.9750
0.618 1.9750
0.500 1.9750
0.382 1.9750
LOW 1.9750
0.618 1.9750
1.000 1.9750
1.618 1.9750
2.618 1.9750
4.250 1.9750
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 1.9757 1.9840
PP 1.9754 1.9814
S1 1.9750 1.9787

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

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