CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 1.9832 1.9758 -0.0074 -0.4% 1.9905
High 1.9840 1.9758 -0.0082 -0.4% 1.9930
Low 1.9840 1.9758 -0.0082 -0.4% 1.9750
Close 1.9832 1.9758 -0.0074 -0.4% 1.9799
Range
ATR 0.0055 0.0057 0.0001 2.4% 0.0000
Volume 92 176 84 91.3% 390
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 1.9758 1.9758 1.9758
R3 1.9758 1.9758 1.9758
R2 1.9758 1.9758 1.9758
R1 1.9758 1.9758 1.9758 1.9758
PP 1.9758 1.9758 1.9758 1.9758
S1 1.9758 1.9758 1.9758 1.9758
S2 1.9758 1.9758 1.9758
S3 1.9758 1.9758 1.9758
S4 1.9758 1.9758 1.9758
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 2.0366 2.0263 1.9898
R3 2.0186 2.0083 1.9849
R2 2.0006 2.0006 1.9832
R1 1.9903 1.9903 1.9816 1.9865
PP 1.9826 1.9826 1.9826 1.9807
S1 1.9723 1.9723 1.9783 1.9685
S2 1.9646 1.9646 1.9766
S3 1.9466 1.9543 1.9750
S4 1.9286 1.9363 1.9700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9840 1.9750 0.0090 0.5% 0.0005 0.0% 9% False False 169
10 1.9930 1.9750 0.0180 0.9% 0.0003 0.0% 4% False False 117
20 2.0009 1.9750 0.0259 1.3% 0.0002 0.0% 3% False False 91
40 2.0033 1.9587 0.0446 2.3% 0.0004 0.0% 38% False False 164
60 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 67% False False 114
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 86
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 69
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 1.9758
2.618 1.9758
1.618 1.9758
1.000 1.9758
0.618 1.9758
HIGH 1.9758
0.618 1.9758
0.500 1.9758
0.382 1.9758
LOW 1.9758
0.618 1.9758
1.000 1.9758
1.618 1.9758
2.618 1.9758
4.250 1.9758
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 1.9758 1.9799
PP 1.9758 1.9785
S1 1.9758 1.9772

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

View Archives - Comment on this page... - Back to Index of Symbols