CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 1.9758 1.9720 -0.0038 -0.2% 1.9905
High 1.9758 1.9720 -0.0038 -0.2% 1.9930
Low 1.9758 1.9720 -0.0038 -0.2% 1.9750
Close 1.9758 1.9720 -0.0038 -0.2% 1.9799
Range
ATR 0.0057 0.0055 -0.0001 -2.4% 0.0000
Volume 176 91 -85 -48.3% 390
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 1.9720 1.9720 1.9720
R3 1.9720 1.9720 1.9720
R2 1.9720 1.9720 1.9720
R1 1.9720 1.9720 1.9720 1.9720
PP 1.9720 1.9720 1.9720 1.9720
S1 1.9720 1.9720 1.9720 1.9720
S2 1.9720 1.9720 1.9720
S3 1.9720 1.9720 1.9720
S4 1.9720 1.9720 1.9720
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 1.9720 0.0120 0.6% 0.0005 0.0% 0% False True 183
10 1.9930 1.9720 0.0210 1.1% 0.0003 0.0% 0% False True 114
20 2.0009 1.9720 0.0289 1.5% 0.0002 0.0% 0% False True 93
40 2.0033 1.9587 0.0446 2.3% 0.0004 0.0% 30% False False 158
60 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 62% False False 115
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 62% False False 87
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 62% False False 70
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 1.9720
2.618 1.9720
1.618 1.9720
1.000 1.9720
0.618 1.9720
HIGH 1.9720
0.618 1.9720
0.500 1.9720
0.382 1.9720
LOW 1.9720
0.618 1.9720
1.000 1.9720
1.618 1.9720
2.618 1.9720
4.250 1.9720
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 1.9720 1.9780
PP 1.9720 1.9760
S1 1.9720 1.9740

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

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