CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 25-May-2007
Day Change Summary
Previous Current
24-May-2007 25-May-2007 Change Change % Previous Week
Open 1.9830 1.9822 -0.0008 0.0% 1.9660
High 1.9870 1.9845 -0.0025 -0.1% 1.9870
Low 1.9830 1.9820 -0.0010 -0.1% 1.9660
Close 1.9836 1.9822 -0.0014 -0.1% 1.9822
Range 0.0040 0.0025 -0.0015 -37.5% 0.0210
ATR 0.0061 0.0058 -0.0003 -4.2% 0.0000
Volume 433 303 -130 -30.0% 1,662
Daily Pivots for day following 25-May-2007
Classic Woodie Camarilla DeMark
R4 1.9904 1.9888 1.9836
R3 1.9879 1.9863 1.9829
R2 1.9854 1.9854 1.9827
R1 1.9838 1.9838 1.9824 1.9835
PP 1.9829 1.9829 1.9829 1.9827
S1 1.9813 1.9813 1.9820 1.9810
S2 1.9804 1.9804 1.9817
S3 1.9779 1.9788 1.9815
S4 1.9754 1.9763 1.9808
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 2.0414 2.0328 1.9938
R3 2.0204 2.0118 1.9880
R2 1.9994 1.9994 1.9861
R1 1.9908 1.9908 1.9841 1.9951
PP 1.9784 1.9784 1.9784 1.9806
S1 1.9698 1.9698 1.9803 1.9741
S2 1.9574 1.9574 1.9784
S3 1.9364 1.9488 1.9764
S4 1.9154 1.9278 1.9707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9870 1.9660 0.0210 1.1% 0.0024 0.1% 77% False False 332
10 1.9870 1.9660 0.0210 1.1% 0.0017 0.1% 77% False False 240
20 1.9974 1.9660 0.0314 1.6% 0.0010 0.0% 52% False False 161
40 2.0033 1.9587 0.0446 2.3% 0.0008 0.0% 53% False False 178
60 2.0033 1.9200 0.0833 4.2% 0.0006 0.0% 75% False False 145
80 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 75% False False 109
100 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 75% False False 88
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9951
2.618 1.9910
1.618 1.9885
1.000 1.9870
0.618 1.9860
HIGH 1.9845
0.618 1.9835
0.500 1.9833
0.382 1.9830
LOW 1.9820
0.618 1.9805
1.000 1.9795
1.618 1.9780
2.618 1.9755
4.250 1.9714
Fisher Pivots for day following 25-May-2007
Pivot 1 day 3 day
R1 1.9833 1.9845
PP 1.9829 1.9837
S1 1.9826 1.9830

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

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