CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 1.9714 1.9778 0.0064 0.3% 1.9660
High 1.9730 1.9778 0.0048 0.2% 1.9870
Low 1.9710 1.9778 0.0068 0.3% 1.9660
Close 1.9734 1.9773 0.0039 0.2% 1.9822
Range 0.0020 0.0000 -0.0020 -100.0% 0.0210
ATR 0.0061 0.0060 -0.0001 -2.0% 0.0000
Volume 669 480 -189 -28.3% 1,662
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 1.9776 1.9775 1.9773
R3 1.9776 1.9775 1.9773
R2 1.9776 1.9776 1.9773
R1 1.9775 1.9775 1.9773 1.9776
PP 1.9776 1.9776 1.9776 1.9777
S1 1.9775 1.9775 1.9773 1.9776
S2 1.9776 1.9776 1.9773
S3 1.9776 1.9775 1.9773
S4 1.9776 1.9775 1.9773
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 1.9710 0.0160 0.8% 0.0035 0.2% 39% False False 401
10 1.9870 1.9660 0.0210 1.1% 0.0028 0.1% 54% False False 315
20 1.9930 1.9660 0.0270 1.4% 0.0015 0.1% 42% False False 216
40 2.0033 1.9587 0.0446 2.3% 0.0011 0.1% 42% False False 179
60 2.0033 1.9273 0.0760 3.8% 0.0007 0.0% 66% False False 166
80 2.0033 1.9200 0.0833 4.2% 0.0006 0.0% 69% False False 125
100 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 69% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.9778
2.618 1.9778
1.618 1.9778
1.000 1.9778
0.618 1.9778
HIGH 1.9778
0.618 1.9778
0.500 1.9778
0.382 1.9778
LOW 1.9778
0.618 1.9778
1.000 1.9778
1.618 1.9778
2.618 1.9778
4.250 1.9778
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 1.9778 1.9785
PP 1.9776 1.9781
S1 1.9775 1.9777

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

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