CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 24-Jul-2007
Day Change Summary
Previous Current
23-Jul-2007 24-Jul-2007 Change Change % Previous Week
Open 2.0570 2.0605 0.0035 0.2% 2.0359
High 2.0585 2.0633 0.0048 0.2% 2.0570
Low 2.0552 2.0595 0.0043 0.2% 2.0345
Close 2.0565 2.0623 0.0058 0.3% 2.0530
Range 0.0033 0.0038 0.0005 15.2% 0.0225
ATR 0.0075 0.0074 0.0000 -0.6% 0.0000
Volume 82,304 56,217 -26,087 -31.7% 451,252
Daily Pivots for day following 24-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0731 2.0715 2.0644
R3 2.0693 2.0677 2.0633
R2 2.0655 2.0655 2.0630
R1 2.0639 2.0639 2.0626 2.0647
PP 2.0617 2.0617 2.0617 2.0621
S1 2.0601 2.0601 2.0620 2.0609
S2 2.0579 2.0579 2.0616
S3 2.0541 2.0563 2.0613
S4 2.0503 2.0525 2.0602
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.1157 2.1068 2.0654
R3 2.0932 2.0843 2.0592
R2 2.0707 2.0707 2.0571
R1 2.0618 2.0618 2.0551 2.0663
PP 2.0482 2.0482 2.0482 2.0504
S1 2.0393 2.0393 2.0509 2.0438
S2 2.0257 2.0257 2.0489
S3 2.0032 2.0168 2.0468
S4 1.9807 1.9943 2.0406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0633 2.0440 0.0193 0.9% 0.0054 0.3% 95% True False 90,596
10 2.0633 2.0252 0.0381 1.8% 0.0051 0.2% 97% True False 89,413
20 2.0633 1.9935 0.0698 3.4% 0.0055 0.3% 99% True False 83,309
40 2.0633 1.9621 0.1012 4.9% 0.0050 0.2% 99% True False 61,625
60 2.0633 1.9621 0.1012 4.9% 0.0037 0.2% 99% True False 41,137
80 2.0633 1.9587 0.1046 5.1% 0.0029 0.1% 99% True False 30,901
100 2.0633 1.9200 0.1433 6.9% 0.0024 0.1% 99% True False 24,737
120 2.0633 1.9200 0.1433 6.9% 0.0020 0.1% 99% True False 20,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0795
2.618 2.0732
1.618 2.0694
1.000 2.0671
0.618 2.0656
HIGH 2.0633
0.618 2.0618
0.500 2.0614
0.382 2.0610
LOW 2.0595
0.618 2.0572
1.000 2.0557
1.618 2.0534
2.618 2.0496
4.250 2.0434
Fisher Pivots for day following 24-Jul-2007
Pivot 1 day 3 day
R1 2.0620 2.0605
PP 2.0617 2.0587
S1 2.0614 2.0569

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

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