CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 2.0217 2.0175 -0.0042 -0.2% 2.0527
High 2.0216 2.0175 -0.0041 -0.2% 2.0585
Low 2.0216 2.0175 -0.0041 -0.2% 2.0216
Close 2.0217 2.0175 -0.0042 -0.2% 2.0217
Range
ATR
Volume 259 376 117 45.2% 559
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0175 2.0175 2.0175
R3 2.0175 2.0175 2.0175
R2 2.0175 2.0175 2.0175
R1 2.0175 2.0175 2.0175 2.0175
PP 2.0175 2.0175 2.0175 2.0175
S1 2.0175 2.0175 2.0175 2.0175
S2 2.0175 2.0175 2.0175
S3 2.0175 2.0175 2.0175
S4 2.0175 2.0175 2.0175
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.1446 2.1201 2.0420
R3 2.1077 2.0832 2.0318
R2 2.0708 2.0708 2.0285
R1 2.0463 2.0463 2.0251 2.0401
PP 2.0339 2.0339 2.0339 2.0309
S1 2.0094 2.0094 2.0183 2.0032
S2 1.9970 1.9970 2.0149
S3 1.9601 1.9725 2.0116
S4 1.9232 1.9356 2.0014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0585 2.0175 0.0410 2.0% 0.0000 0.0% 0% False True 160
10 2.0585 2.0175 0.0410 2.0% 0.0000 0.0% 0% False True 129
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 0.0000
Fibonacci Retracements and Extensions
4.250 2.0175
2.618 2.0175
1.618 2.0175
1.000 2.0175
0.618 2.0175
HIGH 2.0175
0.618 2.0175
0.500 2.0175
0.382 2.0175
LOW 2.0175
0.618 2.0175
1.000 2.0175
1.618 2.0175
2.618 2.0175
4.250 2.0175
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 2.0175 2.0308
PP 2.0175 2.0263
S1 2.0175 2.0219

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

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