CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 2.0396 2.0248 -0.0148 -0.7% 2.0175
High 2.0396 2.0248 -0.0148 -0.7% 2.0396
Low 2.0396 2.0248 -0.0148 -0.7% 2.0175
Close 2.0396 2.0248 -0.0148 -0.7% 2.0396
Range
ATR 0.0070 0.0076 0.0006 7.9% 0.0000
Volume 35 186 151 431.4% 598
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0248 2.0248 2.0248
R3 2.0248 2.0248 2.0248
R2 2.0248 2.0248 2.0248
R1 2.0248 2.0248 2.0248 2.0248
PP 2.0248 2.0248 2.0248 2.0248
S1 2.0248 2.0248 2.0248 2.0248
S2 2.0248 2.0248 2.0248
S3 2.0248 2.0248 2.0248
S4 2.0248 2.0248 2.0248
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0985 2.0912 2.0518
R3 2.0764 2.0691 2.0457
R2 2.0543 2.0543 2.0437
R1 2.0470 2.0470 2.0416 2.0507
PP 2.0322 2.0322 2.0322 2.0341
S1 2.0249 2.0249 2.0376 2.0286
S2 2.0101 2.0101 2.0355
S3 1.9880 2.0028 2.0335
S4 1.9659 1.9807 2.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0396 2.0229 0.0167 0.8% 0.0000 0.0% 11% False False 81
10 2.0585 2.0175 0.0410 2.0% 0.0000 0.0% 18% False False 121
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 2.0248
2.618 2.0248
1.618 2.0248
1.000 2.0248
0.618 2.0248
HIGH 2.0248
0.618 2.0248
0.500 2.0248
0.382 2.0248
LOW 2.0248
0.618 2.0248
1.000 2.0248
1.618 2.0248
2.618 2.0248
4.250 2.0248
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 2.0248 2.0322
PP 2.0248 2.0297
S1 2.0248 2.0273

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

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