CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 14-Aug-2007
Day Change Summary
Previous Current
13-Aug-2007 14-Aug-2007 Change Change % Previous Week
Open 2.0080 1.9922 -0.0158 -0.8% 2.0248
High 2.0080 1.9900 -0.0180 -0.9% 2.0312
Low 2.0080 1.9900 -0.0180 -0.9% 2.0172
Close 2.0083 1.9922 -0.0161 -0.8% 2.0179
Range
ATR 0.0079 0.0086 0.0007 9.4% 0.0000
Volume 150 133 -17 -11.3% 1,293
Daily Pivots for day following 14-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.9907 1.9915 1.9922
R3 1.9907 1.9915 1.9922
R2 1.9907 1.9907 1.9922
R1 1.9915 1.9915 1.9922 1.9922
PP 1.9907 1.9907 1.9907 1.9911
S1 1.9915 1.9915 1.9922 1.9922
S2 1.9907 1.9907 1.9922
S3 1.9907 1.9915 1.9922
S4 1.9907 1.9915 1.9922
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0641 2.0550 2.0256
R3 2.0501 2.0410 2.0218
R2 2.0361 2.0361 2.0205
R1 2.0270 2.0270 2.0192 2.0246
PP 2.0221 2.0221 2.0221 2.0209
S1 2.0130 2.0130 2.0166 2.0106
S2 2.0081 2.0081 2.0153
S3 1.9941 1.9990 2.0141
S4 1.9801 1.9850 2.0102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0312 1.9900 0.0412 2.1% 0.0000 0.0% 5% False True 224
10 2.0396 1.9900 0.0496 2.5% 0.0000 0.0% 4% False True 172
20 2.0585 1.9900 0.0685 3.4% 0.0000 0.0% 3% False True 154
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 -0.0002
Fibonacci Retracements and Extensions
4.250 1.9900
2.618 1.9900
1.618 1.9900
1.000 1.9900
0.618 1.9900
HIGH 1.9900
0.618 1.9900
0.500 1.9900
0.382 1.9900
LOW 1.9900
0.618 1.9900
1.000 1.9900
1.618 1.9900
2.618 1.9900
4.250 1.9900
Fisher Pivots for day following 14-Aug-2007
Pivot 1 day 3 day
R1 1.9915 2.0040
PP 1.9907 2.0000
S1 1.9900 1.9961

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

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