CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 16-Aug-2007
Day Change Summary
Previous Current
15-Aug-2007 16-Aug-2007 Change Change % Previous Week
Open 1.9886 1.9727 -0.0159 -0.8% 2.0248
High 1.9886 1.9727 -0.0159 -0.8% 2.0312
Low 1.9886 1.9727 -0.0159 -0.8% 2.0172
Close 1.9886 1.9727 -0.0159 -0.8% 2.0179
Range
ATR 0.0083 0.0088 0.0005 6.6% 0.0000
Volume 191 275 84 44.0% 1,293
Daily Pivots for day following 16-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.9727 1.9727 1.9727
R3 1.9727 1.9727 1.9727
R2 1.9727 1.9727 1.9727
R1 1.9727 1.9727 1.9727 1.9727
PP 1.9727 1.9727 1.9727 1.9727
S1 1.9727 1.9727 1.9727 1.9727
S2 1.9727 1.9727 1.9727
S3 1.9727 1.9727 1.9727
S4 1.9727 1.9727 1.9727
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 2.0179 1.9727 0.0452 2.3% 0.0000 0.0% 0% False True 180
10 2.0396 1.9727 0.0669 3.4% 0.0000 0.0% 0% False True 207
20 2.0585 1.9727 0.0858 4.3% 0.0000 0.0% 0% False True 164
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 1.9727
2.618 1.9727
1.618 1.9727
1.000 1.9727
0.618 1.9727
HIGH 1.9727
0.618 1.9727
0.500 1.9727
0.382 1.9727
LOW 1.9727
0.618 1.9727
1.000 1.9727
1.618 1.9727
2.618 1.9727
4.250 1.9727
Fisher Pivots for day following 16-Aug-2007
Pivot 1 day 3 day
R1 1.9727 1.9814
PP 1.9727 1.9785
S1 1.9727 1.9756

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

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