CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 21-Aug-2007
Day Change Summary
Previous Current
20-Aug-2007 21-Aug-2007 Change Change % Previous Week
Open 1.9810 1.9757 -0.0053 -0.3% 2.0080
High 1.9820 1.9757 -0.0063 -0.3% 2.0080
Low 1.9770 1.9757 -0.0013 -0.1% 1.9727
Close 1.9815 1.9757 -0.0058 -0.3% 1.9736
Range 0.0050 0.0000 -0.0050 -100.0% 0.0353
ATR 0.0084 0.0082 -0.0002 -2.2% 0.0000
Volume 485 317 -168 -34.6% 873
Daily Pivots for day following 21-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.9757 1.9757 1.9757
R3 1.9757 1.9757 1.9757
R2 1.9757 1.9757 1.9757
R1 1.9757 1.9757 1.9757 1.9757
PP 1.9757 1.9757 1.9757 1.9757
S1 1.9757 1.9757 1.9757 1.9757
S2 1.9757 1.9757 1.9757
S3 1.9757 1.9757 1.9757
S4 1.9757 1.9757 1.9757
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0907 2.0674 1.9930
R3 2.0554 2.0321 1.9833
R2 2.0201 2.0201 1.9801
R1 1.9968 1.9968 1.9768 1.9908
PP 1.9848 1.9848 1.9848 1.9818
S1 1.9615 1.9615 1.9704 1.9555
S2 1.9495 1.9495 1.9671
S3 1.9142 1.9262 1.9639
S4 1.8789 1.8909 1.9542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9886 1.9727 0.0159 0.8% 0.0010 0.1% 19% False False 278
10 2.0312 1.9727 0.0585 3.0% 0.0005 0.0% 5% False False 251
20 2.0460 1.9727 0.0733 3.7% 0.0003 0.0% 4% False False 197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9757
2.618 1.9757
1.618 1.9757
1.000 1.9757
0.618 1.9757
HIGH 1.9757
0.618 1.9757
0.500 1.9757
0.382 1.9757
LOW 1.9757
0.618 1.9757
1.000 1.9757
1.618 1.9757
2.618 1.9757
4.250 1.9757
Fisher Pivots for day following 21-Aug-2007
Pivot 1 day 3 day
R1 1.9757 1.9789
PP 1.9757 1.9778
S1 1.9757 1.9768

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

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