CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 22-Aug-2007
Day Change Summary
Previous Current
21-Aug-2007 22-Aug-2007 Change Change % Previous Week
Open 1.9757 1.9851 0.0094 0.5% 2.0080
High 1.9757 1.9851 0.0094 0.5% 2.0080
Low 1.9757 1.9851 0.0094 0.5% 1.9727
Close 1.9757 1.9851 0.0094 0.5% 1.9736
Range
ATR 0.0082 0.0083 0.0001 1.0% 0.0000
Volume 317 119 -198 -62.5% 873
Daily Pivots for day following 22-Aug-2007
Classic Woodie Camarilla DeMark
R4 1.9851 1.9851 1.9851
R3 1.9851 1.9851 1.9851
R2 1.9851 1.9851 1.9851
R1 1.9851 1.9851 1.9851 1.9851
PP 1.9851 1.9851 1.9851 1.9851
S1 1.9851 1.9851 1.9851 1.9851
S2 1.9851 1.9851 1.9851
S3 1.9851 1.9851 1.9851
S4 1.9851 1.9851 1.9851
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 1.9851 1.9727 0.0124 0.6% 0.0010 0.1% 100% True False 264
10 2.0187 1.9727 0.0460 2.3% 0.0005 0.0% 27% False False 211
20 2.0440 1.9727 0.0713 3.6% 0.0003 0.0% 17% False False 200
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 -0.0001
Fibonacci Retracements and Extensions
4.250 1.9851
2.618 1.9851
1.618 1.9851
1.000 1.9851
0.618 1.9851
HIGH 1.9851
0.618 1.9851
0.500 1.9851
0.382 1.9851
LOW 1.9851
0.618 1.9851
1.000 1.9851
1.618 1.9851
2.618 1.9851
4.250 1.9851
Fisher Pivots for day following 22-Aug-2007
Pivot 1 day 3 day
R1 1.9851 1.9835
PP 1.9851 1.9820
S1 1.9851 1.9804

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

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