CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 2.0016 2.0106 0.0090 0.4% 1.9810
High 2.0016 2.0106 0.0090 0.4% 2.0080
Low 2.0016 2.0106 0.0090 0.4% 1.9757
Close 2.0016 2.0106 0.0090 0.4% 2.0076
Range
ATR 0.0083 0.0084 0.0000 0.6% 0.0000
Volume 332 413 81 24.4% 1,991
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0106 2.0106 2.0106
R3 2.0106 2.0106 2.0106
R2 2.0106 2.0106 2.0106
R1 2.0106 2.0106 2.0106 2.0106
PP 2.0106 2.0106 2.0106 2.0106
S1 2.0106 2.0106 2.0106 2.0106
S2 2.0106 2.0106 2.0106
S3 2.0106 2.0106 2.0106
S4 2.0106 2.0106 2.0106
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0940 2.0831 2.0254
R3 2.0617 2.0508 2.0165
R2 2.0294 2.0294 2.0135
R1 2.0185 2.0185 2.0106 2.0240
PP 1.9971 1.9971 1.9971 1.9998
S1 1.9862 1.9862 2.0046 1.9917
S2 1.9648 1.9648 2.0017
S3 1.9325 1.9539 1.9987
S4 1.9002 1.9216 1.9898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0106 1.9970 0.0136 0.7% 0.0014 0.1% 100% True False 474
10 2.0106 1.9727 0.0379 1.9% 0.0012 0.1% 100% True False 369
20 2.0396 1.9727 0.0669 3.3% 0.0006 0.0% 57% False False 277
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 2.0106
2.618 2.0106
1.618 2.0106
1.000 2.0106
0.618 2.0106
HIGH 2.0106
0.618 2.0106
0.500 2.0106
0.382 2.0106
LOW 2.0106
0.618 2.0106
1.000 2.0106
1.618 2.0106
2.618 2.0106
4.250 2.0106
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 2.0106 2.0091
PP 2.0106 2.0076
S1 2.0106 2.0061

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

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