CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 2.0100 2.0120 0.0020 0.1% 1.9942
High 2.0165 2.0153 -0.0012 -0.1% 2.0172
Low 2.0100 2.0100 0.0000 0.0% 1.9864
Close 2.0136 2.0115 -0.0021 -0.1% 2.0156
Range 0.0065 0.0053 -0.0012 -18.5% 0.0308
ATR 0.0110 0.0106 -0.0004 -3.7% 0.0000
Volume 40,913 70,060 29,147 71.2% 442,936
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0282 2.0251 2.0144
R3 2.0229 2.0198 2.0130
R2 2.0176 2.0176 2.0125
R1 2.0145 2.0145 2.0120 2.0134
PP 2.0123 2.0123 2.0123 2.0117
S1 2.0092 2.0092 2.0110 2.0081
S2 2.0070 2.0070 2.0105
S3 2.0017 2.0039 2.0100
S4 1.9964 1.9986 2.0086
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0988 2.0880 2.0325
R3 2.0680 2.0572 2.0241
R2 2.0372 2.0372 2.0212
R1 2.0264 2.0264 2.0184 2.0318
PP 2.0064 2.0064 2.0064 2.0091
S1 1.9956 1.9956 2.0128 2.0010
S2 1.9756 1.9756 2.0100
S3 1.9448 1.9648 2.0071
S4 1.9140 1.9340 1.9987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0210 2.0020 0.0190 0.9% 0.0065 0.3% 50% False False 63,448
10 2.0303 1.9864 0.0439 2.2% 0.0096 0.5% 57% False False 73,609
20 2.0303 1.9864 0.0439 2.2% 0.0083 0.4% 57% False False 40,958
40 2.0396 1.9727 0.0669 3.3% 0.0045 0.2% 58% False False 20,609
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0378
2.618 2.0292
1.618 2.0239
1.000 2.0206
0.618 2.0186
HIGH 2.0153
0.618 2.0133
0.500 2.0127
0.382 2.0120
LOW 2.0100
0.618 2.0067
1.000 2.0047
1.618 2.0014
2.618 1.9961
4.250 1.9875
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 2.0127 2.0155
PP 2.0123 2.0142
S1 2.0119 2.0128

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

View Archives - Comment on this page... - Back to Index of Symbols