CME British Pound Future March 2008


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 2.0077 2.0057 -0.0020 -0.1% 1.9839
High 2.0077 2.0057 -0.0020 -0.1% 2.0096
Low 2.0077 2.0057 -0.0020 -0.1% 1.9839
Close 2.0077 2.0057 -0.0020 -0.1% 2.0096
Range
ATR 0.0072 0.0068 -0.0004 -5.1% 0.0000
Volume 207 19 -188 -90.8% 322
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0057 2.0057 2.0057
R3 2.0057 2.0057 2.0057
R2 2.0057 2.0057 2.0057
R1 2.0057 2.0057 2.0057 2.0057
PP 2.0057 2.0057 2.0057 2.0057
S1 2.0057 2.0057 2.0057 2.0057
S2 2.0057 2.0057 2.0057
S3 2.0057 2.0057 2.0057
S4 2.0057 2.0057 2.0057
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0781 2.0696 2.0237
R3 2.0524 2.0439 2.0167
R2 2.0267 2.0267 2.0143
R1 2.0182 2.0182 2.0120 2.0225
PP 2.0010 2.0010 2.0010 2.0032
S1 1.9925 1.9925 2.0072 1.9968
S2 1.9753 1.9753 2.0049
S3 1.9496 1.9668 2.0025
S4 1.9239 1.9411 1.9955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0110 1.9994 0.0116 0.6% 0.0000 0.0% 54% False False 84
10 2.0209 1.9839 0.0370 1.8% 0.0000 0.0% 59% False False 55
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 0.0000
Fibonacci Retracements and Extensions
4.250 2.0057
2.618 2.0057
1.618 2.0057
1.000 2.0057
0.618 2.0057
HIGH 2.0057
0.618 2.0057
0.500 2.0057
0.382 2.0057
LOW 2.0057
0.618 2.0057
1.000 2.0057
1.618 2.0057
2.618 2.0057
4.250 2.0057
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 2.0057 2.0084
PP 2.0057 2.0075
S1 2.0057 2.0066

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

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