CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 02-Oct-2007
Day Change Summary
Previous Current
01-Oct-2007 02-Oct-2007 Change Change % Previous Week
Open 2.0356 2.0327 -0.0029 -0.1% 2.0110
High 2.0356 2.0327 -0.0029 -0.1% 2.0360
Low 2.0356 2.0327 -0.0029 -0.1% 2.0057
Close 2.0356 2.0327 -0.0029 -0.1% 2.0363
Range
ATR 0.0074 0.0071 -0.0003 -4.4% 0.0000
Volume 94 132 38 40.4% 349
Daily Pivots for day following 02-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0327 2.0327 2.0327
R3 2.0327 2.0327 2.0327
R2 2.0327 2.0327 2.0327
R1 2.0327 2.0327 2.0327 2.0327
PP 2.0327 2.0327 2.0327 2.0327
S1 2.0327 2.0327 2.0327 2.0327
S2 2.0327 2.0327 2.0327
S3 2.0327 2.0327 2.0327
S4 2.0327 2.0327 2.0327
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.1169 2.1069 2.0530
R3 2.0866 2.0766 2.0446
R2 2.0563 2.0563 2.0419
R1 2.0463 2.0463 2.0391 2.0513
PP 2.0260 2.0260 2.0260 2.0285
S1 2.0160 2.0160 2.0335 2.0210
S2 1.9957 1.9957 2.0307
S3 1.9654 1.9857 2.0280
S4 1.9351 1.9554 2.0196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0360 2.0057 0.0303 1.5% 0.0000 0.0% 89% False False 72
10 2.0360 1.9917 0.0443 2.2% 0.0000 0.0% 93% False False 85
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 -0.0004
Fibonacci Retracements and Extensions
4.250 2.0327
2.618 2.0327
1.618 2.0327
1.000 2.0327
0.618 2.0327
HIGH 2.0327
0.618 2.0327
0.500 2.0327
0.382 2.0327
LOW 2.0327
0.618 2.0327
1.000 2.0327
1.618 2.0327
2.618 2.0327
4.250 2.0327
Fisher Pivots for day following 02-Oct-2007
Pivot 1 day 3 day
R1 2.0327 2.0344
PP 2.0327 2.0338
S1 2.0327 2.0333

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

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