CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 2.0327 2.0238 -0.0089 -0.4% 2.0110
High 2.0327 2.0238 -0.0089 -0.4% 2.0360
Low 2.0327 2.0238 -0.0089 -0.4% 2.0057
Close 2.0327 2.0238 -0.0089 -0.4% 2.0363
Range
ATR 0.0071 0.0072 0.0001 1.8% 0.0000
Volume 132 538 406 307.6% 349
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0238 2.0238 2.0238
R3 2.0238 2.0238 2.0238
R2 2.0238 2.0238 2.0238
R1 2.0238 2.0238 2.0238 2.0238
PP 2.0238 2.0238 2.0238 2.0238
S1 2.0238 2.0238 2.0238 2.0238
S2 2.0238 2.0238 2.0238
S3 2.0238 2.0238 2.0238
S4 2.0238 2.0238 2.0238
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 2.0172 0.0188 0.9% 0.0000 0.0% 35% False False 176
10 2.0360 1.9994 0.0366 1.8% 0.0000 0.0% 67% False False 130
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 2.0238
2.618 2.0238
1.618 2.0238
1.000 2.0238
0.618 2.0238
HIGH 2.0238
0.618 2.0238
0.500 2.0238
0.382 2.0238
LOW 2.0238
0.618 2.0238
1.000 2.0238
1.618 2.0238
2.618 2.0238
4.250 2.0238
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 2.0238 2.0297
PP 2.0238 2.0277
S1 2.0238 2.0258

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

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