CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 04-Oct-2007
Day Change Summary
Previous Current
03-Oct-2007 04-Oct-2007 Change Change % Previous Week
Open 2.0238 2.0296 0.0058 0.3% 2.0110
High 2.0238 2.0296 0.0058 0.3% 2.0360
Low 2.0238 2.0296 0.0058 0.3% 2.0057
Close 2.0238 2.0296 0.0058 0.3% 2.0363
Range
ATR 0.0072 0.0071 -0.0001 -1.4% 0.0000
Volume 538 37 -501 -93.1% 349
Daily Pivots for day following 04-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0296 2.0296 2.0296
R3 2.0296 2.0296 2.0296
R2 2.0296 2.0296 2.0296
R1 2.0296 2.0296 2.0296 2.0296
PP 2.0296 2.0296 2.0296 2.0296
S1 2.0296 2.0296 2.0296 2.0296
S2 2.0296 2.0296 2.0296
S3 2.0296 2.0296 2.0296
S4 2.0296 2.0296 2.0296
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 2.0238 0.0122 0.6% 0.0000 0.0% 48% False False 175
10 2.0360 2.0057 0.0303 1.5% 0.0000 0.0% 79% False False 118
20 2.0360 1.9839 0.0521 2.6% 0.0000 0.0% 88% False False 73
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 2.0296
2.618 2.0296
1.618 2.0296
1.000 2.0296
0.618 2.0296
HIGH 2.0296
0.618 2.0296
0.500 2.0296
0.382 2.0296
LOW 2.0296
0.618 2.0296
1.000 2.0296
1.618 2.0296
2.618 2.0296
4.250 2.0296
Fisher Pivots for day following 04-Oct-2007
Pivot 1 day 3 day
R1 2.0296 2.0292
PP 2.0296 2.0287
S1 2.0296 2.0283

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

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