CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 2.0334 2.0252 -0.0082 -0.4% 2.0356
High 2.0334 2.0252 -0.0082 -0.4% 2.0356
Low 2.0334 2.0252 -0.0082 -0.4% 2.0238
Close 2.0334 2.0252 -0.0082 -0.4% 2.0341
Range
ATR 0.0065 0.0066 0.0001 1.8% 0.0000
Volume 28 176 148 528.6% 805
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0252 2.0252 2.0252
R3 2.0252 2.0252 2.0252
R2 2.0252 2.0252 2.0252
R1 2.0252 2.0252 2.0252 2.0252
PP 2.0252 2.0252 2.0252 2.0252
S1 2.0252 2.0252 2.0252 2.0252
S2 2.0252 2.0252 2.0252
S3 2.0252 2.0252 2.0252
S4 2.0252 2.0252 2.0252
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0666 2.0621 2.0406
R3 2.0548 2.0503 2.0373
R2 2.0430 2.0430 2.0363
R1 2.0385 2.0385 2.0352 2.0349
PP 2.0312 2.0312 2.0312 2.0293
S1 2.0267 2.0267 2.0330 2.0231
S2 2.0194 2.0194 2.0319
S3 2.0076 2.0149 2.0309
S4 1.9958 2.0031 2.0276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0341 2.0252 0.0089 0.4% 0.0000 0.0% 0% False True 45
10 2.0360 2.0238 0.0122 0.6% 0.0000 0.0% 11% False False 110
20 2.0360 1.9839 0.0521 2.6% 0.0000 0.0% 79% 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 2.0252
2.618 2.0252
1.618 2.0252
1.000 2.0252
0.618 2.0252
HIGH 2.0252
0.618 2.0252
0.500 2.0252
0.382 2.0252
LOW 2.0252
0.618 2.0252
1.000 2.0252
1.618 2.0252
2.618 2.0252
4.250 2.0252
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 2.0252 2.0293
PP 2.0252 2.0279
S1 2.0252 2.0266

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

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