CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 01-May-2007
Day Change Summary
Previous Current
30-Apr-2007 01-May-2007 Change Change % Previous Week
Open 1.9967 1.9974 0.0007 0.0% 1.9985
High 1.9967 1.9974 0.0007 0.0% 1.9995
Low 1.9967 1.9974 0.0007 0.0% 1.9888
Close 1.9967 1.9974 0.0007 0.0% 1.9945
Range
ATR 0.0048 0.0045 -0.0003 -6.1% 0.0000
Volume 32 69 37 115.6% 386
Daily Pivots for day following 01-May-2007
Classic Woodie Camarilla DeMark
R4 1.9974 1.9974 1.9974
R3 1.9974 1.9974 1.9974
R2 1.9974 1.9974 1.9974
R1 1.9974 1.9974 1.9974 1.9974
PP 1.9974 1.9974 1.9974 1.9974
S1 1.9974 1.9974 1.9974 1.9974
S2 1.9974 1.9974 1.9974
S3 1.9974 1.9974 1.9974
S4 1.9974 1.9974 1.9974
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0264 2.0211 2.0004
R3 2.0157 2.0104 1.9974
R2 2.0050 2.0050 1.9965
R1 1.9997 1.9997 1.9955 1.9970
PP 1.9943 1.9943 1.9943 1.9929
S1 1.9890 1.9890 1.9935 1.9863
S2 1.9836 1.9836 1.9925
S3 1.9729 1.9783 1.9916
S4 1.9622 1.9676 1.9886
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9995 1.9888 0.0107 0.5% 0.0000 0.0% 80% False False 82
10 2.0033 1.9888 0.0145 0.7% 0.0002 0.0% 59% False False 92
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 87% False False 148
40 2.0033 1.9273 0.0760 3.8% 0.0003 0.0% 92% False False 139
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 93% False False 93
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 93% False False 70
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.9974
2.618 1.9974
1.618 1.9974
1.000 1.9974
0.618 1.9974
HIGH 1.9974
0.618 1.9974
0.500 1.9974
0.382 1.9974
LOW 1.9974
0.618 1.9974
1.000 1.9974
1.618 1.9974
2.618 1.9974
4.250 1.9974
Fisher Pivots for day following 01-May-2007
Pivot 1 day 3 day
R1 1.9974 1.9969
PP 1.9974 1.9964
S1 1.9974 1.9960

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

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