CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 24-Nov-2006
Day Change Summary
Previous Current
22-Nov-2006 24-Nov-2006 Change Change % Previous Week
Open 1.9143 1.9327 0.0184 1.0% 1.8972
High 1.9143 1.9327 0.0184 1.0% 1.9327
Low 1.9143 1.9327 0.0184 1.0% 1.8972
Close 1.9143 1.9327 0.0184 1.0% 1.9327
Range
ATR 0.0060 0.0069 0.0009 14.6% 0.0000
Volume 0 1 1 2
Daily Pivots for day following 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.9327 1.9327 1.9327
R3 1.9327 1.9327 1.9327
R2 1.9327 1.9327 1.9327
R1 1.9327 1.9327 1.9327 1.9327
PP 1.9327 1.9327 1.9327 1.9327
S1 1.9327 1.9327 1.9327 1.9327
S2 1.9327 1.9327 1.9327
S3 1.9327 1.9327 1.9327
S4 1.9327 1.9327 1.9327
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 2.0274 2.0155 1.9522
R3 1.9919 1.9800 1.9425
R2 1.9564 1.9564 1.9392
R1 1.9445 1.9445 1.9360 1.9505
PP 1.9209 1.9209 1.9209 1.9238
S1 1.9090 1.9090 1.9294 1.9150
S2 1.8854 1.8854 1.9262
S3 1.8499 1.8735 1.9229
S4 1.8144 1.8380 1.9132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9327 1.8941 0.0386 2.0% 0.0000 0.0% 100% True False
10 1.9327 1.8887 0.0440 2.3% 0.0012 0.1% 100% True False 1
20 1.9327 1.8887 0.0440 2.3% 0.0006 0.0% 100% True False 1
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.9327
2.618 1.9327
1.618 1.9327
1.000 1.9327
0.618 1.9327
HIGH 1.9327
0.618 1.9327
0.500 1.9327
0.382 1.9327
LOW 1.9327
0.618 1.9327
1.000 1.9327
1.618 1.9327
2.618 1.9327
4.250 1.9327
Fisher Pivots for day following 24-Nov-2006
Pivot 1 day 3 day
R1 1.9327 1.9273
PP 1.9327 1.9219
S1 1.9327 1.9166

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

View Archives - Comment on this page... - Back to Index of Symbols