CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 27-Nov-2006
Day Change Summary
Previous Current
24-Nov-2006 27-Nov-2006 Change Change % Previous Week
Open 1.9327 1.9376 0.0049 0.3% 1.8972
High 1.9327 1.9376 0.0049 0.3% 1.9327
Low 1.9327 1.9376 0.0049 0.3% 1.8972
Close 1.9327 1.9376 0.0049 0.3% 1.9327
Range
ATR 0.0069 0.0068 -0.0001 -2.1% 0.0000
Volume 1 0 -1 -100.0% 2
Daily Pivots for day following 27-Nov-2006
Classic Woodie Camarilla DeMark
R4 1.9376 1.9376 1.9376
R3 1.9376 1.9376 1.9376
R2 1.9376 1.9376 1.9376
R1 1.9376 1.9376 1.9376 1.9376
PP 1.9376 1.9376 1.9376 1.9376
S1 1.9376 1.9376 1.9376 1.9376
S2 1.9376 1.9376 1.9376
S3 1.9376 1.9376 1.9376
S4 1.9376 1.9376 1.9376
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 1.9376 1.8972 0.0404 2.1% 0.0000 0.0% 100% True False
10 1.9376 1.8887 0.0489 2.5% 0.0006 0.0% 100% True False 1
20 1.9376 1.8887 0.0489 2.5% 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 1.9376
2.618 1.9376
1.618 1.9376
1.000 1.9376
0.618 1.9376
HIGH 1.9376
0.618 1.9376
0.500 1.9376
0.382 1.9376
LOW 1.9376
0.618 1.9376
1.000 1.9376
1.618 1.9376
2.618 1.9376
4.250 1.9376
Fisher Pivots for day following 27-Nov-2006
Pivot 1 day 3 day
R1 1.9376 1.9337
PP 1.9376 1.9298
S1 1.9376 1.9260

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

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