CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 27-Dec-2006
Day Change Summary
Previous Current
26-Dec-2006 27-Dec-2006 Change Change % Previous Week
Open 1.9540 1.9564 0.0024 0.1% 1.9493
High 1.9540 1.9564 0.0024 0.1% 1.9682
Low 1.9540 1.9564 0.0024 0.1% 1.9493
Close 1.9540 1.9564 0.0024 0.1% 1.9565
Range
ATR 0.0067 0.0064 -0.0003 -4.6% 0.0000
Volume 402 9 -393 -97.8% 479
Daily Pivots for day following 27-Dec-2006
Classic Woodie Camarilla DeMark
R4 1.9564 1.9564 1.9564
R3 1.9564 1.9564 1.9564
R2 1.9564 1.9564 1.9564
R1 1.9564 1.9564 1.9564 1.9564
PP 1.9564 1.9564 1.9564 1.9564
S1 1.9564 1.9564 1.9564 1.9564
S2 1.9564 1.9564 1.9564
S3 1.9564 1.9564 1.9564
S4 1.9564 1.9564 1.9564
Weekly Pivots for week ending 22-Dec-2006
Classic Woodie Camarilla DeMark
R4 2.0147 2.0045 1.9669
R3 1.9958 1.9856 1.9617
R2 1.9769 1.9769 1.9600
R1 1.9667 1.9667 1.9582 1.9718
PP 1.9580 1.9580 1.9580 1.9606
S1 1.9478 1.9478 1.9548 1.9529
S2 1.9391 1.9391 1.9530
S3 1.9202 1.9289 1.9513
S4 1.9013 1.9100 1.9461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9647 1.9540 0.0107 0.5% 0.0000 0.0% 22% False False 176
10 1.9682 1.9493 0.0189 1.0% 0.0000 0.0% 38% False False 90
20 1.9805 1.9469 0.0336 1.7% 0.0000 0.0% 28% False False 46
40 1.9805 1.8887 0.0918 4.7% 0.0003 0.0% 74% False False 23
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Fibonacci Retracements and Extensions
4.250 1.9564
2.618 1.9564
1.618 1.9564
1.000 1.9564
0.618 1.9564
HIGH 1.9564
0.618 1.9564
0.500 1.9564
0.382 1.9564
LOW 1.9564
0.618 1.9564
1.000 1.9564
1.618 1.9564
2.618 1.9564
4.250 1.9564
Fisher Pivots for day following 27-Dec-2006
Pivot 1 day 3 day
R1 1.9564 1.9561
PP 1.9564 1.9558
S1 1.9564 1.9555

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

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