CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 16-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 16-Jan-2007 Change Change % Previous Week
Open 1.9555 1.9609 0.0054 0.3% 1.9395
High 1.9570 1.9640 0.0070 0.4% 1.9570
Low 1.9570 1.9610 0.0040 0.2% 1.9335
Close 1.9555 1.9609 0.0054 0.3% 1.9555
Range 0.0000 0.0030 0.0030 0.0235
ATR 0.0094 0.0093 -0.0001 -0.7% 0.0000
Volume 846 231 -615 -72.7% 1,380
Daily Pivots for day following 16-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9710 1.9689 1.9626
R3 1.9680 1.9659 1.9617
R2 1.9650 1.9650 1.9615
R1 1.9629 1.9629 1.9612 1.9624
PP 1.9620 1.9620 1.9620 1.9617
S1 1.9599 1.9599 1.9606 1.9594
S2 1.9590 1.9590 1.9604
S3 1.9560 1.9569 1.9601
S4 1.9530 1.9539 1.9593
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0192 2.0108 1.9684
R3 1.9957 1.9873 1.9620
R2 1.9722 1.9722 1.9598
R1 1.9638 1.9638 1.9577 1.9680
PP 1.9487 1.9487 1.9487 1.9508
S1 1.9403 1.9403 1.9533 1.9445
S2 1.9252 1.9252 1.9512
S3 1.9017 1.9168 1.9490
S4 1.8782 1.8933 1.9426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9640 1.9335 0.0305 1.6% 0.0017 0.1% 90% True False 281
10 1.9740 1.9280 0.0460 2.3% 0.0010 0.1% 72% False False 188
20 1.9740 1.9280 0.0460 2.3% 0.0007 0.0% 72% False False 148
40 1.9805 1.8887 0.0918 4.7% 0.0004 0.0% 79% False False 75
60 1.9805 1.8758 0.1047 5.3% 0.0004 0.0% 81% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 -0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9768
2.618 1.9719
1.618 1.9689
1.000 1.9670
0.618 1.9659
HIGH 1.9640
0.618 1.9629
0.500 1.9625
0.382 1.9621
LOW 1.9610
0.618 1.9591
1.000 1.9580
1.618 1.9561
2.618 1.9531
4.250 1.9483
Fisher Pivots for day following 16-Jan-2007
Pivot 1 day 3 day
R1 1.9625 1.9588
PP 1.9620 1.9566
S1 1.9614 1.9545

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

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