CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 1.9804 1.9657 -0.0147 -0.7% 1.9609
High 1.9900 1.9700 -0.0200 -1.0% 1.9720
Low 1.9800 1.9700 -0.0100 -0.5% 1.9610
Close 1.9804 1.9657 -0.0147 -0.7% 1.9718
Range 0.0100 0.0000 -0.0100 -100.0% 0.0110
ATR 0.0084 0.0085 0.0001 1.7% 0.0000
Volume 30 207 177 590.0% 1,594
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9686 1.9671 1.9657
R3 1.9686 1.9671 1.9657
R2 1.9686 1.9686 1.9657
R1 1.9671 1.9671 1.9657 1.9657
PP 1.9686 1.9686 1.9686 1.9679
S1 1.9671 1.9671 1.9657 1.9657
S2 1.9686 1.9686 1.9657
S3 1.9686 1.9671 1.9657
S4 1.9686 1.9671 1.9657
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0013 1.9975 1.9779
R3 1.9903 1.9865 1.9748
R2 1.9793 1.9793 1.9738
R1 1.9755 1.9755 1.9728 1.9774
PP 1.9683 1.9683 1.9683 1.9692
S1 1.9645 1.9645 1.9708 1.9664
S2 1.9573 1.9573 1.9698
S3 1.9463 1.9535 1.9688
S4 1.9353 1.9425 1.9658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9900 1.9700 0.0200 1.0% 0.0020 0.1% -22% False True 216
10 1.9900 1.9335 0.0565 2.9% 0.0019 0.1% 57% False False 303
20 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 61% False False 217
40 1.9900 1.9280 0.0620 3.2% 0.0006 0.0% 61% False False 121
60 1.9900 1.8887 0.1013 5.2% 0.0006 0.0% 76% False False 81
Crabel Price Patterns
NR True
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 -0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9700
2.618 1.9700
1.618 1.9700
1.000 1.9700
0.618 1.9700
HIGH 1.9700
0.618 1.9700
0.500 1.9700
0.382 1.9700
LOW 1.9700
0.618 1.9700
1.000 1.9700
1.618 1.9700
2.618 1.9700
4.250 1.9700
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 1.9700 1.9800
PP 1.9686 1.9752
S1 1.9671 1.9705

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

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