CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 1.9578 1.9621 0.0043 0.2% 1.9742
High 1.9578 1.9621 0.0043 0.2% 1.9900
Low 1.9578 1.9600 0.0022 0.1% 1.9571
Close 1.9578 1.9601 0.0023 0.1% 1.9571
Range 0.0000 0.0021 0.0021 0.0329
ATR 0.0074 0.0072 -0.0002 -3.0% 0.0000
Volume 188 205 17 9.0% 819
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 1.9670 1.9657 1.9613
R3 1.9649 1.9636 1.9607
R2 1.9628 1.9628 1.9605
R1 1.9615 1.9615 1.9603 1.9611
PP 1.9607 1.9607 1.9607 1.9606
S1 1.9594 1.9594 1.9599 1.9590
S2 1.9586 1.9586 1.9597
S3 1.9565 1.9573 1.9595
S4 1.9544 1.9552 1.9589
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 2.0668 2.0448 1.9752
R3 2.0339 2.0119 1.9661
R2 2.0010 2.0010 1.9631
R1 1.9790 1.9790 1.9601 1.9736
PP 1.9681 1.9681 1.9681 1.9653
S1 1.9461 1.9461 1.9541 1.9407
S2 1.9352 1.9352 1.9511
S3 1.9023 1.9132 1.9481
S4 1.8694 1.8803 1.9390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9700 1.9571 0.0129 0.7% 0.0004 0.0% 23% False False 184
10 1.9900 1.9571 0.0329 1.7% 0.0012 0.1% 9% False False 257
20 1.9900 1.9280 0.0620 3.2% 0.0011 0.1% 52% False False 222
40 1.9900 1.9280 0.0620 3.2% 0.0007 0.0% 52% False False 139
60 1.9900 1.8887 0.1013 5.2% 0.0006 0.0% 70% False False 93
80 1.9900 1.8550 0.1350 6.9% 0.0005 0.0% 78% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9710
2.618 1.9676
1.618 1.9655
1.000 1.9642
0.618 1.9634
HIGH 1.9621
0.618 1.9613
0.500 1.9611
0.382 1.9608
LOW 1.9600
0.618 1.9587
1.000 1.9579
1.618 1.9566
2.618 1.9545
4.250 1.9511
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 1.9611 1.9599
PP 1.9607 1.9598
S1 1.9604 1.9596

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

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