CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 01-Feb-2007
Day Change Summary
Previous Current
31-Jan-2007 01-Feb-2007 Change Change % Previous Week
Open 1.9475 1.9663 0.0188 1.0% 1.9742
High 1.9640 1.9663 0.0023 0.1% 1.9900
Low 1.9460 1.9663 0.0203 1.0% 1.9571
Close 1.9625 1.9663 0.0038 0.2% 1.9571
Range 0.0180 0.0000 -0.0180 -100.0% 0.0329
ATR 0.0080 0.0077 -0.0003 -3.7% 0.0000
Volume 237 390 153 64.6% 819
Daily Pivots for day following 01-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9663 1.9663 1.9663
R3 1.9663 1.9663 1.9663
R2 1.9663 1.9663 1.9663
R1 1.9663 1.9663 1.9663 1.9663
PP 1.9663 1.9663 1.9663 1.9663
S1 1.9663 1.9663 1.9663 1.9663
S2 1.9663 1.9663 1.9663
S3 1.9663 1.9663 1.9663
S4 1.9663 1.9663 1.9663
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 1.9663 1.9460 0.0203 1.0% 0.0040 0.2% 100% True False 209
10 1.9900 1.9460 0.0440 2.2% 0.0030 0.2% 46% False False 239
20 1.9900 1.9280 0.0620 3.2% 0.0020 0.1% 62% False False 249
40 1.9900 1.9280 0.0620 3.2% 0.0011 0.1% 62% False False 155
60 1.9900 1.8887 0.1013 5.2% 0.0009 0.0% 77% False False 103
80 1.9900 1.8550 0.1350 6.9% 0.0007 0.0% 82% False False 78
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 -0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9663
2.618 1.9663
1.618 1.9663
1.000 1.9663
0.618 1.9663
HIGH 1.9663
0.618 1.9663
0.500 1.9663
0.382 1.9663
LOW 1.9663
0.618 1.9663
1.000 1.9663
1.618 1.9663
2.618 1.9663
4.250 1.9663
Fisher Pivots for day following 01-Feb-2007
Pivot 1 day 3 day
R1 1.9663 1.9629
PP 1.9663 1.9595
S1 1.9663 1.9562

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

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