CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 08-Feb-2007
Day Change Summary
Previous Current
07-Feb-2007 08-Feb-2007 Change Change % Previous Week
Open 1.9675 1.9565 -0.0110 -0.6% 1.9578
High 1.9675 1.9565 -0.0110 -0.6% 1.9663
Low 1.9675 1.9565 -0.0110 -0.6% 1.9460
Close 1.9675 1.9565 -0.0110 -0.6% 1.9656
Range
ATR 0.0069 0.0072 0.0003 4.2% 0.0000
Volume 205 93 -112 -54.6% 1,272
Daily Pivots for day following 08-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9565 1.9565 1.9565
R3 1.9565 1.9565 1.9565
R2 1.9565 1.9565 1.9565
R1 1.9565 1.9565 1.9565 1.9565
PP 1.9565 1.9565 1.9565 1.9565
S1 1.9565 1.9565 1.9565 1.9565
S2 1.9565 1.9565 1.9565
S3 1.9565 1.9565 1.9565
S4 1.9565 1.9565 1.9565
Weekly Pivots for week ending 02-Feb-2007
Classic Woodie Camarilla DeMark
R4 2.0202 2.0132 1.9768
R3 1.9999 1.9929 1.9712
R2 1.9796 1.9796 1.9693
R1 1.9726 1.9726 1.9675 1.9761
PP 1.9593 1.9593 1.9593 1.9611
S1 1.9523 1.9523 1.9637 1.9558
S2 1.9390 1.9390 1.9619
S3 1.9187 1.9320 1.9600
S4 1.8984 1.9117 1.9544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9687 1.9565 0.0122 0.6% 0.0006 0.0% 0% False True 253
10 1.9687 1.9460 0.0227 1.2% 0.0023 0.1% 46% False False 231
20 1.9900 1.9450 0.0450 2.3% 0.0021 0.1% 26% False False 279
40 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 46% False False 186
60 1.9900 1.8887 0.1013 5.2% 0.0009 0.0% 67% False False 124
80 1.9900 1.8623 0.1277 6.5% 0.0007 0.0% 74% False False 93
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.9565
2.618 1.9565
1.618 1.9565
1.000 1.9565
0.618 1.9565
HIGH 1.9565
0.618 1.9565
0.500 1.9565
0.382 1.9565
LOW 1.9565
0.618 1.9565
1.000 1.9565
1.618 1.9565
2.618 1.9565
4.250 1.9565
Fisher Pivots for day following 08-Feb-2007
Pivot 1 day 3 day
R1 1.9565 1.9626
PP 1.9565 1.9606
S1 1.9565 1.9585

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

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