CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 13-Feb-2007
Day Change Summary
Previous Current
12-Feb-2007 13-Feb-2007 Change Change % Previous Week
Open 1.9457 1.9447 -0.0010 -0.1% 1.9582
High 1.9457 1.9455 -0.0002 0.0% 1.9687
Low 1.9457 1.9455 -0.0002 0.0% 1.9460
Close 1.9457 1.9447 -0.0010 -0.1% 1.9490
Range
ATR 0.0072 0.0067 -0.0005 -6.9% 0.0000
Volume 896 67 -829 -92.5% 1,456
Daily Pivots for day following 13-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9452 1.9450 1.9447
R3 1.9452 1.9450 1.9447
R2 1.9452 1.9452 1.9447
R1 1.9450 1.9450 1.9447 1.9447
PP 1.9452 1.9452 1.9452 1.9451
S1 1.9450 1.9450 1.9447 1.9447
S2 1.9452 1.9452 1.9447
S3 1.9452 1.9450 1.9447
S4 1.9452 1.9450 1.9447
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 2.0227 2.0085 1.9615
R3 2.0000 1.9858 1.9552
R2 1.9773 1.9773 1.9532
R1 1.9631 1.9631 1.9511 1.9589
PP 1.9546 1.9546 1.9546 1.9524
S1 1.9404 1.9404 1.9469 1.9362
S2 1.9319 1.9319 1.9448
S3 1.9092 1.9177 1.9428
S4 1.8865 1.8950 1.9365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9675 1.9455 0.0220 1.1% 0.0000 0.0% -4% False True 340
10 1.9687 1.9455 0.0232 1.2% 0.0021 0.1% -3% False True 329
20 1.9900 1.9455 0.0445 2.3% 0.0017 0.1% -2% False True 293
40 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 27% False False 221
60 1.9900 1.8887 0.1013 5.2% 0.0008 0.0% 55% False False 148
80 1.9900 1.8758 0.1142 5.9% 0.0007 0.0% 60% False False 111
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Fibonacci Retracements and Extensions
4.250 1.9455
2.618 1.9455
1.618 1.9455
1.000 1.9455
0.618 1.9455
HIGH 1.9455
0.618 1.9455
0.500 1.9455
0.382 1.9455
LOW 1.9455
0.618 1.9455
1.000 1.9455
1.618 1.9455
2.618 1.9455
4.250 1.9455
Fisher Pivots for day following 13-Feb-2007
Pivot 1 day 3 day
R1 1.9455 1.9458
PP 1.9452 1.9454
S1 1.9450 1.9451

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

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