CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 1.9447 1.9610 0.0163 0.8% 1.9582
High 1.9455 1.9630 0.0175 0.9% 1.9687
Low 1.9455 1.9630 0.0175 0.9% 1.9460
Close 1.9447 1.9610 0.0163 0.8% 1.9490
Range
ATR 0.0067 0.0075 0.0008 12.4% 0.0000
Volume 67 136 69 103.0% 1,456
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9623 1.9617 1.9610
R3 1.9623 1.9617 1.9610
R2 1.9623 1.9623 1.9610
R1 1.9617 1.9617 1.9610 1.9610
PP 1.9623 1.9623 1.9623 1.9620
S1 1.9617 1.9617 1.9610 1.9610
S2 1.9623 1.9623 1.9610
S3 1.9623 1.9617 1.9610
S4 1.9623 1.9617 1.9610
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 1.9630 1.9455 0.0175 0.9% 0.0000 0.0% 89% True False 326
10 1.9687 1.9455 0.0232 1.2% 0.0003 0.0% 67% False False 319
20 1.9900 1.9455 0.0445 2.3% 0.0017 0.1% 35% False False 261
40 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 53% False False 224
60 1.9900 1.8941 0.0959 4.9% 0.0008 0.0% 70% False False 150
80 1.9900 1.8758 0.1142 5.8% 0.0007 0.0% 75% False False 113
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 -0.0007
Fibonacci Retracements and Extensions
4.250 1.9630
2.618 1.9630
1.618 1.9630
1.000 1.9630
0.618 1.9630
HIGH 1.9630
0.618 1.9630
0.500 1.9630
0.382 1.9630
LOW 1.9630
0.618 1.9630
1.000 1.9630
1.618 1.9630
2.618 1.9630
4.250 1.9630
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 1.9630 1.9588
PP 1.9623 1.9565
S1 1.9617 1.9543

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

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