CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 15-Feb-2007
Day Change Summary
Previous Current
14-Feb-2007 15-Feb-2007 Change Change % Previous Week
Open 1.9610 1.9573 -0.0037 -0.2% 1.9582
High 1.9630 1.9600 -0.0030 -0.2% 1.9687
Low 1.9630 1.9525 -0.0105 -0.5% 1.9460
Close 1.9610 1.9538 -0.0072 -0.4% 1.9490
Range 0.0000 0.0075 0.0075 0.0227
ATR 0.0075 0.0076 0.0001 0.9% 0.0000
Volume 136 405 269 197.8% 1,456
Daily Pivots for day following 15-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9779 1.9734 1.9579
R3 1.9704 1.9659 1.9559
R2 1.9629 1.9629 1.9552
R1 1.9584 1.9584 1.9545 1.9569
PP 1.9554 1.9554 1.9554 1.9547
S1 1.9509 1.9509 1.9531 1.9494
S2 1.9479 1.9479 1.9524
S3 1.9404 1.9434 1.9517
S4 1.9329 1.9359 1.9497
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% 0.0015 0.1% 47% False False 388
10 1.9687 1.9455 0.0232 1.2% 0.0011 0.1% 36% False False 321
20 1.9900 1.9455 0.0445 2.3% 0.0020 0.1% 19% False False 280
40 1.9900 1.9280 0.0620 3.2% 0.0014 0.1% 42% False False 234
60 1.9900 1.8972 0.0928 4.7% 0.0009 0.0% 61% False False 157
80 1.9900 1.8758 0.1142 5.8% 0.0008 0.0% 68% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0004
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.9919
2.618 1.9796
1.618 1.9721
1.000 1.9675
0.618 1.9646
HIGH 1.9600
0.618 1.9571
0.500 1.9563
0.382 1.9554
LOW 1.9525
0.618 1.9479
1.000 1.9450
1.618 1.9404
2.618 1.9329
4.250 1.9206
Fisher Pivots for day following 15-Feb-2007
Pivot 1 day 3 day
R1 1.9563 1.9543
PP 1.9554 1.9541
S1 1.9546 1.9540

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

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