CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 16-Feb-2007
Day Change Summary
Previous Current
15-Feb-2007 16-Feb-2007 Change Change % Previous Week
Open 1.9573 1.9502 -0.0071 -0.4% 1.9457
High 1.9600 1.9502 -0.0098 -0.5% 1.9630
Low 1.9525 1.9500 -0.0025 -0.1% 1.9455
Close 1.9538 1.9495 -0.0043 -0.2% 1.9495
Range 0.0075 0.0002 -0.0073 -97.3% 0.0175
ATR 0.0076 0.0073 -0.0003 -3.6% 0.0000
Volume 405 315 -90 -22.2% 1,819
Daily Pivots for day following 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9505 1.9502 1.9496
R3 1.9503 1.9500 1.9496
R2 1.9501 1.9501 1.9495
R1 1.9498 1.9498 1.9495 1.9499
PP 1.9499 1.9499 1.9499 1.9499
S1 1.9496 1.9496 1.9495 1.9497
S2 1.9497 1.9497 1.9495
S3 1.9495 1.9494 1.9494
S4 1.9493 1.9492 1.9494
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 2.0052 1.9948 1.9591
R3 1.9877 1.9773 1.9543
R2 1.9702 1.9702 1.9527
R1 1.9598 1.9598 1.9511 1.9650
PP 1.9527 1.9527 1.9527 1.9553
S1 1.9423 1.9423 1.9479 1.9475
S2 1.9352 1.9352 1.9463
S3 1.9177 1.9248 1.9447
S4 1.9002 1.9073 1.9399
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% 23% False False 363
10 1.9687 1.9455 0.0232 1.2% 0.0011 0.1% 17% False False 327
20 1.9900 1.9455 0.0445 2.3% 0.0020 0.1% 9% False False 268
40 1.9900 1.9280 0.0620 3.2% 0.0014 0.1% 35% False False 242
60 1.9900 1.9004 0.0896 4.6% 0.0009 0.0% 55% False False 162
80 1.9900 1.8763 0.1137 5.8% 0.0008 0.0% 64% False False 122
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 -0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9511
2.618 1.9507
1.618 1.9505
1.000 1.9504
0.618 1.9503
HIGH 1.9502
0.618 1.9501
0.500 1.9501
0.382 1.9501
LOW 1.9500
0.618 1.9499
1.000 1.9498
1.618 1.9497
2.618 1.9495
4.250 1.9492
Fisher Pivots for day following 16-Feb-2007
Pivot 1 day 3 day
R1 1.9501 1.9565
PP 1.9499 1.9542
S1 1.9497 1.9518

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

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