CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 20-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 20-Feb-2007 Change Change % Previous Week
Open 1.9502 1.9539 0.0037 0.2% 1.9457
High 1.9502 1.9540 0.0038 0.2% 1.9630
Low 1.9500 1.9540 0.0040 0.2% 1.9455
Close 1.9495 1.9539 0.0044 0.2% 1.9495
Range 0.0002 0.0000 -0.0002 -100.0% 0.0175
ATR 0.0073 0.0071 -0.0002 -2.7% 0.0000
Volume 315 741 426 135.2% 1,819
Daily Pivots for day following 20-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9540 1.9539 1.9539
R3 1.9540 1.9539 1.9539
R2 1.9540 1.9540 1.9539
R1 1.9539 1.9539 1.9539 1.9539
PP 1.9540 1.9540 1.9540 1.9540
S1 1.9539 1.9539 1.9539 1.9539
S2 1.9540 1.9540 1.9539
S3 1.9540 1.9539 1.9539
S4 1.9540 1.9539 1.9539
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% 48% False False 332
10 1.9687 1.9455 0.0232 1.2% 0.0011 0.1% 36% False False 371
20 1.9900 1.9455 0.0445 2.3% 0.0020 0.1% 19% False False 292
40 1.9900 1.9280 0.0620 3.2% 0.0014 0.1% 42% False False 260
60 1.9900 1.9143 0.0757 3.9% 0.0009 0.0% 52% False False 174
80 1.9900 1.8807 0.1093 5.6% 0.0008 0.0% 67% False False 131
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 -0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9540
2.618 1.9540
1.618 1.9540
1.000 1.9540
0.618 1.9540
HIGH 1.9540
0.618 1.9540
0.500 1.9540
0.382 1.9540
LOW 1.9540
0.618 1.9540
1.000 1.9540
1.618 1.9540
2.618 1.9540
4.250 1.9540
Fisher Pivots for day following 20-Feb-2007
Pivot 1 day 3 day
R1 1.9540 1.9550
PP 1.9540 1.9546
S1 1.9539 1.9543

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

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