CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 22-Feb-2007
Day Change Summary
Previous Current
21-Feb-2007 22-Feb-2007 Change Change % Previous Week
Open 1.9540 1.9566 0.0026 0.1% 1.9457
High 1.9540 1.9600 0.0060 0.3% 1.9630
Low 1.9498 1.9560 0.0062 0.3% 1.9455
Close 1.9536 1.9553 0.0017 0.1% 1.9495
Range 0.0042 0.0040 -0.0002 -4.8% 0.0175
ATR 0.0069 0.0069 0.0000 -0.5% 0.0000
Volume 638 411 -227 -35.6% 1,819
Daily Pivots for day following 22-Feb-2007
Classic Woodie Camarilla DeMark
R4 1.9691 1.9662 1.9575
R3 1.9651 1.9622 1.9564
R2 1.9611 1.9611 1.9560
R1 1.9582 1.9582 1.9557 1.9577
PP 1.9571 1.9571 1.9571 1.9568
S1 1.9542 1.9542 1.9549 1.9537
S2 1.9531 1.9531 1.9546
S3 1.9491 1.9502 1.9542
S4 1.9451 1.9462 1.9531
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 1.9600 1.9498 0.0102 0.5% 0.0032 0.2% 54% True False 502
10 1.9630 1.9455 0.0175 0.9% 0.0016 0.1% 56% False False 414
20 1.9687 1.9455 0.0232 1.2% 0.0020 0.1% 42% False False 332
40 1.9900 1.9280 0.0620 3.2% 0.0016 0.1% 44% False False 275
60 1.9900 1.9280 0.0620 3.2% 0.0011 0.1% 44% False False 192
80 1.9900 1.8887 0.1013 5.2% 0.0009 0.0% 66% False False 144
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9770
2.618 1.9705
1.618 1.9665
1.000 1.9640
0.618 1.9625
HIGH 1.9600
0.618 1.9585
0.500 1.9580
0.382 1.9575
LOW 1.9560
0.618 1.9535
1.000 1.9520
1.618 1.9495
2.618 1.9455
4.250 1.9390
Fisher Pivots for day following 22-Feb-2007
Pivot 1 day 3 day
R1 1.9580 1.9552
PP 1.9571 1.9550
S1 1.9562 1.9549

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

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