CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 1.9309 1.9304 -0.0005 0.0% 1.9633
High 1.9320 1.9304 -0.0016 -0.1% 1.9670
Low 1.9296 1.9265 -0.0031 -0.2% 1.9414
Close 1.9329 1.9290 -0.0039 -0.2% 1.9426
Range 0.0024 0.0039 0.0015 62.5% 0.0256
ATR 0.0079 0.0078 -0.0001 -1.4% 0.0000
Volume 5,645 3,984 -1,661 -29.4% 9,021
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9403 1.9386 1.9311
R3 1.9364 1.9347 1.9301
R2 1.9325 1.9325 1.9297
R1 1.9308 1.9308 1.9294 1.9297
PP 1.9286 1.9286 1.9286 1.9281
S1 1.9269 1.9269 1.9286 1.9258
S2 1.9247 1.9247 1.9283
S3 1.9208 1.9230 1.9279
S4 1.9169 1.9191 1.9269
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 2.0271 2.0105 1.9567
R3 2.0015 1.9849 1.9496
R2 1.9759 1.9759 1.9473
R1 1.9593 1.9593 1.9449 1.9548
PP 1.9503 1.9503 1.9503 1.9481
S1 1.9337 1.9337 1.9403 1.9292
S2 1.9247 1.9247 1.9379
S3 1.8991 1.9081 1.9356
S4 1.8735 1.8825 1.9285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9453 1.9185 0.0268 1.4% 0.0053 0.3% 39% False False 5,818
10 1.9670 1.9185 0.0485 2.5% 0.0039 0.2% 22% False False 3,340
20 1.9670 1.9185 0.0485 2.5% 0.0028 0.1% 22% False False 1,877
40 1.9900 1.9185 0.0715 3.7% 0.0024 0.1% 15% False False 1,077
60 1.9900 1.9185 0.0715 3.7% 0.0017 0.1% 15% False False 748
80 1.9900 1.8887 0.1013 5.3% 0.0014 0.1% 40% False False 561
100 1.9900 1.8589 0.1311 6.8% 0.0011 0.1% 53% False False 449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9470
2.618 1.9406
1.618 1.9367
1.000 1.9343
0.618 1.9328
HIGH 1.9304
0.618 1.9289
0.500 1.9285
0.382 1.9280
LOW 1.9265
0.618 1.9241
1.000 1.9226
1.618 1.9202
2.618 1.9163
4.250 1.9099
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 1.9288 1.9286
PP 1.9286 1.9281
S1 1.9285 1.9277

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

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