CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 09-Mar-2007
Day Change Summary
Previous Current
08-Mar-2007 09-Mar-2007 Change Change % Previous Week
Open 1.9304 1.9327 0.0023 0.1% 1.9185
High 1.9304 1.9330 0.0026 0.1% 1.9330
Low 1.9265 1.9285 0.0020 0.1% 1.9185
Close 1.9290 1.9310 0.0020 0.1% 1.9310
Range 0.0039 0.0045 0.0006 15.4% 0.0145
ATR 0.0078 0.0076 -0.0002 -3.0% 0.0000
Volume 3,984 5,000 1,016 25.5% 28,553
Daily Pivots for day following 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9443 1.9422 1.9335
R3 1.9398 1.9377 1.9322
R2 1.9353 1.9353 1.9318
R1 1.9332 1.9332 1.9314 1.9320
PP 1.9308 1.9308 1.9308 1.9303
S1 1.9287 1.9287 1.9306 1.9275
S2 1.9263 1.9263 1.9302
S3 1.9218 1.9242 1.9298
S4 1.9173 1.9197 1.9285
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9710 1.9655 1.9390
R3 1.9565 1.9510 1.9350
R2 1.9420 1.9420 1.9337
R1 1.9365 1.9365 1.9323 1.9393
PP 1.9275 1.9275 1.9275 1.9289
S1 1.9220 1.9220 1.9297 1.9248
S2 1.9130 1.9130 1.9283
S3 1.8985 1.9075 1.9270
S4 1.8840 1.8930 1.9230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9330 1.9185 0.0145 0.8% 0.0054 0.3% 86% True False 5,710
10 1.9670 1.9185 0.0485 2.5% 0.0042 0.2% 26% False False 3,757
20 1.9670 1.9185 0.0485 2.5% 0.0030 0.2% 26% False False 2,122
40 1.9900 1.9185 0.0715 3.7% 0.0025 0.1% 17% False False 1,201
60 1.9900 1.9185 0.0715 3.7% 0.0018 0.1% 17% False False 831
80 1.9900 1.8887 0.1013 5.2% 0.0014 0.1% 42% False False 624
100 1.9900 1.8623 0.1277 6.6% 0.0012 0.1% 54% False False 499
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9521
2.618 1.9448
1.618 1.9403
1.000 1.9375
0.618 1.9358
HIGH 1.9330
0.618 1.9313
0.500 1.9308
0.382 1.9302
LOW 1.9285
0.618 1.9257
1.000 1.9240
1.618 1.9212
2.618 1.9167
4.250 1.9094
Fisher Pivots for day following 09-Mar-2007
Pivot 1 day 3 day
R1 1.9309 1.9306
PP 1.9308 1.9302
S1 1.9308 1.9298

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

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