CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 14-Mar-2007
Day Change Summary
Previous Current
13-Mar-2007 14-Mar-2007 Change Change % Previous Week
Open 1.9300 1.9226 -0.0074 -0.4% 1.9185
High 1.9351 1.9366 0.0015 0.1% 1.9330
Low 1.9290 1.9200 -0.0090 -0.5% 1.9185
Close 1.9298 1.9347 0.0049 0.3% 1.9310
Range 0.0061 0.0166 0.0105 172.1% 0.0145
ATR 0.0078 0.0085 0.0006 8.0% 0.0000
Volume 38,825 40,053 1,228 3.2% 28,553
Daily Pivots for day following 14-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9802 1.9741 1.9438
R3 1.9636 1.9575 1.9393
R2 1.9470 1.9470 1.9377
R1 1.9409 1.9409 1.9362 1.9440
PP 1.9304 1.9304 1.9304 1.9320
S1 1.9243 1.9243 1.9332 1.9274
S2 1.9138 1.9138 1.9317
S3 1.8972 1.9077 1.9301
S4 1.8806 1.8911 1.9256
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 1.9372 1.9200 0.0172 0.9% 0.0089 0.5% 85% False True 21,608
10 1.9596 1.9185 0.0411 2.1% 0.0070 0.4% 39% False False 13,437
20 1.9670 1.9185 0.0485 2.5% 0.0048 0.2% 33% False False 7,005
40 1.9900 1.9185 0.0715 3.7% 0.0032 0.2% 23% False False 3,649
60 1.9900 1.9185 0.0715 3.7% 0.0024 0.1% 23% False False 2,482
80 1.9900 1.8887 0.1013 5.2% 0.0018 0.1% 45% False False 1,862
100 1.9900 1.8758 0.1142 5.9% 0.0015 0.1% 52% False False 1,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 2.0072
2.618 1.9801
1.618 1.9635
1.000 1.9532
0.618 1.9469
HIGH 1.9366
0.618 1.9303
0.500 1.9283
0.382 1.9263
LOW 1.9200
0.618 1.9097
1.000 1.9034
1.618 1.8931
2.618 1.8765
4.250 1.8495
Fisher Pivots for day following 14-Mar-2007
Pivot 1 day 3 day
R1 1.9326 1.9327
PP 1.9304 1.9306
S1 1.9283 1.9286

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

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