CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 1.9676 1.9649 -0.0027 -0.1% 1.9445
High 1.9698 1.9665 -0.0033 -0.2% 1.9698
Low 1.9605 1.9585 -0.0020 -0.1% 1.9415
Close 1.9643 1.9607 -0.0036 -0.2% 1.9607
Range 0.0093 0.0080 -0.0013 -14.0% 0.0283
ATR 0.0093 0.0092 -0.0001 -1.0% 0.0000
Volume 68,887 87,812 18,925 27.5% 386,512
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9859 1.9813 1.9651
R3 1.9779 1.9733 1.9629
R2 1.9699 1.9699 1.9622
R1 1.9653 1.9653 1.9614 1.9636
PP 1.9619 1.9619 1.9619 1.9611
S1 1.9573 1.9573 1.9600 1.9556
S2 1.9539 1.9539 1.9592
S3 1.9459 1.9493 1.9585
S4 1.9379 1.9413 1.9563
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 2.0422 2.0298 1.9763
R3 2.0139 2.0015 1.9685
R2 1.9856 1.9856 1.9659
R1 1.9732 1.9732 1.9633 1.9794
PP 1.9573 1.9573 1.9573 1.9605
S1 1.9449 1.9449 1.9581 1.9511
S2 1.9290 1.9290 1.9555
S3 1.9007 1.9166 1.9529
S4 1.8724 1.8883 1.9451
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9698 1.9415 0.0283 1.4% 0.0083 0.4% 68% False False 77,302
10 1.9698 1.9200 0.0498 2.5% 0.0092 0.5% 82% False False 66,676
20 1.9698 1.9185 0.0513 2.6% 0.0067 0.3% 82% False False 35,216
40 1.9698 1.9185 0.0513 2.6% 0.0044 0.2% 82% False False 17,788
60 1.9900 1.9185 0.0715 3.6% 0.0033 0.2% 59% False False 11,929
80 1.9900 1.9185 0.0715 3.6% 0.0025 0.1% 59% False False 8,958
100 1.9900 1.8887 0.1013 5.2% 0.0021 0.1% 71% False False 7,167
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0005
2.618 1.9874
1.618 1.9794
1.000 1.9745
0.618 1.9714
HIGH 1.9665
0.618 1.9634
0.500 1.9625
0.382 1.9616
LOW 1.9585
0.618 1.9536
1.000 1.9505
1.618 1.9456
2.618 1.9376
4.250 1.9245
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 1.9625 1.9632
PP 1.9619 1.9623
S1 1.9613 1.9615

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

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