CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 1.9635 1.9647 0.0012 0.1% 1.9445
High 1.9675 1.9647 -0.0028 -0.1% 1.9698
Low 1.9602 1.9608 0.0006 0.0% 1.9415
Close 1.9612 1.9612 0.0000 0.0% 1.9607
Range 0.0073 0.0039 -0.0034 -46.6% 0.0283
ATR 0.0090 0.0086 -0.0004 -4.1% 0.0000
Volume 70,622 94,144 23,522 33.3% 386,512
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9739 1.9715 1.9633
R3 1.9700 1.9676 1.9623
R2 1.9661 1.9661 1.9619
R1 1.9637 1.9637 1.9616 1.9630
PP 1.9622 1.9622 1.9622 1.9619
S1 1.9598 1.9598 1.9608 1.9591
S2 1.9583 1.9583 1.9605
S3 1.9544 1.9559 1.9601
S4 1.9505 1.9520 1.9591
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 1.9720 1.9585 0.0135 0.7% 0.0069 0.4% 20% False False 81,366
10 1.9720 1.9395 0.0325 1.7% 0.0079 0.4% 67% False False 78,851
20 1.9720 1.9185 0.0535 2.7% 0.0075 0.4% 80% False False 50,993
40 1.9720 1.9185 0.0535 2.7% 0.0045 0.2% 80% False False 25,747
60 1.9900 1.9185 0.0715 3.6% 0.0037 0.2% 60% False False 17,241
80 1.9900 1.9185 0.0715 3.6% 0.0028 0.1% 60% False False 12,946
100 1.9900 1.8887 0.1013 5.2% 0.0024 0.1% 72% False False 10,357
120 1.9900 1.8550 0.1350 6.9% 0.0020 0.1% 79% False False 8,631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.9813
2.618 1.9749
1.618 1.9710
1.000 1.9686
0.618 1.9671
HIGH 1.9647
0.618 1.9632
0.500 1.9628
0.382 1.9623
LOW 1.9608
0.618 1.9584
1.000 1.9569
1.618 1.9545
2.618 1.9506
4.250 1.9442
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 1.9628 1.9639
PP 1.9622 1.9630
S1 1.9617 1.9621

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

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