CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 1.9726 1.9685 -0.0041 -0.2% 1.9610
High 1.9770 1.9735 -0.0035 -0.2% 1.9720
Low 1.9712 1.9666 -0.0046 -0.2% 1.9545
Close 1.9745 1.9699 -0.0046 -0.2% 1.9669
Range 0.0058 0.0069 0.0011 19.0% 0.0175
ATR 0.0089 0.0089 -0.0001 -0.8% 0.0000
Volume 53,581 41,788 -11,793 -22.0% 375,005
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9907 1.9872 1.9737
R3 1.9838 1.9803 1.9718
R2 1.9769 1.9769 1.9712
R1 1.9734 1.9734 1.9705 1.9752
PP 1.9700 1.9700 1.9700 1.9709
S1 1.9665 1.9665 1.9693 1.9683
S2 1.9631 1.9631 1.9686
S3 1.9562 1.9596 1.9680
S4 1.9493 1.9527 1.9661
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 2.0170 2.0094 1.9765
R3 1.9995 1.9919 1.9717
R2 1.9820 1.9820 1.9701
R1 1.9744 1.9744 1.9685 1.9782
PP 1.9645 1.9645 1.9645 1.9664
S1 1.9569 1.9569 1.9653 1.9607
S2 1.9470 1.9470 1.9637
S3 1.9295 1.9394 1.9621
S4 1.9120 1.9219 1.9573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9798 1.9545 0.0253 1.3% 0.0077 0.4% 61% False False 71,348
10 1.9798 1.9545 0.0253 1.3% 0.0073 0.4% 61% False False 76,357
20 1.9798 1.9200 0.0598 3.0% 0.0081 0.4% 83% False False 67,376
40 1.9798 1.9185 0.0613 3.1% 0.0054 0.3% 84% False False 34,626
60 1.9900 1.9185 0.0715 3.6% 0.0043 0.2% 72% False False 23,176
80 1.9900 1.9185 0.0715 3.6% 0.0033 0.2% 72% False False 17,405
100 1.9900 1.8887 0.1013 5.1% 0.0028 0.1% 80% False False 13,924
120 1.9900 1.8589 0.1311 6.7% 0.0023 0.1% 85% False False 11,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0028
2.618 1.9916
1.618 1.9847
1.000 1.9804
0.618 1.9778
HIGH 1.9735
0.618 1.9709
0.500 1.9701
0.382 1.9692
LOW 1.9666
0.618 1.9623
1.000 1.9597
1.618 1.9554
2.618 1.9485
4.250 1.9373
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 1.9701 1.9723
PP 1.9700 1.9715
S1 1.9700 1.9707

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

View Archives - Comment on this page... - Back to Index of Symbols