CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 09-Apr-2007
Day Change Summary
Previous Current
06-Apr-2007 09-Apr-2007 Change Change % Previous Week
Open 1.9695 1.9618 -0.0077 -0.4% 1.9765
High 1.9695 1.9622 -0.0073 -0.4% 1.9798
Low 1.9628 1.9584 -0.0044 -0.2% 1.9628
Close 1.9644 1.9605 -0.0039 -0.2% 1.9644
Range 0.0067 0.0038 -0.0029 -43.3% 0.0170
ATR 0.0087 0.0085 -0.0002 -2.2% 0.0000
Volume 79,175 10,641 -68,534 -86.6% 379,930
Daily Pivots for day following 09-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9718 1.9699 1.9626
R3 1.9680 1.9661 1.9615
R2 1.9642 1.9642 1.9612
R1 1.9623 1.9623 1.9608 1.9614
PP 1.9604 1.9604 1.9604 1.9599
S1 1.9585 1.9585 1.9602 1.9576
S2 1.9566 1.9566 1.9598
S3 1.9528 1.9547 1.9595
S4 1.9490 1.9509 1.9584
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0200 2.0092 1.9738
R3 2.0030 1.9922 1.9691
R2 1.9860 1.9860 1.9675
R1 1.9752 1.9752 1.9660 1.9721
PP 1.9690 1.9690 1.9690 1.9675
S1 1.9582 1.9582 1.9628 1.9551
S2 1.9520 1.9520 1.9613
S3 1.9350 1.9412 1.9597
S4 1.9180 1.9242 1.9551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9780 1.9584 0.0196 1.0% 0.0058 0.3% 11% False True 53,202
10 1.9798 1.9545 0.0253 1.3% 0.0064 0.3% 24% False False 68,702
20 1.9798 1.9200 0.0598 3.1% 0.0077 0.4% 68% False False 70,608
40 1.9798 1.9185 0.0613 3.1% 0.0057 0.3% 69% False False 36,858
60 1.9900 1.9185 0.0715 3.6% 0.0044 0.2% 59% False False 24,672
80 1.9900 1.9185 0.0715 3.6% 0.0034 0.2% 59% False False 18,528
100 1.9900 1.8887 0.1013 5.2% 0.0028 0.1% 71% False False 14,822
120 1.9900 1.8696 0.1204 6.1% 0.0024 0.1% 75% False False 12,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9784
2.618 1.9721
1.618 1.9683
1.000 1.9660
0.618 1.9645
HIGH 1.9622
0.618 1.9607
0.500 1.9603
0.382 1.9599
LOW 1.9584
0.618 1.9561
1.000 1.9546
1.618 1.9523
2.618 1.9485
4.250 1.9423
Fisher Pivots for day following 09-Apr-2007
Pivot 1 day 3 day
R1 1.9604 1.9660
PP 1.9604 1.9641
S1 1.9603 1.9623

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

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