CME British Pound Future June 2007

Trading Metrics calculated at close of trading on 20-Apr-2007

Day Change Summary
	Previous	Current
	19-Apr-2007	20-Apr-2007	Change	Change %	Previous Week
Open	2.0015	2.0028	0.0013	0.1%	1.9911
High	2.0038	2.0048	0.0010	0.0%	2.0072
Low	1.9990	2.0010	0.0020	0.1%	1.9880
Close	2.0013	2.0029	0.0016	0.1%	2.0029
Range	0.0048	0.0038	-0.0010	-20.8%	0.0192
ATR	0.0088	0.0084	-0.0004	-4.0%	0.0000
Volume	67,703	64,232	-3,471	-5.1%	374,750

Daily Pivots for day following 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0143	2.0124	2.0050
R3	2.0105	2.0086	2.0039
R2	2.0067	2.0067	2.0036
R1	2.0048	2.0048	2.0032	2.0058
PP	2.0029	2.0029	2.0029	2.0034
S1	2.0010	2.0010	2.0026	2.0020
S2	1.9991	1.9991	2.0022
S3	1.9953	1.9972	2.0019
S4	1.9915	1.9934	2.0008

Weekly Pivots for week ending 20-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0570	2.0491	2.0135
R3	2.0378	2.0299	2.0082
R2	2.0186	2.0186	2.0064
R1	2.0107	2.0107	2.0047	2.0147
PP	1.9994	1.9994	1.9994	2.0013
S1	1.9915	1.9915	2.0011	1.9955
S2	1.9802	1.9802	1.9994
S3	1.9610	1.9723	1.9976
S4	1.9418	1.9531	1.9923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0072	1.9880	0.0192	1.0%	0.0048	0.2%	78%	False	False	74,950
10	2.0072	1.9584	0.0488	2.4%	0.0054	0.3%	91%	False	False	57,832
20	2.0072	1.9545	0.0527	2.6%	0.0063	0.3%	92%	False	False	66,662
40	2.0072	1.9185	0.0887	4.4%	0.0065	0.3%	95%	False	False	50,939
60	2.0072	1.9185	0.0887	4.4%	0.0050	0.2%	95%	False	False	34,079
80	2.0072	1.9185	0.0887	4.4%	0.0040	0.2%	95%	False	False	25,612
100	2.0072	1.9185	0.0887	4.4%	0.0032	0.2%	95%	False	False	20,499
120	2.0072	1.8887	0.1185	5.9%	0.0028	0.1%	96%	False	False	17,083

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.0210
2.618	2.0147
1.618	2.0109
1.000	2.0086
0.618	2.0071
HIGH	2.0048
0.618	2.0033
0.500	2.0029
0.382	2.0025
LOW	2.0010
0.618	1.9987
1.000	1.9972
1.618	1.9949
2.618	1.9911
4.250	1.9849

Fisher Pivots for day following 20-Apr-2007
Pivot	1 day	3 day
R1	2.0029	2.0029
PP	2.0029	2.0029
S1	2.0029	2.0029

Download as Excel Spreadsheet

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

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