CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 1.9697 1.9735 0.0038 0.2% 1.9797
High 1.9715 1.9767 0.0052 0.3% 1.9871
Low 1.9674 1.9730 0.0056 0.3% 1.9698
Close 1.9700 1.9748 0.0048 0.2% 1.9744
Range 0.0041 0.0037 -0.0004 -9.8% 0.0173
ATR 0.0086 0.0085 -0.0001 -1.6% 0.0000
Volume 66,323 61,608 -4,715 -7.1% 334,477
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 1.9859 1.9841 1.9768
R3 1.9822 1.9804 1.9758
R2 1.9785 1.9785 1.9755
R1 1.9767 1.9767 1.9751 1.9776
PP 1.9748 1.9748 1.9748 1.9753
S1 1.9730 1.9730 1.9745 1.9739
S2 1.9711 1.9711 1.9741
S3 1.9674 1.9693 1.9738
S4 1.9637 1.9656 1.9728
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 2.0290 2.0190 1.9839
R3 2.0117 2.0017 1.9792
R2 1.9944 1.9944 1.9776
R1 1.9844 1.9844 1.9760 1.9808
PP 1.9771 1.9771 1.9771 1.9753
S1 1.9671 1.9671 1.9728 1.9635
S2 1.9598 1.9598 1.9712
S3 1.9425 1.9498 1.9696
S4 1.9252 1.9325 1.9649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9830 1.9674 0.0156 0.8% 0.0054 0.3% 47% False False 70,185
10 1.9992 1.9674 0.0318 1.6% 0.0071 0.4% 23% False False 76,479
20 2.0072 1.9674 0.0398 2.0% 0.0072 0.4% 19% False False 75,747
40 2.0072 1.9545 0.0527 2.7% 0.0066 0.3% 39% False False 69,732
60 2.0072 1.9185 0.0887 4.5% 0.0068 0.3% 63% False False 60,779
80 2.0072 1.9185 0.0887 4.5% 0.0057 0.3% 63% False False 45,686
100 2.0072 1.9185 0.0887 4.5% 0.0047 0.2% 63% False False 36,592
120 2.0072 1.9185 0.0887 4.5% 0.0040 0.2% 63% False False 30,502
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9924
2.618 1.9864
1.618 1.9827
1.000 1.9804
0.618 1.9790
HIGH 1.9767
0.618 1.9753
0.500 1.9749
0.382 1.9744
LOW 1.9730
0.618 1.9707
1.000 1.9693
1.618 1.9670
2.618 1.9633
4.250 1.9573
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 1.9749 1.9740
PP 1.9748 1.9732
S1 1.9748 1.9724

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

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