CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 1.9962 1.9930 -0.0032 -0.2% 1.9867
High 1.9965 1.9945 -0.0020 -0.1% 1.9878
Low 1.9912 1.9910 -0.0002 0.0% 1.9730
Close 1.9920 1.9924 0.0004 0.0% 1.9819
Range 0.0053 0.0035 -0.0018 -34.0% 0.0148
ATR 0.0081 0.0078 -0.0003 -4.1% 0.0000
Volume 101,194 82,128 -19,066 -18.8% 333,918
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0031 2.0013 1.9943
R3 1.9996 1.9978 1.9934
R2 1.9961 1.9961 1.9930
R1 1.9943 1.9943 1.9927 1.9935
PP 1.9926 1.9926 1.9926 1.9922
S1 1.9908 1.9908 1.9921 1.9900
S2 1.9891 1.9891 1.9918
S3 1.9856 1.9873 1.9914
S4 1.9821 1.9838 1.9905
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0253 2.0184 1.9900
R3 2.0105 2.0036 1.9860
R2 1.9957 1.9957 1.9846
R1 1.9888 1.9888 1.9833 1.9849
PP 1.9809 1.9809 1.9809 1.9789
S1 1.9740 1.9740 1.9805 1.9701
S2 1.9661 1.9661 1.9792
S3 1.9513 1.9592 1.9778
S4 1.9365 1.9444 1.9738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9965 1.9745 0.0220 1.1% 0.0051 0.3% 81% False False 90,208
10 1.9965 1.9730 0.0235 1.2% 0.0052 0.3% 83% False False 85,588
20 1.9992 1.9674 0.0318 1.6% 0.0062 0.3% 79% False False 81,034
40 2.0072 1.9674 0.0398 2.0% 0.0063 0.3% 63% False False 75,137
60 2.0072 1.9200 0.0872 4.4% 0.0068 0.3% 83% False False 73,453
80 2.0072 1.9185 0.0887 4.5% 0.0061 0.3% 83% False False 56,341
100 2.0072 1.9185 0.0887 4.5% 0.0052 0.3% 83% False False 45,133
120 2.0072 1.9185 0.0887 4.5% 0.0044 0.2% 83% False False 37,634
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0094
2.618 2.0037
1.618 2.0002
1.000 1.9980
0.618 1.9967
HIGH 1.9945
0.618 1.9932
0.500 1.9928
0.382 1.9923
LOW 1.9910
0.618 1.9888
1.000 1.9875
1.618 1.9853
2.618 1.9818
4.250 1.9761
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 1.9928 1.9928
PP 1.9926 1.9926
S1 1.9925 1.9925

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

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