CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 1.9629 1.9592 -0.0037 -0.2% 1.9421
High 1.9629 1.9592 -0.0037 -0.2% 1.9640
Low 1.9629 1.9592 -0.0037 -0.2% 1.9421
Close 1.9629 1.9592 -0.0037 -0.2% 1.9589
Range
ATR 0.0056 0.0055 -0.0001 -2.4% 0.0000
Volume 7 106 99 1,414.3% 558
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9592 1.9592 1.9592
R3 1.9592 1.9592 1.9592
R2 1.9592 1.9592 1.9592
R1 1.9592 1.9592 1.9592 1.9592
PP 1.9592 1.9592 1.9592 1.9592
S1 1.9592 1.9592 1.9592 1.9592
S2 1.9592 1.9592 1.9592
S3 1.9592 1.9592 1.9592
S4 1.9592 1.9592 1.9592
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 2.0207 2.0117 1.9709
R3 1.9988 1.9898 1.9649
R2 1.9769 1.9769 1.9629
R1 1.9679 1.9679 1.9609 1.9724
PP 1.9550 1.9550 1.9550 1.9573
S1 1.9460 1.9460 1.9569 1.9505
S2 1.9331 1.9331 1.9549
S3 1.9112 1.9241 1.9529
S4 1.8893 1.9022 1.9469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9672 1.9589 0.0083 0.4% 0.0004 0.0% 4% False False 171
10 1.9672 1.9343 0.0329 1.7% 0.0002 0.0% 76% False False 109
20 1.9672 1.9200 0.0472 2.4% 0.0001 0.0% 83% False False 55
40 1.9679 1.9200 0.0479 2.4% 0.0001 0.0% 82% False False 28
60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 66% False False 20
Crabel Price Patterns
NR False
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 -0.0006
Fibonacci Retracements and Extensions
4.250 1.9592
2.618 1.9592
1.618 1.9592
1.000 1.9592
0.618 1.9592
HIGH 1.9592
0.618 1.9592
0.500 1.9592
0.382 1.9592
LOW 1.9592
0.618 1.9592
1.000 1.9592
1.618 1.9592
2.618 1.9592
4.250 1.9592
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 1.9592 1.9632
PP 1.9592 1.9619
S1 1.9592 1.9605

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

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