CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 1.9649 1.9749 0.0100 0.5% 1.9672
High 1.9649 1.9749 0.0100 0.5% 1.9672
Low 1.9649 1.9749 0.0100 0.5% 1.9592
Close 1.9649 1.9754 0.0105 0.5% 1.9649
Range
ATR 0.0051 0.0055 0.0003 6.8% 0.0000
Volume 265 461 196 74.0% 875
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9751 1.9752 1.9754
R3 1.9751 1.9752 1.9754
R2 1.9751 1.9751 1.9754
R1 1.9752 1.9752 1.9754 1.9752
PP 1.9751 1.9751 1.9751 1.9750
S1 1.9752 1.9752 1.9754 1.9752
S2 1.9751 1.9751 1.9754
S3 1.9751 1.9752 1.9754
S4 1.9751 1.9752 1.9754
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 1.9878 1.9843 1.9693
R3 1.9798 1.9763 1.9671
R2 1.9718 1.9718 1.9664
R1 1.9683 1.9683 1.9656 1.9661
PP 1.9638 1.9638 1.9638 1.9626
S1 1.9603 1.9603 1.9642 1.9581
S2 1.9558 1.9558 1.9634
S3 1.9478 1.9523 1.9627
S4 1.9398 1.9443 1.9605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9749 1.9592 0.0157 0.8% 0.0000 0.0% 103% True False 211
10 1.9749 1.9589 0.0160 0.8% 0.0002 0.0% 103% True False 187
20 1.9749 1.9268 0.0481 2.4% 0.0001 0.0% 101% True False 102
40 1.9749 1.9200 0.0549 2.8% 0.0001 0.0% 101% True False 52
60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 94% False False 35
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 1.9749
2.618 1.9749
1.618 1.9749
1.000 1.9749
0.618 1.9749
HIGH 1.9749
0.618 1.9749
0.500 1.9749
0.382 1.9749
LOW 1.9749
0.618 1.9749
1.000 1.9749
1.618 1.9749
2.618 1.9749
4.250 1.9749
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 1.9752 1.9726
PP 1.9751 1.9698
S1 1.9749 1.9671

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

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