CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 03-Apr-2007
Day Change Summary
Previous Current
02-Apr-2007 03-Apr-2007 Change Change % Previous Week
Open 1.9749 1.9718 -0.0031 -0.2% 1.9672
High 1.9749 1.9718 -0.0031 -0.2% 1.9672
Low 1.9749 1.9718 -0.0031 -0.2% 1.9592
Close 1.9754 1.9718 -0.0036 -0.2% 1.9649
Range
ATR 0.0055 0.0053 -0.0001 -2.5% 0.0000
Volume 461 579 118 25.6% 875
Daily Pivots for day following 03-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9718 1.9718 1.9718
R3 1.9718 1.9718 1.9718
R2 1.9718 1.9718 1.9718
R1 1.9718 1.9718 1.9718 1.9718
PP 1.9718 1.9718 1.9718 1.9718
S1 1.9718 1.9718 1.9718 1.9718
S2 1.9718 1.9718 1.9718
S3 1.9718 1.9718 1.9718
S4 1.9718 1.9718 1.9718
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% 80% False False 325
10 1.9749 1.9589 0.0160 0.8% 0.0002 0.0% 81% False False 245
20 1.9749 1.9273 0.0476 2.4% 0.0001 0.0% 93% False False 131
40 1.9749 1.9200 0.0549 2.8% 0.0001 0.0% 94% False False 66
60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 88% False False 45
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 -0.0005
Fibonacci Retracements and Extensions
4.250 1.9718
2.618 1.9718
1.618 1.9718
1.000 1.9718
0.618 1.9718
HIGH 1.9718
0.618 1.9718
0.500 1.9718
0.382 1.9718
LOW 1.9718
0.618 1.9718
1.000 1.9718
1.618 1.9718
2.618 1.9718
4.250 1.9718
Fisher Pivots for day following 03-Apr-2007
Pivot 1 day 3 day
R1 1.9718 1.9712
PP 1.9718 1.9705
S1 1.9718 1.9699

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

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