CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 18-Apr-2007
Day Change Summary
Previous Current
17-Apr-2007 18-Apr-2007 Change Change % Previous Week
Open 2.0040 2.0033 -0.0007 0.0% 1.9587
High 2.0000 2.0033 0.0033 0.2% 1.9860
Low 2.0000 2.0033 0.0033 0.2% 1.9587
Close 2.0040 2.0033 -0.0007 0.0% 1.9853
Range
ATR 0.0057 0.0054 -0.0004 -6.3% 0.0000
Volume 53 354 301 567.9% 1,019
Daily Pivots for day following 18-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0033 2.0033 2.0033
R3 2.0033 2.0033 2.0033
R2 2.0033 2.0033 2.0033
R1 2.0033 2.0033 2.0033 2.0033
PP 2.0033 2.0033 2.0033 2.0033
S1 2.0033 2.0033 2.0033 2.0033
S2 2.0033 2.0033 2.0033
S3 2.0033 2.0033 2.0033
S4 2.0033 2.0033 2.0033
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0586 2.0492 2.0003
R3 2.0313 2.0219 1.9928
R2 2.0040 2.0040 1.9903
R1 1.9946 1.9946 1.9878 1.9993
PP 1.9767 1.9767 1.9767 1.9790
S1 1.9673 1.9673 1.9828 1.9720
S2 1.9494 1.9494 1.9803
S3 1.9221 1.9400 1.9778
S4 1.8948 1.9127 1.9703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0033 1.9760 0.0273 1.4% 0.0020 0.1% 100% True False 230
10 2.0033 1.9587 0.0446 2.2% 0.0010 0.0% 100% True False 219
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 100% True False 238
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 100% True False 125
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 100% True False 84
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 100% True False 63
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 -0.0003
Fibonacci Retracements and Extensions
4.250 2.0033
2.618 2.0033
1.618 2.0033
1.000 2.0033
0.618 2.0033
HIGH 2.0033
0.618 2.0033
0.500 2.0033
0.382 2.0033
LOW 2.0033
0.618 2.0033
1.000 2.0033
1.618 2.0033
2.618 2.0033
4.250 2.0033
Fisher Pivots for day following 18-Apr-2007
Pivot 1 day 3 day
R1 2.0033 2.0008
PP 2.0033 1.9982
S1 2.0033 1.9957

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

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