CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 1.9988 2.0009 0.0021 0.1% 1.9880
High 1.9988 2.0009 0.0021 0.1% 2.0033
Low 1.9980 2.0009 0.0029 0.1% 1.9880
Close 1.9994 2.0009 0.0015 0.1% 2.0009
Range 0.0008 0.0000 -0.0008 -100.0% 0.0153
ATR 0.0054 0.0051 -0.0003 -5.1% 0.0000
Volume 37 50 13 35.1% 688
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0009 2.0009 2.0009
R3 2.0009 2.0009 2.0009
R2 2.0009 2.0009 2.0009
R1 2.0009 2.0009 2.0009 2.0009
PP 2.0009 2.0009 2.0009 2.0009
S1 2.0009 2.0009 2.0009 2.0009
S2 2.0009 2.0009 2.0009
S3 2.0009 2.0009 2.0009
S4 2.0009 2.0009 2.0009
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 2.0433 2.0374 2.0093
R3 2.0280 2.0221 2.0051
R2 2.0127 2.0127 2.0037
R1 2.0068 2.0068 2.0023 2.0098
PP 1.9974 1.9974 1.9974 1.9989
S1 1.9915 1.9915 1.9995 1.9945
S2 1.9821 1.9821 1.9981
S3 1.9668 1.9762 1.9967
S4 1.9515 1.9609 1.9925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0033 1.9880 0.0153 0.8% 0.0002 0.0% 84% False False 137
10 2.0033 1.9587 0.0446 2.2% 0.0011 0.1% 95% False False 170
20 2.0033 1.9587 0.0446 2.2% 0.0005 0.0% 95% False False 219
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 97% False False 127
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 97% False False 85
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 97% False False 64
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0009
2.618 2.0009
1.618 2.0009
1.000 2.0009
0.618 2.0009
HIGH 2.0009
0.618 2.0009
0.500 2.0009
0.382 2.0009
LOW 2.0009
0.618 2.0009
1.000 2.0009
1.618 2.0009
2.618 2.0009
4.250 2.0009
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 2.0009 2.0008
PP 2.0009 2.0007
S1 2.0009 2.0007

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

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