CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 1.9974 1.9995 0.0021 0.1% 1.9880
High 1.9974 1.9995 0.0021 0.1% 2.0033
Low 1.9974 1.9995 0.0021 0.1% 1.9880
Close 1.9974 1.9995 0.0021 0.1% 2.0009
Range
ATR 0.0047 0.0045 -0.0002 -4.0% 0.0000
Volume 37 96 59 159.5% 688
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 1.9995 1.9995 1.9995
R3 1.9995 1.9995 1.9995
R2 1.9995 1.9995 1.9995
R1 1.9995 1.9995 1.9995 1.9995
PP 1.9995 1.9995 1.9995 1.9995
S1 1.9995 1.9995 1.9995 1.9995
S2 1.9995 1.9995 1.9995
S3 1.9995 1.9995 1.9995
S4 1.9995 1.9995 1.9995
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 2.0009 1.9974 0.0035 0.2% 0.0004 0.0% 60% False False 51
10 2.0033 1.9760 0.0273 1.4% 0.0012 0.1% 86% False False 140
20 2.0033 1.9587 0.0446 2.2% 0.0006 0.0% 91% False False 208
40 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 95% False False 131
60 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 95% False False 88
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 95% False False 67
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Fibonacci Retracements and Extensions
4.250 1.9995
2.618 1.9995
1.618 1.9995
1.000 1.9995
0.618 1.9995
HIGH 1.9995
0.618 1.9995
0.500 1.9995
0.382 1.9995
LOW 1.9995
0.618 1.9995
1.000 1.9995
1.618 1.9995
2.618 1.9995
4.250 1.9995
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 1.9995 1.9992
PP 1.9995 1.9988
S1 1.9995 1.9985

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

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