CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 11-May-2007
Day Change Summary
Previous Current
10-May-2007 11-May-2007 Change Change % Previous Week
Open 1.9761 1.9797 0.0036 0.2% 1.9905
High 1.9750 1.9820 0.0070 0.4% 1.9930
Low 1.9750 1.9795 0.0045 0.2% 1.9750
Close 1.9761 1.9799 0.0038 0.2% 1.9799
Range 0.0000 0.0025 0.0025 0.0180
ATR 0.0054 0.0055 0.0000 0.6% 0.0000
Volume 20 299 279 1,395.0% 390
Daily Pivots for day following 11-May-2007
Classic Woodie Camarilla DeMark
R4 1.9880 1.9864 1.9813
R3 1.9855 1.9839 1.9806
R2 1.9830 1.9830 1.9804
R1 1.9814 1.9814 1.9801 1.9822
PP 1.9805 1.9805 1.9805 1.9809
S1 1.9789 1.9789 1.9797 1.9797
S2 1.9780 1.9780 1.9794
S3 1.9755 1.9764 1.9792
S4 1.9730 1.9739 1.9785
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 2.0366 2.0263 1.9898
R3 2.0186 2.0083 1.9849
R2 2.0006 2.0006 1.9832
R1 1.9903 1.9903 1.9816 1.9865
PP 1.9826 1.9826 1.9826 1.9807
S1 1.9723 1.9723 1.9783 1.9685
S2 1.9646 1.9646 1.9766
S3 1.9466 1.9543 1.9750
S4 1.9286 1.9363 1.9700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9930 1.9750 0.0180 0.9% 0.0005 0.0% 27% False False 78
10 1.9974 1.9750 0.0224 1.1% 0.0003 0.0% 22% False False 82
20 2.0033 1.9750 0.0283 1.4% 0.0002 0.0% 17% False False 94
40 2.0033 1.9421 0.0612 3.1% 0.0004 0.0% 62% False False 153
60 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 72% False False 105
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 72% False False 79
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 72% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.9926
2.618 1.9885
1.618 1.9860
1.000 1.9845
0.618 1.9835
HIGH 1.9820
0.618 1.9810
0.500 1.9808
0.382 1.9805
LOW 1.9795
0.618 1.9780
1.000 1.9770
1.618 1.9755
2.618 1.9730
4.250 1.9689
Fisher Pivots for day following 11-May-2007
Pivot 1 day 3 day
R1 1.9808 1.9840
PP 1.9805 1.9826
S1 1.9802 1.9813

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

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