CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 1.9797 1.9760 -0.0037 -0.2% 1.9905
High 1.9820 1.9760 -0.0060 -0.3% 1.9930
Low 1.9795 1.9760 -0.0035 -0.2% 1.9750
Close 1.9799 1.9760 -0.0039 -0.2% 1.9799
Range 0.0025 0.0000 -0.0025 -100.0% 0.0180
ATR 0.0055 0.0053 -0.0001 -2.0% 0.0000
Volume 299 260 -39 -13.0% 390
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 1.9760 1.9760 1.9760
R3 1.9760 1.9760 1.9760
R2 1.9760 1.9760 1.9760
R1 1.9760 1.9760 1.9760 1.9760
PP 1.9760 1.9760 1.9760 1.9760
S1 1.9760 1.9760 1.9760 1.9760
S2 1.9760 1.9760 1.9760
S3 1.9760 1.9760 1.9760
S4 1.9760 1.9760 1.9760
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% 6% False False 126
10 1.9974 1.9750 0.0224 1.1% 0.0003 0.0% 4% False False 105
20 2.0033 1.9750 0.0283 1.4% 0.0002 0.0% 4% False False 98
40 2.0033 1.9587 0.0446 2.3% 0.0004 0.0% 39% False False 159
60 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 67% False False 109
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 82
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 67% False False 66
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 -0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.9760
2.618 1.9760
1.618 1.9760
1.000 1.9760
0.618 1.9760
HIGH 1.9760
0.618 1.9760
0.500 1.9760
0.382 1.9760
LOW 1.9760
0.618 1.9760
1.000 1.9760
1.618 1.9760
2.618 1.9760
4.250 1.9760
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 1.9760 1.9785
PP 1.9760 1.9777
S1 1.9760 1.9768

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

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