CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 1.9760 1.9832 0.0072 0.4% 1.9905
High 1.9760 1.9840 0.0080 0.4% 1.9930
Low 1.9760 1.9840 0.0080 0.4% 1.9750
Close 1.9760 1.9832 0.0072 0.4% 1.9799
Range
ATR 0.0053 0.0055 0.0002 3.5% 0.0000
Volume 260 92 -168 -64.6% 390
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 1.9837 1.9835 1.9832
R3 1.9837 1.9835 1.9832
R2 1.9837 1.9837 1.9832
R1 1.9835 1.9835 1.9832 1.9832
PP 1.9837 1.9837 1.9837 1.9836
S1 1.9835 1.9835 1.9832 1.9832
S2 1.9837 1.9837 1.9832
S3 1.9837 1.9835 1.9832
S4 1.9837 1.9835 1.9832
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% 46% False False 141
10 1.9930 1.9750 0.0180 0.9% 0.0003 0.0% 46% False False 107
20 2.0033 1.9750 0.0283 1.4% 0.0002 0.0% 29% False False 100
40 2.0033 1.9587 0.0446 2.2% 0.0004 0.0% 55% False False 162
60 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 76% False False 111
80 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 76% False False 83
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 76% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0005
Fibonacci Retracements and Extensions
4.250 1.9840
2.618 1.9840
1.618 1.9840
1.000 1.9840
0.618 1.9840
HIGH 1.9840
0.618 1.9840
0.500 1.9840
0.382 1.9840
LOW 1.9840
0.618 1.9840
1.000 1.9840
1.618 1.9840
2.618 1.9840
4.250 1.9840
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 1.9840 1.9821
PP 1.9837 1.9811
S1 1.9835 1.9800

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

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