CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 1.9660 1.9729 0.0069 0.4% 1.9760
High 1.9690 1.9750 0.0060 0.3% 1.9840
Low 1.9660 1.9750 0.0090 0.5% 1.9688
Close 1.9681 1.9729 0.0048 0.2% 1.9725
Range 0.0030 0.0000 -0.0030 -100.0% 0.0152
ATR 0.0056 0.0057 0.0001 1.7% 0.0000
Volume 499 313 -186 -37.3% 747
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 1.9743 1.9736 1.9729
R3 1.9743 1.9736 1.9729
R2 1.9743 1.9743 1.9729
R1 1.9736 1.9736 1.9729 1.9729
PP 1.9743 1.9743 1.9743 1.9740
S1 1.9736 1.9736 1.9729 1.9729
S2 1.9743 1.9743 1.9729
S3 1.9743 1.9736 1.9729
S4 1.9743 1.9736 1.9729
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 2.0207 2.0118 1.9809
R3 2.0055 1.9966 1.9767
R2 1.9903 1.9903 1.9753
R1 1.9814 1.9814 1.9739 1.9783
PP 1.9751 1.9751 1.9751 1.9735
S1 1.9662 1.9662 1.9711 1.9631
S2 1.9599 1.9599 1.9697
S3 1.9447 1.9510 1.9683
S4 1.9295 1.9358 1.9641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9758 1.9660 0.0098 0.5% 0.0016 0.1% 70% False False 241
10 1.9930 1.9660 0.0270 1.4% 0.0011 0.1% 26% False False 191
20 1.9995 1.9660 0.0335 1.7% 0.0005 0.0% 21% False False 134
40 2.0033 1.9587 0.0446 2.3% 0.0006 0.0% 32% False False 171
60 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 64% False False 131
80 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 64% False False 98
100 2.0033 1.9200 0.0833 4.2% 0.0002 0.0% 64% False False 79
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 -0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9750
2.618 1.9750
1.618 1.9750
1.000 1.9750
0.618 1.9750
HIGH 1.9750
0.618 1.9750
0.500 1.9750
0.382 1.9750
LOW 1.9750
0.618 1.9750
1.000 1.9750
1.618 1.9750
2.618 1.9750
4.250 1.9750
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 1.9750 1.9721
PP 1.9743 1.9713
S1 1.9736 1.9705

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

View Archives - Comment on this page... - Back to Index of Symbols