CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 24-May-2007
Day Change Summary
Previous Current
23-May-2007 24-May-2007 Change Change % Previous Week
Open 1.9862 1.9830 -0.0032 -0.2% 1.9760
High 1.9865 1.9870 0.0005 0.0% 1.9840
Low 1.9840 1.9830 -0.0010 -0.1% 1.9688
Close 1.9838 1.9836 -0.0002 0.0% 1.9725
Range 0.0025 0.0040 0.0015 60.0% 0.0152
ATR 0.0062 0.0061 -0.0002 -2.6% 0.0000
Volume 114 433 319 279.8% 747
Daily Pivots for day following 24-May-2007
Classic Woodie Camarilla DeMark
R4 1.9965 1.9941 1.9858
R3 1.9925 1.9901 1.9847
R2 1.9885 1.9885 1.9843
R1 1.9861 1.9861 1.9840 1.9873
PP 1.9845 1.9845 1.9845 1.9852
S1 1.9821 1.9821 1.9832 1.9833
S2 1.9805 1.9805 1.9829
S3 1.9765 1.9781 1.9825
S4 1.9725 1.9741 1.9814
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 1.9870 1.9660 0.0210 1.1% 0.0029 0.1% 84% True False 297
10 1.9870 1.9660 0.0210 1.1% 0.0017 0.1% 84% True False 240
20 1.9974 1.9660 0.0314 1.6% 0.0009 0.0% 56% False False 154
40 2.0033 1.9587 0.0446 2.2% 0.0007 0.0% 56% False False 177
60 2.0033 1.9200 0.0833 4.2% 0.0005 0.0% 76% False False 140
80 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 76% False False 105
100 2.0033 1.9200 0.0833 4.2% 0.0003 0.0% 76% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0040
2.618 1.9975
1.618 1.9935
1.000 1.9910
0.618 1.9895
HIGH 1.9870
0.618 1.9855
0.500 1.9850
0.382 1.9845
LOW 1.9830
0.618 1.9805
1.000 1.9790
1.618 1.9765
2.618 1.9725
4.250 1.9660
Fisher Pivots for day following 24-May-2007
Pivot 1 day 3 day
R1 1.9850 1.9827
PP 1.9845 1.9819
S1 1.9841 1.9810

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

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