CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 30-May-2007
Day Change Summary
Previous Current
29-May-2007 30-May-2007 Change Change % Previous Week
Open 1.9804 1.9714 -0.0090 -0.5% 1.9660
High 1.9860 1.9730 -0.0130 -0.7% 1.9870
Low 1.9770 1.9710 -0.0060 -0.3% 1.9660
Close 1.9777 1.9734 -0.0043 -0.2% 1.9822
Range 0.0090 0.0020 -0.0070 -77.8% 0.0210
ATR 0.0061 0.0061 0.0000 0.8% 0.0000
Volume 123 669 546 443.9% 1,662
Daily Pivots for day following 30-May-2007
Classic Woodie Camarilla DeMark
R4 1.9785 1.9779 1.9745
R3 1.9765 1.9759 1.9740
R2 1.9745 1.9745 1.9738
R1 1.9739 1.9739 1.9736 1.9742
PP 1.9725 1.9725 1.9725 1.9726
S1 1.9719 1.9719 1.9732 1.9722
S2 1.9705 1.9705 1.9730
S3 1.9685 1.9699 1.9729
S4 1.9665 1.9679 1.9723
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 2.0414 2.0328 1.9938
R3 2.0204 2.0118 1.9880
R2 1.9994 1.9994 1.9861
R1 1.9908 1.9908 1.9841 1.9951
PP 1.9784 1.9784 1.9784 1.9806
S1 1.9698 1.9698 1.9803 1.9741
S2 1.9574 1.9574 1.9784
S3 1.9364 1.9488 1.9764
S4 1.9154 1.9278 1.9707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9870 1.9710 0.0160 0.8% 0.0040 0.2% 15% False True 328
10 1.9870 1.9660 0.0210 1.1% 0.0028 0.1% 35% False False 284
20 1.9930 1.9660 0.0270 1.4% 0.0015 0.1% 27% False False 196
40 2.0033 1.9587 0.0446 2.3% 0.0011 0.1% 33% False False 172
60 2.0033 1.9273 0.0760 3.9% 0.0007 0.0% 61% False False 158
80 2.0033 1.9200 0.0833 4.2% 0.0006 0.0% 64% False False 119
100 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 64% False False 95
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.9815
2.618 1.9782
1.618 1.9762
1.000 1.9750
0.618 1.9742
HIGH 1.9730
0.618 1.9722
0.500 1.9720
0.382 1.9718
LOW 1.9710
0.618 1.9698
1.000 1.9690
1.618 1.9678
2.618 1.9658
4.250 1.9625
Fisher Pivots for day following 30-May-2007
Pivot 1 day 3 day
R1 1.9729 1.9785
PP 1.9725 1.9768
S1 1.9720 1.9751

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

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