CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary
Previous Current
31-May-2007 01-Jun-2007 Change Change % Previous Week
Open 1.9778 1.9770 -0.0008 0.0% 1.9804
High 1.9778 1.9795 0.0017 0.1% 1.9860
Low 1.9778 1.9760 -0.0018 -0.1% 1.9710
Close 1.9773 1.9798 0.0025 0.1% 1.9798
Range 0.0000 0.0035 0.0035 0.0150
ATR 0.0060 0.0058 -0.0002 -3.0% 0.0000
Volume 480 3,415 2,935 611.5% 4,687
Daily Pivots for day following 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.9889 1.9879 1.9817
R3 1.9854 1.9844 1.9808
R2 1.9819 1.9819 1.9804
R1 1.9809 1.9809 1.9801 1.9814
PP 1.9784 1.9784 1.9784 1.9787
S1 1.9774 1.9774 1.9795 1.9779
S2 1.9749 1.9749 1.9792
S3 1.9714 1.9739 1.9788
S4 1.9679 1.9704 1.9779
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0239 2.0169 1.9881
R3 2.0089 2.0019 1.9839
R2 1.9939 1.9939 1.9826
R1 1.9869 1.9869 1.9812 1.9829
PP 1.9789 1.9789 1.9789 1.9770
S1 1.9719 1.9719 1.9784 1.9679
S2 1.9639 1.9639 1.9771
S3 1.9489 1.9569 1.9757
S4 1.9339 1.9419 1.9716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9860 1.9710 0.0150 0.8% 0.0034 0.2% 59% False False 998
10 1.9870 1.9660 0.0210 1.1% 0.0032 0.2% 66% False False 647
20 1.9930 1.9660 0.0270 1.4% 0.0017 0.1% 51% False False 381
40 2.0033 1.9587 0.0446 2.3% 0.0012 0.1% 47% False False 260
60 2.0033 1.9282 0.0751 3.8% 0.0008 0.0% 69% False False 223
80 2.0033 1.9200 0.0833 4.2% 0.0006 0.0% 72% False False 168
100 2.0033 1.9200 0.0833 4.2% 0.0005 0.0% 72% False False 134
120 2.0033 1.9200 0.0833 4.2% 0.0004 0.0% 72% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.9944
2.618 1.9887
1.618 1.9852
1.000 1.9830
0.618 1.9817
HIGH 1.9795
0.618 1.9782
0.500 1.9778
0.382 1.9773
LOW 1.9760
0.618 1.9738
1.000 1.9725
1.618 1.9703
2.618 1.9668
4.250 1.9611
Fisher Pivots for day following 01-Jun-2007
Pivot 1 day 3 day
R1 1.9791 1.9783
PP 1.9784 1.9768
S1 1.9778 1.9753

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

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