CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 29-Jun-2007
Day Change Summary
Previous Current
28-Jun-2007 29-Jun-2007 Change Change % Previous Week
Open 2.0014 2.0030 0.0016 0.1% 1.9973
High 2.0014 2.0057 0.0043 0.2% 2.0057
Low 1.9985 2.0020 0.0035 0.2% 1.9935
Close 1.9990 2.0055 0.0065 0.3% 2.0055
Range 0.0029 0.0037 0.0008 27.6% 0.0122
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 57,343 68,908 11,565 20.2% 300,657
Daily Pivots for day following 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0155 2.0142 2.0075
R3 2.0118 2.0105 2.0065
R2 2.0081 2.0081 2.0062
R1 2.0068 2.0068 2.0058 2.0075
PP 2.0044 2.0044 2.0044 2.0047
S1 2.0031 2.0031 2.0052 2.0038
S2 2.0007 2.0007 2.0048
S3 1.9970 1.9994 2.0045
S4 1.9933 1.9957 2.0035
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0382 2.0340 2.0122
R3 2.0260 2.0218 2.0089
R2 2.0138 2.0138 2.0077
R1 2.0096 2.0096 2.0066 2.0117
PP 2.0016 2.0016 2.0016 2.0026
S1 1.9974 1.9974 2.0044 1.9995
S2 1.9894 1.9894 2.0033
S3 1.9772 1.9852 2.0021
S4 1.9650 1.9730 1.9988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0057 1.9935 0.0122 0.6% 0.0038 0.2% 98% True False 60,131
10 2.0057 1.9780 0.0277 1.4% 0.0036 0.2% 99% True False 70,317
20 2.0057 1.9621 0.0436 2.2% 0.0046 0.2% 100% True False 51,536
40 2.0057 1.9621 0.0436 2.2% 0.0031 0.2% 100% True False 25,958
60 2.0057 1.9587 0.0470 2.3% 0.0023 0.1% 100% True False 17,352
80 2.0057 1.9282 0.0775 3.9% 0.0017 0.1% 100% True False 13,051
100 2.0057 1.9200 0.0857 4.3% 0.0014 0.1% 100% True False 10,441
120 2.0057 1.9200 0.0857 4.3% 0.0012 0.1% 100% True False 8,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0214
2.618 2.0154
1.618 2.0117
1.000 2.0094
0.618 2.0080
HIGH 2.0057
0.618 2.0043
0.500 2.0039
0.382 2.0034
LOW 2.0020
0.618 1.9997
1.000 1.9983
1.618 1.9960
2.618 1.9923
4.250 1.9863
Fisher Pivots for day following 29-Jun-2007
Pivot 1 day 3 day
R1 2.0050 2.0035
PP 2.0044 2.0016
S1 2.0039 1.9996

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

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