CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 10-Jul-2007

Day Change Summary
	Previous	Current
	09-Jul-2007	10-Jul-2007	Change	Change %	Previous Week
Open	2.0129	2.0163	0.0034	0.2%	2.0092
High	2.0148	2.0255	0.0107	0.5%	2.0170
Low	2.0116	2.0145	0.0029	0.1%	2.0036
Close	2.0129	2.0247	0.0118	0.6%	2.0084
Range	0.0032	0.0110	0.0078	243.8%	0.0134
ATR	0.0068	0.0072	0.0004	6.1%	0.0000
Volume	90,172	70,826	-19,346	-21.5%	374,471

Daily Pivots for day following 10-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0546	2.0506	2.0308
R3	2.0436	2.0396	2.0277
R2	2.0326	2.0326	2.0267
R1	2.0286	2.0286	2.0257	2.0306
PP	2.0216	2.0216	2.0216	2.0226
S1	2.0176	2.0176	2.0237	2.0196
S2	2.0106	2.0106	2.0227
S3	1.9996	2.0066	2.0217
S4	1.9886	1.9956	2.0187

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0499	2.0425	2.0158
R3	2.0365	2.0291	2.0121
R2	2.0231	2.0231	2.0109
R1	2.0157	2.0157	2.0096	2.0127
PP	2.0097	2.0097	2.0097	2.0082
S1	2.0023	2.0023	2.0072	1.9993
S2	1.9963	1.9963	2.0059
S3	1.9829	1.9889	2.0047
S4	1.9695	1.9755	2.0010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0255	2.0036	0.0219	1.1%	0.0071	0.3%	96%	True	False	89,585
10	2.0255	1.9935	0.0320	1.6%	0.0058	0.3%	98%	True	False	77,204
20	2.0255	1.9634	0.0621	3.1%	0.0054	0.3%	99%	True	False	74,242
40	2.0255	1.9621	0.0634	3.1%	0.0042	0.2%	99%	True	False	39,332
60	2.0255	1.9621	0.0634	3.1%	0.0029	0.1%	99%	True	False	26,253
80	2.0255	1.9421	0.0834	4.1%	0.0023	0.1%	99%	True	False	19,743
100	2.0255	1.9200	0.1055	5.2%	0.0018	0.1%	99%	True	False	15,796
120	2.0255	1.9200	0.1055	5.2%	0.0015	0.1%	99%	True	False	13,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	2.0723
2.618	2.0543
1.618	2.0433
1.000	2.0365
0.618	2.0323
HIGH	2.0255
0.618	2.0213
0.500	2.0200
0.382	2.0187
LOW	2.0145
0.618	2.0077
1.000	2.0035
1.618	1.9967
2.618	1.9857
4.250	1.9678

Fisher Pivots for day following 10-Jul-2007
Pivot	1 day	3 day
R1	2.0231	2.0213
PP	2.0216	2.0179
S1	2.0200	2.0146

Download as Excel Spreadsheet

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

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