CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 2.0442 2.0290 -0.0152 -0.7% 2.0570
High 2.0550 2.0330 -0.0220 -1.1% 2.0633
Low 2.0427 2.0241 -0.0186 -0.9% 2.0241
Close 2.0478 2.0255 -0.0223 -1.1% 2.0255
Range 0.0123 0.0089 -0.0034 -27.6% 0.0392
ATR 0.0083 0.0094 0.0011 13.2% 0.0000
Volume 97,931 113,247 15,316 15.6% 424,889
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0542 2.0488 2.0304
R3 2.0453 2.0399 2.0279
R2 2.0364 2.0364 2.0271
R1 2.0310 2.0310 2.0263 2.0293
PP 2.0275 2.0275 2.0275 2.0267
S1 2.0221 2.0221 2.0247 2.0204
S2 2.0186 2.0186 2.0239
S3 2.0097 2.0132 2.0231
S4 2.0008 2.0043 2.0206
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.1552 2.1296 2.0471
R3 2.1160 2.0904 2.0363
R2 2.0768 2.0768 2.0327
R1 2.0512 2.0512 2.0291 2.0444
PP 2.0376 2.0376 2.0376 2.0343
S1 2.0120 2.0120 2.0219 2.0052
S2 1.9984 1.9984 2.0183
S3 1.9592 1.9728 2.0147
S4 1.9200 1.9336 2.0039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0633 2.0241 0.0392 1.9% 0.0070 0.3% 4% False True 84,977
10 2.0633 2.0241 0.0392 1.9% 0.0062 0.3% 4% False True 87,614
20 2.0633 2.0020 0.0613 3.0% 0.0064 0.3% 38% False False 89,243
40 2.0633 1.9621 0.1012 5.0% 0.0055 0.3% 63% False False 68,752
60 2.0633 1.9621 0.1012 5.0% 0.0042 0.2% 63% False False 45,907
80 2.0633 1.9587 0.1046 5.2% 0.0033 0.2% 64% False False 34,466
100 2.0633 1.9273 0.1360 6.7% 0.0026 0.1% 72% False False 27,601
120 2.0633 1.9200 0.1433 7.1% 0.0022 0.1% 74% False False 23,001
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0708
2.618 2.0563
1.618 2.0474
1.000 2.0419
0.618 2.0385
HIGH 2.0330
0.618 2.0296
0.500 2.0286
0.382 2.0275
LOW 2.0241
0.618 2.0186
1.000 2.0152
1.618 2.0097
2.618 2.0008
4.250 1.9863
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 2.0286 2.0396
PP 2.0275 2.0349
S1 2.0265 2.0302

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

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