CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 2.0290 2.0211 -0.0079 -0.4% 2.0570
High 2.0330 2.0265 -0.0065 -0.3% 2.0633
Low 2.0241 2.0210 -0.0031 -0.2% 2.0241
Close 2.0255 2.0213 -0.0042 -0.2% 2.0255
Range 0.0089 0.0055 -0.0034 -38.2% 0.0392
ATR 0.0094 0.0091 -0.0003 -3.0% 0.0000
Volume 113,247 140,955 27,708 24.5% 424,889
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0394 2.0359 2.0243
R3 2.0339 2.0304 2.0228
R2 2.0284 2.0284 2.0223
R1 2.0249 2.0249 2.0218 2.0267
PP 2.0229 2.0229 2.0229 2.0238
S1 2.0194 2.0194 2.0208 2.0212
S2 2.0174 2.0174 2.0203
S3 2.0119 2.0139 2.0198
S4 2.0064 2.0084 2.0183
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 2.0210 0.0423 2.1% 0.0074 0.4% 1% False True 96,708
10 2.0633 2.0210 0.0423 2.1% 0.0064 0.3% 1% False True 93,839
20 2.0633 2.0036 0.0597 3.0% 0.0064 0.3% 30% False False 92,846
40 2.0633 1.9621 0.1012 5.0% 0.0055 0.3% 58% False False 72,191
60 2.0633 1.9621 0.1012 5.0% 0.0042 0.2% 58% False False 48,254
80 2.0633 1.9587 0.1046 5.2% 0.0033 0.2% 60% False False 36,225
100 2.0633 1.9282 0.1351 6.7% 0.0027 0.1% 69% False False 29,010
120 2.0633 1.9200 0.1433 7.1% 0.0022 0.1% 71% False False 24,175
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0499
2.618 2.0409
1.618 2.0354
1.000 2.0320
0.618 2.0299
HIGH 2.0265
0.618 2.0244
0.500 2.0238
0.382 2.0231
LOW 2.0210
0.618 2.0176
1.000 2.0155
1.618 2.0121
2.618 2.0066
4.250 1.9976
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 2.0238 2.0380
PP 2.0229 2.0324
S1 2.0221 2.0269

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

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