CME British Pound Future September 2007

Trading Metrics calculated at close of trading on 06-Aug-2007

Day Change Summary
	Previous	Current
	03-Aug-2007	06-Aug-2007	Change	Change %	Previous Week
Open	2.0327	2.0308	-0.0019	-0.1%	2.0211
High	2.0450	2.0320	-0.0130	-0.6%	2.0450
Low	2.0327	2.0266	-0.0061	-0.3%	2.0210
Close	2.0434	2.0288	-0.0146	-0.7%	2.0434
Range	0.0123	0.0054	-0.0069	-56.1%	0.0240
ATR	0.0098	0.0103	0.0005	5.1%	0.0000
Volume	65,962	85,877	19,915	30.2%	493,055

Daily Pivots for day following 06-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0453	2.0425	2.0318
R3	2.0399	2.0371	2.0303
R2	2.0345	2.0345	2.0298
R1	2.0317	2.0317	2.0293	2.0304
PP	2.0291	2.0291	2.0291	2.0285
S1	2.0263	2.0263	2.0283	2.0250
S2	2.0237	2.0237	2.0278
S3	2.0183	2.0209	2.0273
S4	2.0129	2.0155	2.0258

Weekly Pivots for week ending 03-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.1085	2.0999	2.0566
R3	2.0845	2.0759	2.0500
R2	2.0605	2.0605	2.0478
R1	2.0519	2.0519	2.0456	2.0562
PP	2.0365	2.0365	2.0365	2.0386
S1	2.0279	2.0279	2.0412	2.0322
S2	2.0125	2.0125	2.0390
S3	1.9885	2.0039	2.0368
S4	1.9645	1.9799	2.0302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0450	2.0250	0.0200	1.0%	0.0089	0.4%	19%	False	False	87,595
10	2.0633	2.0210	0.0423	2.1%	0.0082	0.4%	18%	False	False	92,151
20	2.0633	2.0145	0.0488	2.4%	0.0070	0.3%	29%	False	False	91,512
40	2.0633	1.9634	0.0999	4.9%	0.0060	0.3%	65%	False	False	82,104
60	2.0633	1.9621	0.1012	5.0%	0.0050	0.2%	66%	False	False	55,550
80	2.0633	1.9621	0.1012	5.0%	0.0039	0.2%	66%	False	False	41,685
100	2.0633	1.9398	0.1235	6.1%	0.0031	0.2%	72%	False	False	33,388
120	2.0633	1.9200	0.1433	7.1%	0.0026	0.1%	76%	False	False	27,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.0550
2.618	2.0461
1.618	2.0407
1.000	2.0374
0.618	2.0353
HIGH	2.0320
0.618	2.0299
0.500	2.0293
0.382	2.0287
LOW	2.0266
0.618	2.0233
1.000	2.0212
1.618	2.0179
2.618	2.0125
4.250	2.0037

Fisher Pivots for day following 06-Aug-2007
Pivot	1 day	3 day
R1	2.0293	2.0358
PP	2.0291	2.0335
S1	2.0290	2.0311

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