CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 17-Aug-2007
Day Change Summary
Previous Current
16-Aug-2007 17-Aug-2007 Change Change % Previous Week
Open 1.9806 1.9820 0.0014 0.1% 2.0134
High 1.9855 1.9915 0.0060 0.3% 2.0145
Low 1.9755 1.9780 0.0025 0.1% 1.9755
Close 1.9775 1.9786 0.0011 0.1% 1.9786
Range 0.0100 0.0135 0.0035 35.0% 0.0390
ATR 0.0121 0.0122 0.0001 1.1% 0.0000
Volume 122,519 131,113 8,594 7.0% 536,039
Daily Pivots for day following 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0232 2.0144 1.9860
R3 2.0097 2.0009 1.9823
R2 1.9962 1.9962 1.9811
R1 1.9874 1.9874 1.9798 1.9851
PP 1.9827 1.9827 1.9827 1.9815
S1 1.9739 1.9739 1.9774 1.9716
S2 1.9692 1.9692 1.9761
S3 1.9557 1.9604 1.9749
S4 1.9422 1.9469 1.9712
Weekly Pivots for week ending 17-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.1065 2.0816 2.0001
R3 2.0675 2.0426 1.9893
R2 2.0285 2.0285 1.9858
R1 2.0036 2.0036 1.9822 1.9966
PP 1.9895 1.9895 1.9895 1.9860
S1 1.9646 1.9646 1.9750 1.9576
S2 1.9505 1.9505 1.9715
S3 1.9115 1.9256 1.9679
S4 1.8725 1.8866 1.9572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0145 1.9755 0.0390 2.0% 0.0087 0.4% 8% False False 107,207
10 2.0390 1.9755 0.0635 3.2% 0.0087 0.4% 5% False False 103,347
20 2.0633 1.9755 0.0878 4.4% 0.0083 0.4% 4% False False 97,570
40 2.0633 1.9755 0.0878 4.4% 0.0070 0.4% 4% False False 90,162
60 2.0633 1.9621 0.1012 5.1% 0.0061 0.3% 16% False False 71,310
80 2.0633 1.9621 0.1012 5.1% 0.0048 0.2% 16% False False 53,516
100 2.0633 1.9587 0.1046 5.3% 0.0039 0.2% 19% False False 42,855
120 2.0633 1.9200 0.1433 7.2% 0.0033 0.2% 41% False False 35,721
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 0.0022
Widest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 2.0489
2.618 2.0268
1.618 2.0133
1.000 2.0050
0.618 1.9998
HIGH 1.9915
0.618 1.9863
0.500 1.9848
0.382 1.9832
LOW 1.9780
0.618 1.9697
1.000 1.9645
1.618 1.9562
2.618 1.9427
4.250 1.9206
Fisher Pivots for day following 17-Aug-2007
Pivot 1 day 3 day
R1 1.9848 1.9848
PP 1.9827 1.9827
S1 1.9807 1.9807

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

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