CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 28-Aug-2007
Day Change Summary
Previous Current
27-Aug-2007 28-Aug-2007 Change Change % Previous Week
Open 2.0145 2.0111 -0.0034 -0.2% 1.9844
High 2.0160 2.0130 -0.0030 -0.1% 2.0135
Low 2.0108 2.0050 -0.0058 -0.3% 1.9770
Close 2.0124 2.0066 -0.0058 -0.3% 2.0127
Range 0.0052 0.0080 0.0028 53.8% 0.0365
ATR 0.0115 0.0113 -0.0003 -2.2% 0.0000
Volume 69,951 42,698 -27,253 -39.0% 341,732
Daily Pivots for day following 28-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0322 2.0274 2.0110
R3 2.0242 2.0194 2.0088
R2 2.0162 2.0162 2.0081
R1 2.0114 2.0114 2.0073 2.0098
PP 2.0082 2.0082 2.0082 2.0074
S1 2.0034 2.0034 2.0059 2.0018
S2 2.0002 2.0002 2.0051
S3 1.9922 1.9954 2.0044
S4 1.9842 1.9874 2.0022
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.1106 2.0981 2.0328
R3 2.0741 2.0616 2.0227
R2 2.0376 2.0376 2.0194
R1 2.0251 2.0251 2.0160 2.0314
PP 2.0011 2.0011 2.0011 2.0042
S1 1.9886 1.9886 2.0094 1.9949
S2 1.9646 1.9646 2.0060
S3 1.9281 1.9521 2.0027
S4 1.8916 1.9156 1.9926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0160 1.9856 0.0304 1.5% 0.0067 0.3% 69% False False 59,712
10 2.0160 1.9755 0.0405 2.0% 0.0080 0.4% 77% False False 80,881
20 2.0450 1.9755 0.0695 3.5% 0.0082 0.4% 45% False False 88,130
40 2.0633 1.9755 0.0878 4.4% 0.0073 0.4% 35% False False 90,233
60 2.0633 1.9621 0.1012 5.0% 0.0065 0.3% 44% False False 78,785
80 2.0633 1.9621 0.1012 5.0% 0.0053 0.3% 44% False False 59,188
100 2.0633 1.9587 0.1046 5.2% 0.0044 0.2% 46% False False 47,376
120 2.0633 1.9282 0.1351 6.7% 0.0037 0.2% 58% False False 39,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0470
2.618 2.0339
1.618 2.0259
1.000 2.0210
0.618 2.0179
HIGH 2.0130
0.618 2.0099
0.500 2.0090
0.382 2.0081
LOW 2.0050
0.618 2.0001
1.000 1.9970
1.618 1.9921
2.618 1.9841
4.250 1.9710
Fisher Pivots for day following 28-Aug-2007
Pivot 1 day 3 day
R1 2.0090 2.0098
PP 2.0082 2.0087
S1 2.0074 2.0077

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

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