CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 30-Aug-2007
Day Change Summary
Previous Current
29-Aug-2007 30-Aug-2007 Change Change % Previous Week
Open 2.0109 2.0069 -0.0040 -0.2% 1.9844
High 2.0178 2.0173 -0.0005 0.0% 2.0135
Low 2.0109 2.0069 -0.0040 -0.2% 1.9770
Close 2.0156 2.0132 -0.0024 -0.1% 2.0127
Range 0.0069 0.0104 0.0035 50.7% 0.0365
ATR 0.0112 0.0112 -0.0001 -0.5% 0.0000
Volume 67,534 79,965 12,431 18.4% 341,732
Daily Pivots for day following 30-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0437 2.0388 2.0189
R3 2.0333 2.0284 2.0161
R2 2.0229 2.0229 2.0151
R1 2.0180 2.0180 2.0142 2.0205
PP 2.0125 2.0125 2.0125 2.0137
S1 2.0076 2.0076 2.0122 2.0101
S2 2.0021 2.0021 2.0113
S3 1.9917 1.9972 2.0103
S4 1.9813 1.9868 2.0075
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 2.0178 2.0035 0.0143 0.7% 0.0081 0.4% 68% False False 67,374
10 2.0178 1.9770 0.0408 2.0% 0.0077 0.4% 89% False False 73,299
20 2.0450 1.9755 0.0695 3.5% 0.0081 0.4% 54% False False 85,065
40 2.0633 1.9755 0.0878 4.4% 0.0074 0.4% 43% False False 89,412
60 2.0633 1.9621 0.1012 5.0% 0.0066 0.3% 50% False False 81,134
80 2.0633 1.9621 0.1012 5.0% 0.0056 0.3% 50% False False 61,031
100 2.0633 1.9621 0.1012 5.0% 0.0046 0.2% 50% False False 48,850
120 2.0633 1.9331 0.1302 6.5% 0.0038 0.2% 62% False False 40,737
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.0615
2.618 2.0445
1.618 2.0341
1.000 2.0277
0.618 2.0237
HIGH 2.0173
0.618 2.0133
0.500 2.0121
0.382 2.0109
LOW 2.0069
0.618 2.0005
1.000 1.9965
1.618 1.9901
2.618 1.9797
4.250 1.9627
Fisher Pivots for day following 30-Aug-2007
Pivot 1 day 3 day
R1 2.0128 2.0126
PP 2.0125 2.0120
S1 2.0121 2.0114

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

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