CME British Pound Future September 2007


Trading Metrics calculated at close of trading on 31-Aug-2007
Day Change Summary
Previous Current
30-Aug-2007 31-Aug-2007 Change Change % Previous Week
Open 2.0069 2.0204 0.0135 0.7% 2.0145
High 2.0173 2.0210 0.0037 0.2% 2.0210
Low 2.0069 2.0100 0.0031 0.2% 2.0050
Close 2.0132 2.0161 0.0029 0.1% 2.0161
Range 0.0104 0.0110 0.0006 5.8% 0.0160
ATR 0.0112 0.0112 0.0000 -0.1% 0.0000
Volume 79,965 67,320 -12,645 -15.8% 327,468
Daily Pivots for day following 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0487 2.0434 2.0222
R3 2.0377 2.0324 2.0191
R2 2.0267 2.0267 2.0181
R1 2.0214 2.0214 2.0171 2.0186
PP 2.0157 2.0157 2.0157 2.0143
S1 2.0104 2.0104 2.0151 2.0076
S2 2.0047 2.0047 2.0141
S3 1.9937 1.9994 2.0131
S4 1.9827 1.9884 2.0101
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0620 2.0551 2.0249
R3 2.0460 2.0391 2.0205
R2 2.0300 2.0300 2.0190
R1 2.0231 2.0231 2.0176 2.0266
PP 2.0140 2.0140 2.0140 2.0158
S1 2.0071 2.0071 2.0146 2.0106
S2 1.9980 1.9980 2.0132
S3 1.9820 1.9911 2.0117
S4 1.9660 1.9751 2.0073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0210 2.0050 0.0160 0.8% 0.0083 0.4% 69% True False 65,493
10 2.0210 1.9770 0.0440 2.2% 0.0075 0.4% 89% True False 66,920
20 2.0390 1.9755 0.0635 3.1% 0.0081 0.4% 64% False False 85,133
40 2.0633 1.9755 0.0878 4.4% 0.0075 0.4% 46% False False 88,430
60 2.0633 1.9621 0.1012 5.0% 0.0067 0.3% 53% False False 82,102
80 2.0633 1.9621 0.1012 5.0% 0.0057 0.3% 53% False False 61,872
100 2.0633 1.9621 0.1012 5.0% 0.0047 0.2% 53% False False 49,519
120 2.0633 1.9343 0.1290 6.4% 0.0039 0.2% 63% False False 41,298
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 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2.0678
2.618 2.0498
1.618 2.0388
1.000 2.0320
0.618 2.0278
HIGH 2.0210
0.618 2.0168
0.500 2.0155
0.382 2.0142
LOW 2.0100
0.618 2.0032
1.000 1.9990
1.618 1.9922
2.618 1.9812
4.250 1.9633
Fisher Pivots for day following 31-Aug-2007
Pivot 1 day 3 day
R1 2.0159 2.0154
PP 2.0157 2.0147
S1 2.0155 2.0140

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

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