CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 2.0460 2.0440 -0.0020 -0.1% 2.0317
High 2.0460 2.0440 -0.0020 -0.1% 2.0492
Low 2.0460 2.0440 -0.0020 -0.1% 2.0317
Close 2.0460 2.0440 -0.0020 -0.1% 2.0492
Range
ATR
Volume 69 63 -6 -8.7% 390
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0440 2.0440 2.0440
R3 2.0440 2.0440 2.0440
R2 2.0440 2.0440 2.0440
R1 2.0440 2.0440 2.0440 2.0440
PP 2.0440 2.0440 2.0440 2.0440
S1 2.0440 2.0440 2.0440 2.0440
S2 2.0440 2.0440 2.0440
S3 2.0440 2.0440 2.0440
S4 2.0440 2.0440 2.0440
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0959 2.0900 2.0588
R3 2.0784 2.0725 2.0540
R2 2.0609 2.0609 2.0524
R1 2.0550 2.0550 2.0508 2.0580
PP 2.0434 2.0434 2.0434 2.0448
S1 2.0375 2.0375 2.0476 2.0405
S2 2.0259 2.0259 2.0460
S3 2.0084 2.0200 2.0444
S4 1.9909 2.0025 2.0396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0585 2.0440 0.0145 0.7% 0.0000 0.0% 0% False True 77
10 2.0585 2.0283 0.0302 1.5% 0.0000 0.0% 52% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 2.0440
2.618 2.0440
1.618 2.0440
1.000 2.0440
0.618 2.0440
HIGH 2.0440
0.618 2.0440
0.500 2.0440
0.382 2.0440
LOW 2.0440
0.618 2.0440
1.000 2.0440
1.618 2.0440
2.618 2.0440
4.250 2.0440
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 2.0440 2.0513
PP 2.0440 2.0488
S1 2.0440 2.0464

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

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