CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 2.0440 2.0217 -0.0223 -1.1% 2.0527
High 2.0440 2.0216 -0.0224 -1.1% 2.0585
Low 2.0440 2.0216 -0.0224 -1.1% 2.0216
Close 2.0440 2.0217 -0.0223 -1.1% 2.0217
Range
ATR
Volume 63 259 196 311.1% 559
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.0216 2.0217 2.0217
R3 2.0216 2.0217 2.0217
R2 2.0216 2.0216 2.0217
R1 2.0217 2.0217 2.0217 2.0217
PP 2.0216 2.0216 2.0216 2.0217
S1 2.0217 2.0217 2.0217 2.0217
S2 2.0216 2.0216 2.0217
S3 2.0216 2.0217 2.0217
S4 2.0216 2.0217 2.0217
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 2.1446 2.1201 2.0420
R3 2.1077 2.0832 2.0318
R2 2.0708 2.0708 2.0285
R1 2.0463 2.0463 2.0251 2.0401
PP 2.0339 2.0339 2.0339 2.0309
S1 2.0094 2.0094 2.0183 2.0032
S2 1.9970 1.9970 2.0149
S3 1.9601 1.9725 2.0116
S4 1.9232 1.9356 2.0014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0585 2.0216 0.0369 1.8% 0.0000 0.0% 0% False True 111
10 2.0585 2.0216 0.0369 1.8% 0.0000 0.0% 0% False True 94
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 2.0216
2.618 2.0216
1.618 2.0216
1.000 2.0216
0.618 2.0216
HIGH 2.0216
0.618 2.0216
0.500 2.0216
0.382 2.0216
LOW 2.0216
0.618 2.0216
1.000 2.0216
1.618 2.0216
2.618 2.0216
4.250 2.0216
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 2.0217 2.0338
PP 2.0216 2.0298
S1 2.0216 2.0257

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

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