CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 30-Jul-2007

Day Change Summary
	Previous	Current
	27-Jul-2007	30-Jul-2007	Change	Change %	Previous Week
Open	2.0217	2.0175	-0.0042	-0.2%	2.0527
High	2.0216	2.0175	-0.0041	-0.2%	2.0585
Low	2.0216	2.0175	-0.0041	-0.2%	2.0216
Close	2.0217	2.0175	-0.0042	-0.2%	2.0217
Range
ATR
Volume	259	376	117	45.2%	559

Daily Pivots for day following 30-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0175	2.0175	2.0175
R3	2.0175	2.0175	2.0175
R2	2.0175	2.0175	2.0175
R1	2.0175	2.0175	2.0175	2.0175
PP	2.0175	2.0175	2.0175	2.0175
S1	2.0175	2.0175	2.0175	2.0175
S2	2.0175	2.0175	2.0175
S3	2.0175	2.0175	2.0175
S4	2.0175	2.0175	2.0175

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	2.0175	0.0410	2.0%	0.0000	0.0%	0%	False	True	160
10	2.0585	2.0175	0.0410	2.0%	0.0000	0.0%	0%	False	True	129

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	2.0175
2.618	2.0175
1.618	2.0175
1.000	2.0175
0.618	2.0175
HIGH	2.0175
0.618	2.0175
0.500	2.0175
0.382	2.0175
LOW	2.0175
0.618	2.0175
1.000	2.0175
1.618	2.0175
2.618	2.0175
4.250	2.0175

Fisher Pivots for day following 30-Jul-2007
Pivot	1 day	3 day
R1	2.0175	2.0308
PP	2.0175	2.0263
S1	2.0175	2.0219

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols