CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 02-Aug-2007
Day Change Summary
Previous Current
01-Aug-2007 02-Aug-2007 Change Change % Previous Week
Open 2.0229 2.0305 0.0076 0.4% 2.0527
High 2.0229 2.0305 0.0076 0.4% 2.0585
Low 2.0229 2.0305 0.0076 0.4% 2.0216
Close 2.0229 2.0305 0.0076 0.4% 2.0217
Range
ATR 0.0068 0.0069 0.0001 0.8% 0.0000
Volume 50 65 15 30.0% 559
Daily Pivots for day following 02-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0305 2.0305 2.0305
R3 2.0305 2.0305 2.0305
R2 2.0305 2.0305 2.0305
R1 2.0305 2.0305 2.0305 2.0305
PP 2.0305 2.0305 2.0305 2.0305
S1 2.0305 2.0305 2.0305 2.0305
S2 2.0305 2.0305 2.0305
S3 2.0305 2.0305 2.0305
S4 2.0305 2.0305 2.0305
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 2.0305 2.0175 0.0130 0.6% 0.0000 0.0% 100% True False 164
10 2.0585 2.0175 0.0410 2.0% 0.0000 0.0% 32% False False 121
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 2.0305
2.618 2.0305
1.618 2.0305
1.000 2.0305
0.618 2.0305
HIGH 2.0305
0.618 2.0305
0.500 2.0305
0.382 2.0305
LOW 2.0305
0.618 2.0305
1.000 2.0305
1.618 2.0305
2.618 2.0305
4.250 2.0305
Fisher Pivots for day following 02-Aug-2007
Pivot 1 day 3 day
R1 2.0305 2.0292
PP 2.0305 2.0280
S1 2.0305 2.0267

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

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