CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 09-Aug-2007
Day Change Summary
Previous Current
08-Aug-2007 09-Aug-2007 Change Change % Previous Week
Open 2.0312 2.0187 -0.0125 -0.6% 2.0175
High 2.0312 2.0187 -0.0125 -0.6% 2.0396
Low 2.0312 2.0187 -0.0125 -0.6% 2.0175
Close 2.0312 2.0187 -0.0125 -0.6% 2.0396
Range
ATR 0.0079 0.0083 0.0003 4.1% 0.0000
Volume 515 169 -346 -67.2% 598
Daily Pivots for day following 09-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0187 2.0187 2.0187
R3 2.0187 2.0187 2.0187
R2 2.0187 2.0187 2.0187
R1 2.0187 2.0187 2.0187 2.0187
PP 2.0187 2.0187 2.0187 2.0187
S1 2.0187 2.0187 2.0187 2.0187
S2 2.0187 2.0187 2.0187
S3 2.0187 2.0187 2.0187
S4 2.0187 2.0187 2.0187
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0985 2.0912 2.0518
R3 2.0764 2.0691 2.0457
R2 2.0543 2.0543 2.0437
R1 2.0470 2.0470 2.0416 2.0507
PP 2.0322 2.0322 2.0322 2.0341
S1 2.0249 2.0249 2.0376 2.0286
S2 2.0101 2.0101 2.0355
S3 1.9880 2.0028 2.0335
S4 1.9659 1.9807 2.0274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0396 2.0172 0.0224 1.1% 0.0000 0.0% 7% False False 234
10 2.0396 2.0172 0.0224 1.1% 0.0000 0.0% 7% False False 199
20 2.0585 2.0172 0.0413 2.0% 0.0000 0.0% 4% False False 135
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 2.0187
2.618 2.0187
1.618 2.0187
1.000 2.0187
0.618 2.0187
HIGH 2.0187
0.618 2.0187
0.500 2.0187
0.382 2.0187
LOW 2.0187
0.618 2.0187
1.000 2.0187
1.618 2.0187
2.618 2.0187
4.250 2.0187
Fisher Pivots for day following 09-Aug-2007
Pivot 1 day 3 day
R1 2.0187 2.0242
PP 2.0187 2.0224
S1 2.0187 2.0205

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

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