CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 04-Sep-2007 Change Change % Previous Week
Open 2.0160 2.0040 -0.0120 -0.6% 2.0080
High 2.0160 2.0100 -0.0060 -0.3% 2.0160
Low 2.0080 2.0040 -0.0040 -0.2% 2.0014
Close 2.0116 2.0098 -0.0018 -0.1% 2.0116
Range 0.0080 0.0060 -0.0020 -25.0% 0.0146
ATR 0.0084 0.0084 -0.0001 -0.7% 0.0000
Volume 1,240 1,604 364 29.4% 3,086
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0259 2.0239 2.0131
R3 2.0199 2.0179 2.0115
R2 2.0139 2.0139 2.0109
R1 2.0119 2.0119 2.0104 2.0129
PP 2.0079 2.0079 2.0079 2.0085
S1 2.0059 2.0059 2.0093 2.0069
S2 2.0019 2.0019 2.0087
S3 1.9959 1.9999 2.0082
S4 1.9899 1.9939 2.0065
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 2.0535 2.0471 2.0196
R3 2.0389 2.0325 2.0156
R2 2.0243 2.0243 2.0143
R1 2.0179 2.0179 2.0129 2.0211
PP 2.0097 2.0097 2.0097 2.0113
S1 2.0033 2.0033 2.0103 2.0065
S2 1.9951 1.9951 2.0089
S3 1.9805 1.9887 2.0076
S4 1.9659 1.9741 2.0036
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0160 2.0014 0.0146 0.7% 0.0042 0.2% 58% False False 827
10 2.0160 1.9757 0.0403 2.0% 0.0028 0.1% 85% False False 619
20 2.0312 1.9727 0.0585 2.9% 0.0017 0.1% 63% False False 433
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0355
2.618 2.0257
1.618 2.0197
1.000 2.0160
0.618 2.0137
HIGH 2.0100
0.618 2.0077
0.500 2.0070
0.382 2.0063
LOW 2.0040
0.618 2.0003
1.000 1.9980
1.618 1.9943
2.618 1.9883
4.250 1.9785
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 2.0089 2.0094
PP 2.0079 2.0091
S1 2.0070 2.0087

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

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