CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 06-Sep-2007

Day Change Summary
	Previous	Current
	05-Sep-2007	06-Sep-2007	Change	Change %	Previous Week
Open	2.0130	2.0148	0.0018	0.1%	2.0080
High	2.0182	2.0220	0.0038	0.2%	2.0160
Low	2.0060	2.0093	0.0033	0.2%	2.0014
Close	2.0160	2.0186	0.0026	0.1%	2.0116
Range	0.0122	0.0127	0.0005	4.1%	0.0146
ATR	0.0086	0.0089	0.0003	3.4%	0.0000
Volume	2,578	14,078	11,500	446.1%	3,086

Daily Pivots for day following 06-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0547	2.0494	2.0256
R3	2.0420	2.0367	2.0221
R2	2.0293	2.0293	2.0209
R1	2.0240	2.0240	2.0198	2.0267
PP	2.0166	2.0166	2.0166	2.0180
S1	2.0113	2.0113	2.0174	2.0140
S2	2.0039	2.0039	2.0163
S3	1.9912	1.9986	2.0151
S4	1.9785	1.9859	2.0116

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	2.0220	2.0014	0.0206	1.0%	0.0092	0.5%	83%	True	False	4,009
10	2.0220	1.9970	0.0250	1.2%	0.0053	0.3%	86%	True	False	2,241
20	2.0220	1.9727	0.0493	2.4%	0.0029	0.1%	93%	True	False	1,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	2.0760
2.618	2.0552
1.618	2.0425
1.000	2.0347
0.618	2.0298
HIGH	2.0220
0.618	2.0171
0.500	2.0157
0.382	2.0142
LOW	2.0093
0.618	2.0015
1.000	1.9966
1.618	1.9888
2.618	1.9761
4.250	1.9553

Fisher Pivots for day following 06-Sep-2007
Pivot	1 day	3 day
R1	2.0176	2.0167
PP	2.0166	2.0149
S1	2.0157	2.0130

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