CME British Pound Future December 2007

Trading Metrics calculated at close of trading on 12-Sep-2007

Day Change Summary
	Previous	Current
	11-Sep-2007	12-Sep-2007	Change	Change %	Previous Week
Open	2.0271	2.0252	-0.0019	-0.1%	2.0040
High	2.0282	2.0280	-0.0002	0.0%	2.0280
Low	2.0235	2.0238	0.0003	0.0%	2.0040
Close	2.0267	2.0257	-0.0010	0.0%	2.0229
Range	0.0047	0.0042	-0.0005	-10.6%	0.0240
ATR	0.0085	0.0082	-0.0003	-3.6%	0.0000
Volume	14,017	21,255	7,238	51.6%	28,988

Daily Pivots for day following 12-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0384	2.0363	2.0280
R3	2.0342	2.0321	2.0269
R2	2.0300	2.0300	2.0265
R1	2.0279	2.0279	2.0261	2.0290
PP	2.0258	2.0258	2.0258	2.0264
S1	2.0237	2.0237	2.0253	2.0248
S2	2.0216	2.0216	2.0249
S3	2.0174	2.0195	2.0245
S4	2.0132	2.0153	2.0234

Weekly Pivots for week ending 07-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	2.0903	2.0806	2.0361
R3	2.0663	2.0566	2.0295
R2	2.0423	2.0423	2.0273
R1	2.0326	2.0326	2.0251	2.0375
PP	2.0183	2.0183	2.0183	2.0207
S1	2.0086	2.0086	2.0207	2.0135
S2	1.9943	1.9943	2.0185
S3	1.9703	1.9846	2.0163
S4	1.9463	1.9606	2.0097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.0282	2.0093	0.0189	0.9%	0.0075	0.4%	87%	False	False	15,338
10	2.0282	2.0014	0.0268	1.3%	0.0071	0.3%	91%	False	False	8,307
20	2.0282	1.9727	0.0555	2.7%	0.0041	0.2%	95%	False	False	4,327
40	2.0585	1.9727	0.0858	4.2%	0.0021	0.1%	62%	False	False	2,240

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2.0459
2.618	2.0390
1.618	2.0348
1.000	2.0322
0.618	2.0306
HIGH	2.0280
0.618	2.0264
0.500	2.0259
0.382	2.0254
LOW	2.0238
0.618	2.0212
1.000	2.0196
1.618	2.0170
2.618	2.0128
4.250	2.0060

Fisher Pivots for day following 12-Sep-2007
Pivot	1 day	3 day
R1	2.0259	2.0255
PP	2.0258	2.0253
S1	2.0258	2.0251

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