CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 20-Sep-2007
Day Change Summary
Previous Current
19-Sep-2007 20-Sep-2007 Change Change % Previous Week
Open 1.9953 2.0030 0.0077 0.4% 2.0261
High 1.9980 2.0105 0.0125 0.6% 2.0303
Low 1.9900 2.0020 0.0120 0.6% 2.0010
Close 1.9977 2.0054 0.0077 0.4% 2.0049
Range 0.0080 0.0085 0.0005 6.3% 0.0293
ATR 0.0116 0.0117 0.0001 0.7% 0.0000
Volume 88,755 82,640 -6,115 -6.9% 185,875
Daily Pivots for day following 20-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.0315 2.0269 2.0101
R3 2.0230 2.0184 2.0077
R2 2.0145 2.0145 2.0070
R1 2.0099 2.0099 2.0062 2.0122
PP 2.0060 2.0060 2.0060 2.0071
S1 2.0014 2.0014 2.0046 2.0037
S2 1.9975 1.9975 2.0038
S3 1.9890 1.9929 2.0031
S4 1.9805 1.9844 2.0007
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 2.1000 2.0817 2.0210
R3 2.0707 2.0524 2.0130
R2 2.0414 2.0414 2.0103
R1 2.0231 2.0231 2.0076 2.0176
PP 2.0121 2.0121 2.0121 2.0093
S1 1.9938 1.9938 2.0022 1.9883
S2 1.9828 1.9828 1.9995
S3 1.9535 1.9645 1.9968
S4 1.9242 1.9352 1.9888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0115 1.9864 0.0251 1.3% 0.0121 0.6% 76% False False 89,890
10 2.0303 1.9864 0.0439 2.2% 0.0096 0.5% 43% False False 56,411
20 2.0303 1.9864 0.0439 2.2% 0.0075 0.4% 43% False False 29,326
40 2.0440 1.9727 0.0713 3.6% 0.0039 0.2% 46% False False 14,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0466
2.618 2.0328
1.618 2.0243
1.000 2.0190
0.618 2.0158
HIGH 2.0105
0.618 2.0073
0.500 2.0063
0.382 2.0052
LOW 2.0020
0.618 1.9967
1.000 1.9935
1.618 1.9882
2.618 1.9797
4.250 1.9659
Fisher Pivots for day following 20-Sep-2007
Pivot 1 day 3 day
R1 2.0063 2.0034
PP 2.0060 2.0013
S1 2.0057 1.9993

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

View Archives - Comment on this page... - Back to Index of Symbols