CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 05-Oct-2007
Day Change Summary
Previous Current
04-Oct-2007 05-Oct-2007 Change Change % Previous Week
Open 2.0316 2.0362 0.0046 0.2% 2.0376
High 2.0400 2.0412 0.0012 0.1% 2.0425
Low 2.0290 2.0270 -0.0020 -0.1% 2.0270
Close 2.0346 2.0391 0.0045 0.2% 2.0391
Range 0.0110 0.0142 0.0032 29.1% 0.0155
ATR 0.0107 0.0109 0.0003 2.4% 0.0000
Volume 62,934 73,175 10,241 16.3% 355,577
Daily Pivots for day following 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0784 2.0729 2.0469
R3 2.0642 2.0587 2.0430
R2 2.0500 2.0500 2.0417
R1 2.0445 2.0445 2.0404 2.0473
PP 2.0358 2.0358 2.0358 2.0371
S1 2.0303 2.0303 2.0378 2.0331
S2 2.0216 2.0216 2.0365
S3 2.0074 2.0161 2.0352
S4 1.9932 2.0019 2.0313
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0827 2.0764 2.0476
R3 2.0672 2.0609 2.0434
R2 2.0517 2.0517 2.0419
R1 2.0454 2.0454 2.0405 2.0486
PP 2.0362 2.0362 2.0362 2.0378
S1 2.0299 2.0299 2.0377 2.0331
S2 2.0207 2.0207 2.0363
S3 2.0052 2.0144 2.0348
S4 1.9897 1.9989 2.0306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0425 2.0270 0.0155 0.8% 0.0094 0.5% 78% False True 71,115
10 2.0432 2.0100 0.0332 1.6% 0.0086 0.4% 88% False False 63,470
20 2.0432 1.9864 0.0568 2.8% 0.0090 0.4% 93% False False 63,175
40 2.0432 1.9727 0.0705 3.5% 0.0062 0.3% 94% False False 32,465
60 2.0585 1.9727 0.0858 4.2% 0.0041 0.2% 77% False False 21,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.1016
2.618 2.0784
1.618 2.0642
1.000 2.0554
0.618 2.0500
HIGH 2.0412
0.618 2.0358
0.500 2.0341
0.382 2.0324
LOW 2.0270
0.618 2.0182
1.000 2.0128
1.618 2.0040
2.618 1.9898
4.250 1.9667
Fisher Pivots for day following 05-Oct-2007
Pivot 1 day 3 day
R1 2.0374 2.0374
PP 2.0358 2.0358
S1 2.0341 2.0341

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

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