CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 16-Oct-2007
Day Change Summary
Previous Current
15-Oct-2007 16-Oct-2007 Change Change % Previous Week
Open 2.0368 2.0270 -0.0098 -0.5% 2.0362
High 2.0395 2.0350 -0.0045 -0.2% 2.0421
Low 2.0350 2.0270 -0.0080 -0.4% 2.0223
Close 2.0390 2.0280 -0.0110 -0.5% 2.0308
Range 0.0045 0.0080 0.0035 77.8% 0.0198
ATR 0.0111 0.0111 0.0001 0.6% 0.0000
Volume 87,741 62,788 -24,953 -28.4% 304,056
Daily Pivots for day following 16-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0540 2.0490 2.0324
R3 2.0460 2.0410 2.0302
R2 2.0380 2.0380 2.0295
R1 2.0330 2.0330 2.0287 2.0355
PP 2.0300 2.0300 2.0300 2.0313
S1 2.0250 2.0250 2.0273 2.0275
S2 2.0220 2.0220 2.0265
S3 2.0140 2.0170 2.0258
S4 2.0060 2.0090 2.0236
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0911 2.0808 2.0417
R3 2.0713 2.0610 2.0362
R2 2.0515 2.0515 2.0344
R1 2.0412 2.0412 2.0326 2.0365
PP 2.0317 2.0317 2.0317 2.0294
S1 2.0214 2.0214 2.0290 2.0167
S2 2.0119 2.0119 2.0272
S3 1.9921 2.0016 2.0254
S4 1.9723 1.9818 2.0199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0421 2.0233 0.0188 0.9% 0.0070 0.3% 25% False False 74,487
10 2.0421 2.0223 0.0198 1.0% 0.0097 0.5% 29% False False 64,562
20 2.0432 1.9900 0.0532 2.6% 0.0085 0.4% 71% False False 66,805
40 2.0432 1.9757 0.0675 3.3% 0.0076 0.4% 77% False False 43,792
60 2.0585 1.9727 0.0858 4.2% 0.0051 0.3% 64% False False 29,256
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0690
2.618 2.0559
1.618 2.0479
1.000 2.0430
0.618 2.0399
HIGH 2.0350
0.618 2.0319
0.500 2.0310
0.382 2.0301
LOW 2.0270
0.618 2.0221
1.000 2.0190
1.618 2.0141
2.618 2.0061
4.250 1.9930
Fisher Pivots for day following 16-Oct-2007
Pivot 1 day 3 day
R1 2.0310 2.0314
PP 2.0300 2.0303
S1 2.0290 2.0291

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

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