CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 2.0277 2.0458 0.0181 0.9% 2.0368
High 2.0322 2.0480 0.0158 0.8% 2.0492
Low 2.0221 2.0435 0.0214 1.1% 2.0270
Close 2.0254 2.0470 0.0216 1.1% 2.0465
Range 0.0101 0.0045 -0.0056 -55.4% 0.0222
ATR 0.0122 0.0129 0.0007 6.1% 0.0000
Volume 87,109 120,634 33,525 38.5% 426,402
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0597 2.0578 2.0495
R3 2.0552 2.0533 2.0482
R2 2.0507 2.0507 2.0478
R1 2.0488 2.0488 2.0474 2.0498
PP 2.0462 2.0462 2.0462 2.0466
S1 2.0443 2.0443 2.0466 2.0453
S2 2.0417 2.0417 2.0462
S3 2.0372 2.0398 2.0458
S4 2.0327 2.0353 2.0445
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.1075 2.0992 2.0587
R3 2.0853 2.0770 2.0526
R2 2.0631 2.0631 2.0506
R1 2.0548 2.0548 2.0485 2.0590
PP 2.0409 2.0409 2.0409 2.0430
S1 2.0326 2.0326 2.0445 2.0368
S2 2.0187 2.0187 2.0424
S3 1.9965 2.0104 2.0404
S4 1.9743 1.9882 2.0343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0492 2.0221 0.0271 1.3% 0.0073 0.4% 92% False False 96,723
10 2.0492 2.0221 0.0271 1.3% 0.0071 0.3% 92% False False 85,605
20 2.0492 2.0100 0.0392 1.9% 0.0086 0.4% 94% False False 74,189
40 2.0492 1.9864 0.0628 3.1% 0.0083 0.4% 96% False False 55,830
60 2.0492 1.9727 0.0765 3.7% 0.0057 0.3% 97% False False 37,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2.0671
2.618 2.0598
1.618 2.0553
1.000 2.0525
0.618 2.0508
HIGH 2.0480
0.618 2.0463
0.500 2.0458
0.382 2.0452
LOW 2.0435
0.618 2.0407
1.000 2.0390
1.618 2.0362
2.618 2.0317
4.250 2.0244
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 2.0466 2.0432
PP 2.0462 2.0394
S1 2.0458 2.0357

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

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