CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 2.0697 2.0783 0.0086 0.4% 2.0277
High 2.0795 2.0850 0.0055 0.3% 2.0530
Low 2.0670 2.0750 0.0080 0.4% 2.0221
Close 2.0785 2.0812 0.0027 0.1% 2.0488
Range 0.0125 0.0100 -0.0025 -20.0% 0.0309
ATR 0.0116 0.0114 -0.0001 -1.0% 0.0000
Volume 73,052 80,649 7,597 10.4% 428,386
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1104 2.1058 2.0867
R3 2.1004 2.0958 2.0840
R2 2.0904 2.0904 2.0830
R1 2.0858 2.0858 2.0821 2.0881
PP 2.0804 2.0804 2.0804 2.0816
S1 2.0758 2.0758 2.0803 2.0781
S2 2.0704 2.0704 2.0794
S3 2.0604 2.0658 2.0785
S4 2.0504 2.0558 2.0757
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.1340 2.1223 2.0658
R3 2.1031 2.0914 2.0573
R2 2.0722 2.0722 2.0545
R1 2.0605 2.0605 2.0516 2.0664
PP 2.0413 2.0413 2.0413 2.0442
S1 2.0296 2.0296 2.0460 2.0355
S2 2.0104 2.0104 2.0431
S3 1.9795 1.9987 2.0403
S4 1.9486 1.9678 2.0318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0850 2.0460 0.0390 1.9% 0.0075 0.4% 90% True False 66,160
10 2.0850 2.0221 0.0629 3.0% 0.0074 0.4% 94% True False 77,686
20 2.0850 2.0221 0.0629 3.0% 0.0082 0.4% 94% True False 75,071
40 2.0850 1.9864 0.0986 4.7% 0.0085 0.4% 96% True False 67,562
60 2.0850 1.9727 0.1123 5.4% 0.0066 0.3% 97% True False 45,450
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.1275
2.618 2.1112
1.618 2.1012
1.000 2.0950
0.618 2.0912
HIGH 2.0850
0.618 2.0812
0.500 2.0800
0.382 2.0788
LOW 2.0750
0.618 2.0688
1.000 2.0650
1.618 2.0588
2.618 2.0488
4.250 2.0325
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 2.0808 2.0786
PP 2.0804 2.0761
S1 2.0800 2.0735

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

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