CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 20-Nov-2007
Day Change Summary
Previous Current
19-Nov-2007 20-Nov-2007 Change Change % Previous Week
Open 2.0515 2.0594 0.0079 0.4% 2.0933
High 2.0535 2.0660 0.0125 0.6% 2.0995
Low 2.0440 2.0594 0.0154 0.8% 2.0405
Close 2.0478 2.0649 0.0171 0.8% 2.0495
Range 0.0095 0.0066 -0.0029 -30.5% 0.0590
ATR 0.0129 0.0133 0.0004 2.9% 0.0000
Volume 69,386 56,153 -13,233 -19.1% 393,859
Daily Pivots for day following 20-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.0832 2.0807 2.0685
R3 2.0766 2.0741 2.0667
R2 2.0700 2.0700 2.0661
R1 2.0675 2.0675 2.0655 2.0688
PP 2.0634 2.0634 2.0634 2.0641
S1 2.0609 2.0609 2.0643 2.0622
S2 2.0568 2.0568 2.0637
S3 2.0502 2.0543 2.0631
S4 2.0436 2.0477 2.0613
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.2402 2.2038 2.0820
R3 2.1812 2.1448 2.0657
R2 2.1222 2.1222 2.0603
R1 2.0858 2.0858 2.0549 2.0745
PP 2.0632 2.0632 2.0632 2.0575
S1 2.0268 2.0268 2.0441 2.0155
S2 2.0042 2.0042 2.0387
S3 1.9452 1.9678 2.0333
S4 1.8862 1.9088 2.0171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0705 2.0405 0.0300 1.5% 0.0107 0.5% 81% False False 83,076
10 2.1095 2.0405 0.0690 3.3% 0.0101 0.5% 35% False False 81,366
20 2.1095 2.0405 0.0690 3.3% 0.0087 0.4% 35% False False 78,470
40 2.1095 2.0100 0.0995 4.8% 0.0086 0.4% 55% False False 76,329
60 2.1095 1.9864 0.1231 6.0% 0.0084 0.4% 64% False False 63,377
80 2.1095 1.9727 0.1368 6.6% 0.0065 0.3% 67% False False 47,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.0941
2.618 2.0833
1.618 2.0767
1.000 2.0726
0.618 2.0701
HIGH 2.0660
0.618 2.0635
0.500 2.0627
0.382 2.0619
LOW 2.0594
0.618 2.0553
1.000 2.0528
1.618 2.0487
2.618 2.0421
4.250 2.0314
Fisher Pivots for day following 20-Nov-2007
Pivot 1 day 3 day
R1 2.0642 2.0610
PP 2.0634 2.0571
S1 2.0627 2.0533

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

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