CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 28-Nov-2007
Day Change Summary
Previous Current
27-Nov-2007 28-Nov-2007 Change Change % Previous Week
Open 2.0712 2.0638 -0.0074 -0.4% 2.0515
High 2.0720 2.0815 0.0095 0.5% 2.0660
Low 2.0625 2.0638 0.0013 0.1% 2.0440
Close 2.0681 2.0800 0.0119 0.6% 2.0585
Range 0.0095 0.0177 0.0082 86.3% 0.0220
ATR 0.0126 0.0130 0.0004 2.9% 0.0000
Volume 55,668 66,542 10,874 19.5% 254,471
Daily Pivots for day following 28-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1282 2.1218 2.0897
R3 2.1105 2.1041 2.0849
R2 2.0928 2.0928 2.0832
R1 2.0864 2.0864 2.0816 2.0896
PP 2.0751 2.0751 2.0751 2.0767
S1 2.0687 2.0687 2.0784 2.0719
S2 2.0574 2.0574 2.0768
S3 2.0397 2.0510 2.0751
S4 2.0220 2.0333 2.0703
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1222 2.1123 2.0706
R3 2.1002 2.0903 2.0646
R2 2.0782 2.0782 2.0625
R1 2.0683 2.0683 2.0605 2.0733
PP 2.0562 2.0562 2.0562 2.0586
S1 2.0463 2.0463 2.0565 2.0513
S2 2.0342 2.0342 2.0545
S3 2.0122 2.0243 2.0525
S4 1.9902 2.0023 2.0464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0815 2.0510 0.0305 1.5% 0.0104 0.5% 95% True False 63,522
10 2.0815 2.0405 0.0410 2.0% 0.0105 0.5% 96% True False 73,299
20 2.1095 2.0405 0.0690 3.3% 0.0098 0.5% 57% False False 77,532
40 2.1095 2.0221 0.0874 4.2% 0.0090 0.4% 66% False False 75,406
60 2.1095 1.9864 0.1231 5.9% 0.0090 0.4% 76% False False 68,602
80 2.1095 1.9727 0.1368 6.6% 0.0071 0.3% 78% False False 51,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.1567
2.618 2.1278
1.618 2.1101
1.000 2.0992
0.618 2.0924
HIGH 2.0815
0.618 2.0747
0.500 2.0727
0.382 2.0706
LOW 2.0638
0.618 2.0529
1.000 2.0461
1.618 2.0352
2.618 2.0175
4.250 1.9886
Fisher Pivots for day following 28-Nov-2007
Pivot 1 day 3 day
R1 2.0776 2.0773
PP 2.0751 2.0747
S1 2.0727 2.0720

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

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