CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 2.0648 2.0634 -0.0014 -0.1% 2.0663
High 2.0670 2.0667 -0.0003 0.0% 2.0815
Low 2.0523 2.0620 0.0097 0.5% 2.0523
Close 2.0558 2.0660 0.0102 0.5% 2.0558
Range 0.0147 0.0047 -0.0100 -68.0% 0.0292
ATR 0.0137 0.0135 -0.0002 -1.4% 0.0000
Volume 81,319 78,442 -2,877 -3.5% 376,034
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0790 2.0772 2.0686
R3 2.0743 2.0725 2.0673
R2 2.0696 2.0696 2.0669
R1 2.0678 2.0678 2.0664 2.0687
PP 2.0649 2.0649 2.0649 2.0654
S1 2.0631 2.0631 2.0656 2.0640
S2 2.0602 2.0602 2.0651
S3 2.0555 2.0584 2.0647
S4 2.0508 2.0537 2.0634
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1508 2.1325 2.0719
R3 2.1216 2.1033 2.0638
R2 2.0924 2.0924 2.0612
R1 2.0741 2.0741 2.0585 2.0687
PP 2.0632 2.0632 2.0632 2.0605
S1 2.0449 2.0449 2.0531 2.0395
S2 2.0340 2.0340 2.0504
S3 2.0048 2.0157 2.0478
S4 1.9756 1.9865 2.0397
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0815 2.0523 0.0292 1.4% 0.0103 0.5% 47% False False 77,601
10 2.0815 2.0440 0.0375 1.8% 0.0092 0.4% 59% False False 70,894
20 2.1095 2.0405 0.0690 3.3% 0.0093 0.4% 37% False False 77,797
40 2.1095 2.0221 0.0874 4.2% 0.0087 0.4% 50% False False 77,275
60 2.1095 1.9864 0.1231 6.0% 0.0088 0.4% 65% False False 72,575
80 2.1095 1.9727 0.1368 6.6% 0.0074 0.4% 68% False False 54,870
100 2.1095 1.9727 0.1368 6.6% 0.0059 0.3% 68% False False 43,923
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0867
2.618 2.0790
1.618 2.0743
1.000 2.0714
0.618 2.0696
HIGH 2.0667
0.618 2.0649
0.500 2.0644
0.382 2.0638
LOW 2.0620
0.618 2.0591
1.000 2.0573
1.618 2.0544
2.618 2.0497
4.250 2.0420
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 2.0655 2.0639
PP 2.0649 2.0618
S1 2.0644 2.0597

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

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