CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 04-Dec-2007
Day Change Summary
Previous Current
03-Dec-2007 04-Dec-2007 Change Change % Previous Week
Open 2.0634 2.0622 -0.0012 -0.1% 2.0663
High 2.0667 2.0627 -0.0040 -0.2% 2.0815
Low 2.0620 2.0562 -0.0058 -0.3% 2.0523
Close 2.0660 2.0566 -0.0094 -0.5% 2.0558
Range 0.0047 0.0065 0.0018 38.3% 0.0292
ATR 0.0135 0.0132 -0.0003 -1.9% 0.0000
Volume 78,442 66,111 -12,331 -15.7% 376,034
Daily Pivots for day following 04-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0780 2.0738 2.0602
R3 2.0715 2.0673 2.0584
R2 2.0650 2.0650 2.0578
R1 2.0608 2.0608 2.0572 2.0597
PP 2.0585 2.0585 2.0585 2.0579
S1 2.0543 2.0543 2.0560 2.0532
S2 2.0520 2.0520 2.0554
S3 2.0455 2.0478 2.0548
S4 2.0390 2.0413 2.0530
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% 0.0097 0.5% 15% False False 79,690
10 2.0815 2.0510 0.0305 1.5% 0.0089 0.4% 18% False False 70,567
20 2.1095 2.0405 0.0690 3.4% 0.0094 0.5% 23% False False 76,436
40 2.1095 2.0221 0.0874 4.2% 0.0085 0.4% 39% False False 78,928
60 2.1095 1.9864 0.1231 6.0% 0.0088 0.4% 57% False False 73,400
80 2.1095 1.9727 0.1368 6.7% 0.0075 0.4% 61% False False 55,694
100 2.1095 1.9727 0.1368 6.7% 0.0060 0.3% 61% False False 44,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.0903
2.618 2.0797
1.618 2.0732
1.000 2.0692
0.618 2.0667
HIGH 2.0627
0.618 2.0602
0.500 2.0595
0.382 2.0587
LOW 2.0562
0.618 2.0522
1.000 2.0497
1.618 2.0457
2.618 2.0392
4.250 2.0286
Fisher Pivots for day following 04-Dec-2007
Pivot 1 day 3 day
R1 2.0595 2.0597
PP 2.0585 2.0586
S1 2.0576 2.0576

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

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