CME British Pound Future December 2007


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 2.0243 2.0314 0.0071 0.4% 2.0634
High 2.0308 2.0330 0.0022 0.1% 2.0667
Low 2.0230 2.0255 0.0025 0.1% 2.0230
Close 2.0285 2.0310 0.0025 0.1% 2.0310
Range 0.0078 0.0075 -0.0003 -3.8% 0.0437
ATR 0.0141 0.0136 -0.0005 -3.3% 0.0000
Volume 113,727 85,414 -28,313 -24.9% 400,012
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0523 2.0492 2.0351
R3 2.0448 2.0417 2.0331
R2 2.0373 2.0373 2.0324
R1 2.0342 2.0342 2.0317 2.0320
PP 2.0298 2.0298 2.0298 2.0288
S1 2.0267 2.0267 2.0303 2.0245
S2 2.0223 2.0223 2.0296
S3 2.0148 2.0192 2.0289
S4 2.0073 2.0117 2.0269
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.1713 2.1449 2.0550
R3 2.1276 2.1012 2.0430
R2 2.0839 2.0839 2.0390
R1 2.0575 2.0575 2.0350 2.0489
PP 2.0402 2.0402 2.0402 2.0359
S1 2.0138 2.0138 2.0270 2.0052
S2 1.9965 1.9965 2.0230
S3 1.9528 1.9701 2.0190
S4 1.9091 1.9264 2.0070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0667 2.0230 0.0437 2.2% 0.0075 0.4% 18% False False 80,002
10 2.0815 2.0230 0.0585 2.9% 0.0092 0.5% 14% False False 77,604
20 2.0995 2.0230 0.0765 3.8% 0.0099 0.5% 10% False False 76,001
40 2.1095 2.0221 0.0874 4.3% 0.0085 0.4% 10% False False 79,951
60 2.1095 1.9864 0.1231 6.1% 0.0089 0.4% 36% False False 76,202
80 2.1095 1.9727 0.1368 6.7% 0.0078 0.4% 43% False False 58,882
100 2.1095 1.9727 0.1368 6.7% 0.0063 0.3% 43% False False 47,136
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0649
2.618 2.0526
1.618 2.0451
1.000 2.0405
0.618 2.0376
HIGH 2.0330
0.618 2.0301
0.500 2.0293
0.382 2.0284
LOW 2.0255
0.618 2.0209
1.000 2.0180
1.618 2.0134
2.618 2.0059
4.250 1.9936
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 2.0304 2.0304
PP 2.0298 2.0298
S1 2.0293 2.0293

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

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