CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 18-Oct-2007
Day Change Summary
Previous Current
17-Oct-2007 18-Oct-2007 Change Change % Previous Week
Open 2.0269 2.0361 0.0092 0.5% 2.0341
High 2.0269 2.0361 0.0092 0.5% 2.0341
Low 2.0269 2.0361 0.0092 0.5% 2.0252
Close 2.0269 2.0361 0.0092 0.5% 2.0256
Range
ATR 0.0065 0.0067 0.0002 3.0% 0.0000
Volume 25 11 -14 -56.0% 309
Daily Pivots for day following 18-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0361 2.0361 2.0361
R3 2.0361 2.0361 2.0361
R2 2.0361 2.0361 2.0361
R1 2.0361 2.0361 2.0361 2.0361
PP 2.0361 2.0361 2.0361 2.0361
S1 2.0361 2.0361 2.0361 2.0361
S2 2.0361 2.0361 2.0361
S3 2.0361 2.0361 2.0361
S4 2.0361 2.0361 2.0361
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0550 2.0492 2.0305
R3 2.0461 2.0403 2.0280
R2 2.0372 2.0372 2.0272
R1 2.0314 2.0314 2.0264 2.0299
PP 2.0283 2.0283 2.0283 2.0275
S1 2.0225 2.0225 2.0248 2.0210
S2 2.0194 2.0194 2.0240
S3 2.0105 2.0136 2.0232
S4 2.0016 2.0047 2.0207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0361 2.0228 0.0133 0.7% 0.0000 0.0% 100% True False 33
10 2.0361 2.0228 0.0133 0.7% 0.0000 0.0% 100% True False 39
20 2.0361 2.0057 0.0304 1.5% 0.0000 0.0% 100% True False 79
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 2.0361
2.618 2.0361
1.618 2.0361
1.000 2.0361
0.618 2.0361
HIGH 2.0361
0.618 2.0361
0.500 2.0361
0.382 2.0361
LOW 2.0361
0.618 2.0361
1.000 2.0361
1.618 2.0361
2.618 2.0361
4.250 2.0361
Fisher Pivots for day following 18-Oct-2007
Pivot 1 day 3 day
R1 2.0361 2.0339
PP 2.0361 2.0317
S1 2.0361 2.0295

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

View Archives - Comment on this page... - Back to Index of Symbols