CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 2.0409 2.0391 -0.0018 -0.1% 2.0338
High 2.0409 2.0391 -0.0018 -0.1% 2.0404
Low 2.0409 2.0391 -0.0018 -0.1% 2.0228
Close 2.0409 2.0391 -0.0018 -0.1% 2.0404
Range
ATR 0.0087 0.0082 -0.0005 -5.7% 0.0000
Volume 85 55 -30 -35.3% 107
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0391 2.0391 2.0391
R3 2.0391 2.0391 2.0391
R2 2.0391 2.0391 2.0391
R1 2.0391 2.0391 2.0391 2.0391
PP 2.0391 2.0391 2.0391 2.0391
S1 2.0391 2.0391 2.0391 2.0391
S2 2.0391 2.0391 2.0391
S3 2.0391 2.0391 2.0391
S4 2.0391 2.0391 2.0391
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0873 2.0815 2.0501
R3 2.0697 2.0639 2.0452
R2 2.0521 2.0521 2.0436
R1 2.0463 2.0463 2.0420 2.0492
PP 2.0345 2.0345 2.0345 2.0360
S1 2.0287 2.0287 2.0388 2.0316
S2 2.0169 2.0169 2.0372
S3 1.9993 2.0111 2.0356
S4 1.9817 1.9935 2.0307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0409 2.0175 0.0234 1.1% 0.0000 0.0% 92% False False 47
10 2.0409 2.0175 0.0234 1.1% 0.0000 0.0% 92% False False 57
20 2.0409 2.0172 0.0237 1.2% 0.0000 0.0% 92% False False 77
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 -0.0002
Fibonacci Retracements and Extensions
4.250 2.0391
2.618 2.0391
1.618 2.0391
1.000 2.0391
0.618 2.0391
HIGH 2.0391
0.618 2.0391
0.500 2.0391
0.382 2.0391
LOW 2.0391
0.618 2.0391
1.000 2.0391
1.618 2.0391
2.618 2.0391
4.250 2.0391
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 2.0391 2.0358
PP 2.0391 2.0325
S1 2.0391 2.0292

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

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