CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 2.0391 2.0405 0.0014 0.1% 2.0338
High 2.0391 2.0430 0.0039 0.2% 2.0404
Low 2.0391 2.0400 0.0009 0.0% 2.0228
Close 2.0391 2.0415 0.0024 0.1% 2.0404
Range 0.0000 0.0030 0.0030 0.0176
ATR 0.0082 0.0079 -0.0003 -3.7% 0.0000
Volume 55 145 90 163.6% 107
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 2.0505 2.0490 2.0432
R3 2.0475 2.0460 2.0423
R2 2.0445 2.0445 2.0421
R1 2.0430 2.0430 2.0418 2.0438
PP 2.0415 2.0415 2.0415 2.0419
S1 2.0400 2.0400 2.0412 2.0408
S2 2.0385 2.0385 2.0410
S3 2.0355 2.0370 2.0407
S4 2.0325 2.0340 2.0399
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 2.0430 2.0175 0.0255 1.2% 0.0006 0.0% 94% True False 74
10 2.0430 2.0175 0.0255 1.2% 0.0003 0.0% 94% True False 54
20 2.0430 2.0175 0.0255 1.2% 0.0002 0.0% 94% True False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0001
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 2.0558
2.618 2.0509
1.618 2.0479
1.000 2.0460
0.618 2.0449
HIGH 2.0430
0.618 2.0419
0.500 2.0415
0.382 2.0411
LOW 2.0400
0.618 2.0381
1.000 2.0370
1.618 2.0351
2.618 2.0321
4.250 2.0273
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 2.0415 2.0414
PP 2.0415 2.0412
S1 2.0415 2.0411

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

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