CME British Pound Future March 2008


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 2.0255 2.0181 -0.0074 -0.4% 2.0610
High 2.0255 2.0230 -0.0025 -0.1% 2.0650
Low 2.0200 2.0160 -0.0040 -0.2% 2.0475
Close 2.0185 2.0221 0.0036 0.2% 2.0492
Range 0.0055 0.0070 0.0015 27.3% 0.0175
ATR 0.0115 0.0111 -0.0003 -2.8% 0.0000
Volume 776 7,872 7,096 914.4% 3,879
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0414 2.0387 2.0260
R3 2.0344 2.0317 2.0240
R2 2.0274 2.0274 2.0234
R1 2.0247 2.0247 2.0227 2.0261
PP 2.0204 2.0204 2.0204 2.0210
S1 2.0177 2.0177 2.0215 2.0191
S2 2.0134 2.0134 2.0208
S3 2.0064 2.0107 2.0202
S4 1.9994 2.0037 2.0183
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 2.1064 2.0953 2.0588
R3 2.0889 2.0778 2.0540
R2 2.0714 2.0714 2.0524
R1 2.0603 2.0603 2.0508 2.0571
PP 2.0539 2.0539 2.0539 2.0523
S1 2.0428 2.0428 2.0476 2.0396
S2 2.0364 2.0364 2.0460
S3 2.0189 2.0253 2.0444
S4 2.0014 2.0078 2.0396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.0601 2.0160 0.0441 2.2% 0.0055 0.3% 14% False True 2,865
10 2.0650 2.0160 0.0490 2.4% 0.0052 0.3% 12% False True 1,682
20 2.1002 2.0160 0.0842 4.2% 0.0029 0.1% 7% False True 1,110
40 2.1002 2.0160 0.0842 4.2% 0.0016 0.1% 7% False True 603
60 2.1002 1.9839 0.1163 5.8% 0.0011 0.1% 33% False False 427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.0528
2.618 2.0413
1.618 2.0343
1.000 2.0300
0.618 2.0273
HIGH 2.0230
0.618 2.0203
0.500 2.0195
0.382 2.0187
LOW 2.0160
0.618 2.0117
1.000 2.0090
1.618 2.0047
2.618 1.9977
4.250 1.9863
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 2.0212 2.0333
PP 2.0204 2.0296
S1 2.0195 2.0258

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

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