CME British Pound Future March 2008


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 2.0181 2.0207 0.0026 0.1% 2.0572
High 2.0230 2.0250 0.0020 0.1% 2.0601
Low 2.0160 2.0207 0.0047 0.2% 2.0160
Close 2.0221 2.0247 0.0026 0.1% 2.0247
Range 0.0070 0.0043 -0.0027 -38.6% 0.0441
ATR 0.0111 0.0107 -0.0005 -4.4% 0.0000
Volume 7,872 8,684 812 10.3% 21,121
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.0364 2.0348 2.0271
R3 2.0321 2.0305 2.0259
R2 2.0278 2.0278 2.0255
R1 2.0262 2.0262 2.0251 2.0270
PP 2.0235 2.0235 2.0235 2.0239
S1 2.0219 2.0219 2.0243 2.0227
S2 2.0192 2.0192 2.0239
S3 2.0149 2.0176 2.0235
S4 2.0106 2.0133 2.0223
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 2.1659 2.1394 2.0490
R3 2.1218 2.0953 2.0368
R2 2.0777 2.0777 2.0328
R1 2.0512 2.0512 2.0287 2.0424
PP 2.0336 2.0336 2.0336 2.0292
S1 2.0071 2.0071 2.0207 1.9983
S2 1.9895 1.9895 2.0166
S3 1.9454 1.9630 2.0126
S4 1.9013 1.9189 2.0004
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% 0.0040 0.2% 20% False False 4,224
10 2.0650 2.0160 0.0490 2.4% 0.0050 0.2% 18% False False 2,500
20 2.1002 2.0160 0.0842 4.2% 0.0031 0.2% 10% False False 1,525
40 2.1002 2.0160 0.0842 4.2% 0.0017 0.1% 10% False False 819
60 2.1002 1.9839 0.1163 5.7% 0.0011 0.1% 35% False False 571
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.0433
2.618 2.0363
1.618 2.0320
1.000 2.0293
0.618 2.0277
HIGH 2.0250
0.618 2.0234
0.500 2.0229
0.382 2.0223
LOW 2.0207
0.618 2.0180
1.000 2.0164
1.618 2.0137
2.618 2.0094
4.250 2.0024
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 2.0241 2.0234
PP 2.0235 2.0221
S1 2.0229 2.0208

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

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