CME British Pound Future June 2007


Trading Metrics calculated at close of trading on 18-Jun-2007
Day Change Summary
Previous Current
15-Jun-2007 18-Jun-2007 Change Change % Previous Week
Open 1.9702 1.9825 0.0123 0.6% 1.9684
High 1.9780 1.9825 0.0045 0.2% 1.9780
Low 1.9696 1.9809 0.0113 0.6% 1.9660
Close 1.9751 1.9809 0.0058 0.3% 1.9751
Range 0.0084 0.0016 -0.0068 -81.0% 0.0120
ATR 0.0083 0.0082 -0.0001 -0.8% 0.0000
Volume 48,797 15,467 -33,330 -68.3% 413,233
Daily Pivots for day following 18-Jun-2007
Classic Woodie Camarilla DeMark
R4 1.9862 1.9852 1.9818
R3 1.9846 1.9836 1.9813
R2 1.9830 1.9830 1.9812
R1 1.9820 1.9820 1.9810 1.9817
PP 1.9814 1.9814 1.9814 1.9813
S1 1.9804 1.9804 1.9808 1.9801
S2 1.9798 1.9798 1.9806
S3 1.9782 1.9788 1.9805
S4 1.9766 1.9772 1.9800
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 2.0090 2.0041 1.9817
R3 1.9970 1.9921 1.9784
R2 1.9850 1.9850 1.9773
R1 1.9801 1.9801 1.9762 1.9826
PP 1.9730 1.9730 1.9730 1.9743
S1 1.9681 1.9681 1.9740 1.9706
S2 1.9610 1.9610 1.9729
S3 1.9490 1.9561 1.9718
S4 1.9370 1.9441 1.9685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.9825 1.9680 0.0145 0.7% 0.0049 0.2% 89% True False 54,692
10 1.9965 1.9643 0.0322 1.6% 0.0050 0.3% 52% False False 85,184
20 1.9965 1.9643 0.0322 1.6% 0.0051 0.3% 52% False False 82,616
40 2.0072 1.9643 0.0429 2.2% 0.0062 0.3% 39% False False 78,367
60 2.0072 1.9545 0.0527 2.7% 0.0062 0.3% 50% False False 74,466
80 2.0072 1.9185 0.0887 4.5% 0.0063 0.3% 70% False False 64,653
100 2.0072 1.9185 0.0887 4.5% 0.0055 0.3% 70% False False 51,794
120 2.0072 1.9185 0.0887 4.5% 0.0048 0.2% 70% False False 43,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1.9893
2.618 1.9867
1.618 1.9851
1.000 1.9841
0.618 1.9835
HIGH 1.9825
0.618 1.9819
0.500 1.9817
0.382 1.9815
LOW 1.9809
0.618 1.9799
1.000 1.9793
1.618 1.9783
2.618 1.9767
4.250 1.9741
Fisher Pivots for day following 18-Jun-2007
Pivot 1 day 3 day
R1 1.9817 1.9790
PP 1.9814 1.9771
S1 1.9812 1.9753

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

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