CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 01-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2007 |
01-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0293 |
2.0376 |
0.0083 |
0.4% |
2.0207 |
| High |
2.0432 |
2.0425 |
-0.0007 |
0.0% |
2.0432 |
| Low |
2.0288 |
2.0370 |
0.0082 |
0.4% |
2.0100 |
| Close |
2.0419 |
2.0408 |
-0.0011 |
-0.1% |
2.0419 |
| Range |
0.0144 |
0.0055 |
-0.0089 |
-61.8% |
0.0332 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
65,493 |
91,490 |
25,997 |
39.7% |
279,130 |
|
| Daily Pivots for day following 01-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0566 |
2.0542 |
2.0438 |
|
| R3 |
2.0511 |
2.0487 |
2.0423 |
|
| R2 |
2.0456 |
2.0456 |
2.0418 |
|
| R1 |
2.0432 |
2.0432 |
2.0413 |
2.0444 |
| PP |
2.0401 |
2.0401 |
2.0401 |
2.0407 |
| S1 |
2.0377 |
2.0377 |
2.0403 |
2.0389 |
| S2 |
2.0346 |
2.0346 |
2.0398 |
|
| S3 |
2.0291 |
2.0322 |
2.0393 |
|
| S4 |
2.0236 |
2.0267 |
2.0378 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1313 |
2.1198 |
2.0602 |
|
| R3 |
2.0981 |
2.0866 |
2.0510 |
|
| R2 |
2.0649 |
2.0649 |
2.0480 |
|
| R1 |
2.0534 |
2.0534 |
2.0449 |
2.0592 |
| PP |
2.0317 |
2.0317 |
2.0317 |
2.0346 |
| S1 |
2.0202 |
2.0202 |
2.0389 |
2.0260 |
| S2 |
1.9985 |
1.9985 |
2.0358 |
|
| S3 |
1.9653 |
1.9870 |
2.0328 |
|
| S4 |
1.9321 |
1.9538 |
2.0236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0659 |
|
2.618 |
2.0569 |
|
1.618 |
2.0514 |
|
1.000 |
2.0480 |
|
0.618 |
2.0459 |
|
HIGH |
2.0425 |
|
0.618 |
2.0404 |
|
0.500 |
2.0398 |
|
0.382 |
2.0391 |
|
LOW |
2.0370 |
|
0.618 |
2.0336 |
|
1.000 |
2.0315 |
|
1.618 |
2.0281 |
|
2.618 |
2.0226 |
|
4.250 |
2.0136 |
|
|
| Fisher Pivots for day following 01-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0405 |
2.0372 |
| PP |
2.0401 |
2.0337 |
| S1 |
2.0398 |
2.0301 |
|