CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 04-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2007 |
04-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0365 |
2.0316 |
-0.0049 |
-0.2% |
2.0207 |
| High |
2.0385 |
2.0400 |
0.0015 |
0.1% |
2.0432 |
| Low |
2.0280 |
2.0290 |
0.0010 |
0.0% |
2.0100 |
| Close |
2.0288 |
2.0346 |
0.0058 |
0.3% |
2.0419 |
| Range |
0.0105 |
0.0110 |
0.0005 |
4.8% |
0.0332 |
| ATR |
0.0106 |
0.0107 |
0.0000 |
0.4% |
0.0000 |
| Volume |
54,934 |
62,934 |
8,000 |
14.6% |
279,130 |
|
| Daily Pivots for day following 04-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0675 |
2.0621 |
2.0407 |
|
| R3 |
2.0565 |
2.0511 |
2.0376 |
|
| R2 |
2.0455 |
2.0455 |
2.0366 |
|
| R1 |
2.0401 |
2.0401 |
2.0356 |
2.0428 |
| PP |
2.0345 |
2.0345 |
2.0345 |
2.0359 |
| S1 |
2.0291 |
2.0291 |
2.0336 |
2.0318 |
| S2 |
2.0235 |
2.0235 |
2.0326 |
|
| S3 |
2.0125 |
2.0181 |
2.0316 |
|
| S4 |
2.0015 |
2.0071 |
2.0286 |
|
|
| 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 |
2.0868 |
|
2.618 |
2.0688 |
|
1.618 |
2.0578 |
|
1.000 |
2.0510 |
|
0.618 |
2.0468 |
|
HIGH |
2.0400 |
|
0.618 |
2.0358 |
|
0.500 |
2.0345 |
|
0.382 |
2.0332 |
|
LOW |
2.0290 |
|
0.618 |
2.0222 |
|
1.000 |
2.0180 |
|
1.618 |
2.0112 |
|
2.618 |
2.0002 |
|
4.250 |
1.9823 |
|
|
| Fisher Pivots for day following 04-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0346 |
2.0348 |
| PP |
2.0345 |
2.0347 |
| S1 |
2.0345 |
2.0347 |
|