CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 09-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2007 |
09-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0362 |
2.0256 |
-0.0106 |
-0.5% |
2.0376 |
| High |
2.0412 |
2.0340 |
-0.0072 |
-0.4% |
2.0425 |
| Low |
2.0270 |
2.0223 |
-0.0047 |
-0.2% |
2.0270 |
| Close |
2.0391 |
2.0318 |
-0.0073 |
-0.4% |
2.0391 |
| Range |
0.0142 |
0.0117 |
-0.0025 |
-17.6% |
0.0155 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.6% |
0.0000 |
| Volume |
0 |
82,146 |
82,146 |
|
355,577 |
|
| Daily Pivots for day following 09-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0645 |
2.0598 |
2.0382 |
|
| R3 |
2.0528 |
2.0481 |
2.0350 |
|
| R2 |
2.0411 |
2.0411 |
2.0339 |
|
| R1 |
2.0364 |
2.0364 |
2.0329 |
2.0388 |
| PP |
2.0294 |
2.0294 |
2.0294 |
2.0305 |
| S1 |
2.0247 |
2.0247 |
2.0307 |
2.0271 |
| S2 |
2.0177 |
2.0177 |
2.0297 |
|
| S3 |
2.0060 |
2.0130 |
2.0286 |
|
| S4 |
1.9943 |
2.0013 |
2.0254 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0827 |
2.0764 |
2.0476 |
|
| R3 |
2.0672 |
2.0609 |
2.0434 |
|
| R2 |
2.0517 |
2.0517 |
2.0419 |
|
| R1 |
2.0454 |
2.0454 |
2.0405 |
2.0486 |
| PP |
2.0362 |
2.0362 |
2.0362 |
2.0378 |
| S1 |
2.0299 |
2.0299 |
2.0377 |
2.0331 |
| S2 |
2.0207 |
2.0207 |
2.0363 |
|
| S3 |
2.0052 |
2.0144 |
2.0348 |
|
| S4 |
1.9897 |
1.9989 |
2.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0412 |
2.0223 |
0.0189 |
0.9% |
0.0123 |
0.6% |
50% |
False |
True |
54,637 |
| 10 |
2.0432 |
2.0100 |
0.0332 |
1.6% |
0.0100 |
0.5% |
66% |
False |
False |
62,773 |
| 20 |
2.0432 |
1.9864 |
0.0568 |
2.8% |
0.0097 |
0.5% |
80% |
False |
False |
65,751 |
| 40 |
2.0432 |
1.9727 |
0.0705 |
3.5% |
0.0068 |
0.3% |
84% |
False |
False |
34,511 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0046 |
0.2% |
69% |
False |
False |
23,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0837 |
|
2.618 |
2.0646 |
|
1.618 |
2.0529 |
|
1.000 |
2.0457 |
|
0.618 |
2.0412 |
|
HIGH |
2.0340 |
|
0.618 |
2.0295 |
|
0.500 |
2.0282 |
|
0.382 |
2.0268 |
|
LOW |
2.0223 |
|
0.618 |
2.0151 |
|
1.000 |
2.0106 |
|
1.618 |
2.0034 |
|
2.618 |
1.9917 |
|
4.250 |
1.9726 |
|
|
| Fisher Pivots for day following 09-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0306 |
2.0318 |
| PP |
2.0294 |
2.0318 |
| S1 |
2.0282 |
2.0318 |
|