CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 10-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2007 |
10-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0256 |
2.0406 |
0.0150 |
0.7% |
2.0376 |
| High |
2.0340 |
2.0421 |
0.0081 |
0.4% |
2.0425 |
| Low |
2.0223 |
2.0370 |
0.0147 |
0.7% |
2.0270 |
| Close |
2.0318 |
2.0384 |
0.0066 |
0.3% |
2.0391 |
| Range |
0.0117 |
0.0051 |
-0.0066 |
-56.4% |
0.0155 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
82,146 |
64,831 |
-17,315 |
-21.1% |
355,577 |
|
| Daily Pivots for day following 10-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0545 |
2.0515 |
2.0412 |
|
| R3 |
2.0494 |
2.0464 |
2.0398 |
|
| R2 |
2.0443 |
2.0443 |
2.0393 |
|
| R1 |
2.0413 |
2.0413 |
2.0389 |
2.0403 |
| PP |
2.0392 |
2.0392 |
2.0392 |
2.0386 |
| S1 |
2.0362 |
2.0362 |
2.0379 |
2.0352 |
| S2 |
2.0341 |
2.0341 |
2.0375 |
|
| S3 |
2.0290 |
2.0311 |
2.0370 |
|
| S4 |
2.0239 |
2.0260 |
2.0356 |
|
|
| 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 |
2.0421 |
2.0223 |
0.0198 |
1.0% |
0.0112 |
0.6% |
81% |
True |
False |
56,617 |
| 10 |
2.0432 |
2.0170 |
0.0262 |
1.3% |
0.0100 |
0.5% |
82% |
False |
False |
62,250 |
| 20 |
2.0432 |
1.9864 |
0.0568 |
2.8% |
0.0098 |
0.5% |
92% |
False |
False |
67,930 |
| 40 |
2.0432 |
1.9727 |
0.0705 |
3.5% |
0.0070 |
0.3% |
93% |
False |
False |
36,128 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0046 |
0.2% |
77% |
False |
False |
24,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0638 |
|
2.618 |
2.0555 |
|
1.618 |
2.0504 |
|
1.000 |
2.0472 |
|
0.618 |
2.0453 |
|
HIGH |
2.0421 |
|
0.618 |
2.0402 |
|
0.500 |
2.0396 |
|
0.382 |
2.0389 |
|
LOW |
2.0370 |
|
0.618 |
2.0338 |
|
1.000 |
2.0319 |
|
1.618 |
2.0287 |
|
2.618 |
2.0236 |
|
4.250 |
2.0153 |
|
|
| Fisher Pivots for day following 10-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0396 |
2.0363 |
| PP |
2.0392 |
2.0343 |
| S1 |
2.0388 |
2.0322 |
|