CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 12-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2007 |
12-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0322 |
2.0260 |
-0.0062 |
-0.3% |
2.0362 |
| High |
2.0363 |
2.0335 |
-0.0028 |
-0.1% |
2.0421 |
| Low |
2.0290 |
2.0233 |
-0.0057 |
-0.3% |
2.0223 |
| Close |
2.0303 |
2.0308 |
0.0005 |
0.0% |
2.0308 |
| Range |
0.0073 |
0.0102 |
0.0029 |
39.7% |
0.0198 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
67,547 |
89,532 |
21,985 |
32.5% |
304,056 |
|
| Daily Pivots for day following 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0598 |
2.0555 |
2.0364 |
|
| R3 |
2.0496 |
2.0453 |
2.0336 |
|
| R2 |
2.0394 |
2.0394 |
2.0327 |
|
| R1 |
2.0351 |
2.0351 |
2.0317 |
2.0373 |
| PP |
2.0292 |
2.0292 |
2.0292 |
2.0303 |
| S1 |
2.0249 |
2.0249 |
2.0299 |
2.0271 |
| S2 |
2.0190 |
2.0190 |
2.0289 |
|
| S3 |
2.0088 |
2.0147 |
2.0280 |
|
| S4 |
1.9986 |
2.0045 |
2.0252 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0911 |
2.0808 |
2.0417 |
|
| R3 |
2.0713 |
2.0610 |
2.0362 |
|
| R2 |
2.0515 |
2.0515 |
2.0344 |
|
| R1 |
2.0412 |
2.0412 |
2.0326 |
2.0365 |
| PP |
2.0317 |
2.0317 |
2.0317 |
2.0294 |
| S1 |
2.0214 |
2.0214 |
2.0290 |
2.0167 |
| S2 |
2.0119 |
2.0119 |
2.0272 |
|
| S3 |
1.9921 |
2.0016 |
2.0254 |
|
| S4 |
1.9723 |
1.9818 |
2.0199 |
|
|
| 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% |
0.0097 |
0.5% |
43% |
False |
False |
60,811 |
| 10 |
2.0425 |
2.0223 |
0.0202 |
1.0% |
0.0096 |
0.5% |
42% |
False |
False |
65,963 |
| 20 |
2.0432 |
1.9864 |
0.0568 |
2.8% |
0.0096 |
0.5% |
78% |
False |
False |
69,084 |
| 40 |
2.0432 |
1.9757 |
0.0675 |
3.3% |
0.0074 |
0.4% |
82% |
False |
False |
40,044 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0049 |
0.2% |
68% |
False |
False |
26,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0769 |
|
2.618 |
2.0602 |
|
1.618 |
2.0500 |
|
1.000 |
2.0437 |
|
0.618 |
2.0398 |
|
HIGH |
2.0335 |
|
0.618 |
2.0296 |
|
0.500 |
2.0284 |
|
0.382 |
2.0272 |
|
LOW |
2.0233 |
|
0.618 |
2.0170 |
|
1.000 |
2.0131 |
|
1.618 |
2.0068 |
|
2.618 |
1.9966 |
|
4.250 |
1.9800 |
|
|
| Fisher Pivots for day following 12-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0300 |
2.0327 |
| PP |
2.0292 |
2.0321 |
| S1 |
2.0284 |
2.0314 |
|