CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 17-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2007 |
17-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0270 |
2.0331 |
0.0061 |
0.3% |
2.0362 |
| High |
2.0350 |
2.0390 |
0.0040 |
0.2% |
2.0421 |
| Low |
2.0270 |
2.0310 |
0.0040 |
0.2% |
2.0223 |
| Close |
2.0280 |
2.0322 |
0.0042 |
0.2% |
2.0308 |
| Range |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0198 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
62,788 |
109,463 |
46,675 |
74.3% |
304,056 |
|
| Daily Pivots for day following 17-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0581 |
2.0531 |
2.0366 |
|
| R3 |
2.0501 |
2.0451 |
2.0344 |
|
| R2 |
2.0421 |
2.0421 |
2.0337 |
|
| R1 |
2.0371 |
2.0371 |
2.0329 |
2.0356 |
| PP |
2.0341 |
2.0341 |
2.0341 |
2.0333 |
| S1 |
2.0291 |
2.0291 |
2.0315 |
2.0276 |
| S2 |
2.0261 |
2.0261 |
2.0307 |
|
| S3 |
2.0181 |
2.0211 |
2.0300 |
|
| S4 |
2.0101 |
2.0131 |
2.0278 |
|
|
| 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 |
2.0395 |
2.0233 |
0.0162 |
0.8% |
0.0076 |
0.4% |
55% |
False |
False |
83,414 |
| 10 |
2.0421 |
2.0223 |
0.0198 |
1.0% |
0.0094 |
0.5% |
50% |
False |
False |
70,015 |
| 20 |
2.0432 |
2.0020 |
0.0412 |
2.0% |
0.0085 |
0.4% |
73% |
False |
False |
67,841 |
| 40 |
2.0432 |
1.9851 |
0.0581 |
2.9% |
0.0078 |
0.4% |
81% |
False |
False |
46,520 |
| 60 |
2.0460 |
1.9727 |
0.0733 |
3.6% |
0.0053 |
0.3% |
81% |
False |
False |
31,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0730 |
|
2.618 |
2.0599 |
|
1.618 |
2.0519 |
|
1.000 |
2.0470 |
|
0.618 |
2.0439 |
|
HIGH |
2.0390 |
|
0.618 |
2.0359 |
|
0.500 |
2.0350 |
|
0.382 |
2.0341 |
|
LOW |
2.0310 |
|
0.618 |
2.0261 |
|
1.000 |
2.0230 |
|
1.618 |
2.0181 |
|
2.618 |
2.0101 |
|
4.250 |
1.9970 |
|
|
| Fisher Pivots for day following 17-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0350 |
2.0333 |
| PP |
2.0341 |
2.0329 |
| S1 |
2.0331 |
2.0326 |
|