CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 18-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2007 |
18-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0331 |
2.0440 |
0.0109 |
0.5% |
2.0362 |
| High |
2.0390 |
2.0485 |
0.0095 |
0.5% |
2.0421 |
| Low |
2.0310 |
2.0412 |
0.0102 |
0.5% |
2.0223 |
| Close |
2.0322 |
2.0416 |
0.0094 |
0.5% |
2.0308 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.8% |
0.0198 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.3% |
0.0000 |
| Volume |
109,463 |
87,349 |
-22,114 |
-20.2% |
304,056 |
|
| Daily Pivots for day following 18-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0657 |
2.0609 |
2.0456 |
|
| R3 |
2.0584 |
2.0536 |
2.0436 |
|
| R2 |
2.0511 |
2.0511 |
2.0429 |
|
| R1 |
2.0463 |
2.0463 |
2.0423 |
2.0451 |
| PP |
2.0438 |
2.0438 |
2.0438 |
2.0431 |
| S1 |
2.0390 |
2.0390 |
2.0409 |
2.0378 |
| S2 |
2.0365 |
2.0365 |
2.0403 |
|
| S3 |
2.0292 |
2.0317 |
2.0396 |
|
| S4 |
2.0219 |
2.0244 |
2.0376 |
|
|
| 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 |
2.0485 |
2.0233 |
0.0252 |
1.2% |
0.0076 |
0.4% |
73% |
True |
False |
87,374 |
| 10 |
2.0485 |
2.0223 |
0.0262 |
1.3% |
0.0091 |
0.4% |
74% |
True |
False |
72,457 |
| 20 |
2.0485 |
2.0099 |
0.0386 |
1.9% |
0.0085 |
0.4% |
82% |
True |
False |
68,076 |
| 40 |
2.0485 |
1.9864 |
0.0621 |
3.0% |
0.0080 |
0.4% |
89% |
True |
False |
48,701 |
| 60 |
2.0485 |
1.9727 |
0.0758 |
3.7% |
0.0054 |
0.3% |
91% |
True |
False |
32,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0795 |
|
2.618 |
2.0676 |
|
1.618 |
2.0603 |
|
1.000 |
2.0558 |
|
0.618 |
2.0530 |
|
HIGH |
2.0485 |
|
0.618 |
2.0457 |
|
0.500 |
2.0449 |
|
0.382 |
2.0440 |
|
LOW |
2.0412 |
|
0.618 |
2.0367 |
|
1.000 |
2.0339 |
|
1.618 |
2.0294 |
|
2.618 |
2.0221 |
|
4.250 |
2.0102 |
|
|
| Fisher Pivots for day following 18-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0449 |
2.0403 |
| PP |
2.0438 |
2.0390 |
| S1 |
2.0427 |
2.0378 |
|