CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 19-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2007 |
19-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0440 |
2.0463 |
0.0023 |
0.1% |
2.0368 |
| High |
2.0485 |
2.0492 |
0.0007 |
0.0% |
2.0492 |
| Low |
2.0412 |
2.0428 |
0.0016 |
0.1% |
2.0270 |
| Close |
2.0416 |
2.0465 |
0.0049 |
0.2% |
2.0465 |
| Range |
0.0073 |
0.0064 |
-0.0009 |
-12.3% |
0.0222 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
87,349 |
79,061 |
-8,288 |
-9.5% |
426,402 |
|
| Daily Pivots for day following 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0654 |
2.0623 |
2.0500 |
|
| R3 |
2.0590 |
2.0559 |
2.0483 |
|
| R2 |
2.0526 |
2.0526 |
2.0477 |
|
| R1 |
2.0495 |
2.0495 |
2.0471 |
2.0511 |
| PP |
2.0462 |
2.0462 |
2.0462 |
2.0469 |
| S1 |
2.0431 |
2.0431 |
2.0459 |
2.0447 |
| S2 |
2.0398 |
2.0398 |
2.0453 |
|
| S3 |
2.0334 |
2.0367 |
2.0447 |
|
| S4 |
2.0270 |
2.0303 |
2.0430 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1075 |
2.0992 |
2.0587 |
|
| R3 |
2.0853 |
2.0770 |
2.0526 |
|
| R2 |
2.0631 |
2.0631 |
2.0506 |
|
| R1 |
2.0548 |
2.0548 |
2.0485 |
2.0590 |
| PP |
2.0409 |
2.0409 |
2.0409 |
2.0430 |
| S1 |
2.0326 |
2.0326 |
2.0445 |
2.0368 |
| S2 |
2.0187 |
2.0187 |
2.0424 |
|
| S3 |
1.9965 |
2.0104 |
2.0404 |
|
| S4 |
1.9743 |
1.9882 |
2.0343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0492 |
2.0270 |
0.0222 |
1.1% |
0.0068 |
0.3% |
88% |
True |
False |
85,280 |
| 10 |
2.0492 |
2.0223 |
0.0269 |
1.3% |
0.0083 |
0.4% |
90% |
True |
False |
73,045 |
| 20 |
2.0492 |
2.0100 |
0.0392 |
1.9% |
0.0084 |
0.4% |
93% |
True |
False |
68,258 |
| 40 |
2.0492 |
1.9864 |
0.0628 |
3.1% |
0.0081 |
0.4% |
96% |
True |
False |
50,675 |
| 60 |
2.0492 |
1.9727 |
0.0765 |
3.7% |
0.0055 |
0.3% |
96% |
True |
False |
33,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0764 |
|
2.618 |
2.0660 |
|
1.618 |
2.0596 |
|
1.000 |
2.0556 |
|
0.618 |
2.0532 |
|
HIGH |
2.0492 |
|
0.618 |
2.0468 |
|
0.500 |
2.0460 |
|
0.382 |
2.0452 |
|
LOW |
2.0428 |
|
0.618 |
2.0388 |
|
1.000 |
2.0364 |
|
1.618 |
2.0324 |
|
2.618 |
2.0260 |
|
4.250 |
2.0156 |
|
|
| Fisher Pivots for day following 19-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0463 |
2.0444 |
| PP |
2.0462 |
2.0422 |
| S1 |
2.0460 |
2.0401 |
|