CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 22-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2007 |
22-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0463 |
2.0277 |
-0.0186 |
-0.9% |
2.0368 |
| High |
2.0492 |
2.0322 |
-0.0170 |
-0.8% |
2.0492 |
| Low |
2.0428 |
2.0221 |
-0.0207 |
-1.0% |
2.0270 |
| Close |
2.0465 |
2.0254 |
-0.0211 |
-1.0% |
2.0465 |
| Range |
0.0064 |
0.0101 |
0.0037 |
57.8% |
0.0222 |
| ATR |
0.0112 |
0.0122 |
0.0009 |
8.4% |
0.0000 |
| Volume |
79,061 |
87,109 |
8,048 |
10.2% |
426,402 |
|
| Daily Pivots for day following 22-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0569 |
2.0512 |
2.0310 |
|
| R3 |
2.0468 |
2.0411 |
2.0282 |
|
| R2 |
2.0367 |
2.0367 |
2.0273 |
|
| R1 |
2.0310 |
2.0310 |
2.0263 |
2.0288 |
| PP |
2.0266 |
2.0266 |
2.0266 |
2.0255 |
| S1 |
2.0209 |
2.0209 |
2.0245 |
2.0187 |
| S2 |
2.0165 |
2.0165 |
2.0235 |
|
| S3 |
2.0064 |
2.0108 |
2.0226 |
|
| S4 |
1.9963 |
2.0007 |
2.0198 |
|
|
| 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 |
2.0221 |
0.0271 |
1.3% |
0.0080 |
0.4% |
12% |
False |
True |
85,154 |
| 10 |
2.0492 |
2.0221 |
0.0271 |
1.3% |
0.0079 |
0.4% |
12% |
False |
True |
81,756 |
| 20 |
2.0492 |
2.0100 |
0.0392 |
1.9% |
0.0087 |
0.4% |
39% |
False |
False |
70,203 |
| 40 |
2.0492 |
1.9864 |
0.0628 |
3.1% |
0.0083 |
0.4% |
62% |
False |
False |
52,828 |
| 60 |
2.0492 |
1.9727 |
0.0765 |
3.8% |
0.0057 |
0.3% |
69% |
False |
False |
35,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0751 |
|
2.618 |
2.0586 |
|
1.618 |
2.0485 |
|
1.000 |
2.0423 |
|
0.618 |
2.0384 |
|
HIGH |
2.0322 |
|
0.618 |
2.0283 |
|
0.500 |
2.0272 |
|
0.382 |
2.0260 |
|
LOW |
2.0221 |
|
0.618 |
2.0159 |
|
1.000 |
2.0120 |
|
1.618 |
2.0058 |
|
2.618 |
1.9957 |
|
4.250 |
1.9792 |
|
|
| Fisher Pivots for day following 22-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0272 |
2.0357 |
| PP |
2.0266 |
2.0322 |
| S1 |
2.0260 |
2.0288 |
|