CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0458 |
2.0444 |
-0.0014 |
-0.1% |
2.0368 |
| High |
2.0480 |
2.0480 |
0.0000 |
0.0% |
2.0492 |
| Low |
2.0435 |
2.0415 |
-0.0020 |
-0.1% |
2.0270 |
| Close |
2.0470 |
2.0455 |
-0.0015 |
-0.1% |
2.0465 |
| Range |
0.0045 |
0.0065 |
0.0020 |
44.4% |
0.0222 |
| ATR |
0.0129 |
0.0124 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
120,634 |
97,446 |
-23,188 |
-19.2% |
426,402 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0645 |
2.0615 |
2.0491 |
|
| R3 |
2.0580 |
2.0550 |
2.0473 |
|
| R2 |
2.0515 |
2.0515 |
2.0467 |
|
| R1 |
2.0485 |
2.0485 |
2.0461 |
2.0500 |
| PP |
2.0450 |
2.0450 |
2.0450 |
2.0458 |
| S1 |
2.0420 |
2.0420 |
2.0449 |
2.0435 |
| S2 |
2.0385 |
2.0385 |
2.0443 |
|
| S3 |
2.0320 |
2.0355 |
2.0437 |
|
| S4 |
2.0255 |
2.0290 |
2.0419 |
|
|
| 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% |
0.0070 |
0.3% |
86% |
False |
False |
94,319 |
| 10 |
2.0492 |
2.0221 |
0.0271 |
1.3% |
0.0073 |
0.4% |
86% |
False |
False |
88,867 |
| 20 |
2.0492 |
2.0170 |
0.0322 |
1.6% |
0.0086 |
0.4% |
89% |
False |
False |
75,558 |
| 40 |
2.0492 |
1.9864 |
0.0628 |
3.1% |
0.0085 |
0.4% |
94% |
False |
False |
58,258 |
| 60 |
2.0492 |
1.9727 |
0.0765 |
3.7% |
0.0059 |
0.3% |
95% |
False |
False |
38,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0756 |
|
2.618 |
2.0650 |
|
1.618 |
2.0585 |
|
1.000 |
2.0545 |
|
0.618 |
2.0520 |
|
HIGH |
2.0480 |
|
0.618 |
2.0455 |
|
0.500 |
2.0448 |
|
0.382 |
2.0440 |
|
LOW |
2.0415 |
|
0.618 |
2.0375 |
|
1.000 |
2.0350 |
|
1.618 |
2.0310 |
|
2.618 |
2.0245 |
|
4.250 |
2.0139 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0453 |
2.0420 |
| PP |
2.0450 |
2.0385 |
| S1 |
2.0448 |
2.0351 |
|