CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 25-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0444 |
2.0470 |
0.0026 |
0.1% |
2.0368 |
| High |
2.0480 |
2.0530 |
0.0050 |
0.2% |
2.0492 |
| Low |
2.0415 |
2.0445 |
0.0030 |
0.1% |
2.0270 |
| Close |
2.0455 |
2.0479 |
0.0024 |
0.1% |
2.0465 |
| Range |
0.0065 |
0.0085 |
0.0020 |
30.8% |
0.0222 |
| ATR |
0.0124 |
0.0122 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
97,446 |
61,811 |
-35,635 |
-36.6% |
426,402 |
|
| Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0740 |
2.0694 |
2.0526 |
|
| R3 |
2.0655 |
2.0609 |
2.0502 |
|
| R2 |
2.0570 |
2.0570 |
2.0495 |
|
| R1 |
2.0524 |
2.0524 |
2.0487 |
2.0547 |
| PP |
2.0485 |
2.0485 |
2.0485 |
2.0496 |
| S1 |
2.0439 |
2.0439 |
2.0471 |
2.0462 |
| S2 |
2.0400 |
2.0400 |
2.0463 |
|
| S3 |
2.0315 |
2.0354 |
2.0456 |
|
| S4 |
2.0230 |
2.0269 |
2.0432 |
|
|
| 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 |
2.0530 |
2.0221 |
0.0309 |
1.5% |
0.0072 |
0.4% |
83% |
True |
False |
89,212 |
| 10 |
2.0530 |
2.0221 |
0.0309 |
1.5% |
0.0074 |
0.4% |
83% |
True |
False |
88,293 |
| 20 |
2.0530 |
2.0221 |
0.0309 |
1.5% |
0.0087 |
0.4% |
83% |
True |
False |
75,926 |
| 40 |
2.0530 |
1.9864 |
0.0666 |
3.3% |
0.0087 |
0.4% |
92% |
True |
False |
59,793 |
| 60 |
2.0530 |
1.9727 |
0.0803 |
3.9% |
0.0060 |
0.3% |
94% |
True |
False |
39,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0891 |
|
2.618 |
2.0753 |
|
1.618 |
2.0668 |
|
1.000 |
2.0615 |
|
0.618 |
2.0583 |
|
HIGH |
2.0530 |
|
0.618 |
2.0498 |
|
0.500 |
2.0488 |
|
0.382 |
2.0477 |
|
LOW |
2.0445 |
|
0.618 |
2.0392 |
|
1.000 |
2.0360 |
|
1.618 |
2.0307 |
|
2.618 |
2.0222 |
|
4.250 |
2.0084 |
|
|
| Fisher Pivots for day following 25-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0488 |
2.0477 |
| PP |
2.0485 |
2.0475 |
| S1 |
2.0482 |
2.0473 |
|