CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0470 |
2.0478 |
0.0008 |
0.0% |
2.0277 |
| High |
2.0530 |
2.0502 |
-0.0028 |
-0.1% |
2.0530 |
| Low |
2.0445 |
2.0460 |
0.0015 |
0.1% |
2.0221 |
| Close |
2.0479 |
2.0488 |
0.0009 |
0.0% |
2.0488 |
| Range |
0.0085 |
0.0042 |
-0.0043 |
-50.6% |
0.0309 |
| ATR |
0.0122 |
0.0116 |
-0.0006 |
-4.7% |
0.0000 |
| Volume |
61,811 |
61,386 |
-425 |
-0.7% |
428,386 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0609 |
2.0591 |
2.0511 |
|
| R3 |
2.0567 |
2.0549 |
2.0500 |
|
| R2 |
2.0525 |
2.0525 |
2.0496 |
|
| R1 |
2.0507 |
2.0507 |
2.0492 |
2.0516 |
| PP |
2.0483 |
2.0483 |
2.0483 |
2.0488 |
| S1 |
2.0465 |
2.0465 |
2.0484 |
2.0474 |
| S2 |
2.0441 |
2.0441 |
2.0480 |
|
| S3 |
2.0399 |
2.0423 |
2.0476 |
|
| S4 |
2.0357 |
2.0381 |
2.0465 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1340 |
2.1223 |
2.0658 |
|
| R3 |
2.1031 |
2.0914 |
2.0573 |
|
| R2 |
2.0722 |
2.0722 |
2.0545 |
|
| R1 |
2.0605 |
2.0605 |
2.0516 |
2.0664 |
| PP |
2.0413 |
2.0413 |
2.0413 |
2.0442 |
| S1 |
2.0296 |
2.0296 |
2.0460 |
2.0355 |
| S2 |
2.0104 |
2.0104 |
2.0431 |
|
| S3 |
1.9795 |
1.9987 |
2.0403 |
|
| S4 |
1.9486 |
1.9678 |
2.0318 |
|
|
| 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% |
0.0068 |
0.3% |
86% |
False |
False |
85,677 |
| 10 |
2.0530 |
2.0221 |
0.0309 |
1.5% |
0.0068 |
0.3% |
86% |
False |
False |
85,478 |
| 20 |
2.0530 |
2.0221 |
0.0309 |
1.5% |
0.0082 |
0.4% |
86% |
False |
False |
75,721 |
| 40 |
2.0530 |
1.9864 |
0.0666 |
3.3% |
0.0086 |
0.4% |
94% |
False |
False |
61,314 |
| 60 |
2.0530 |
1.9727 |
0.0803 |
3.9% |
0.0061 |
0.3% |
95% |
False |
False |
40,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0681 |
|
2.618 |
2.0612 |
|
1.618 |
2.0570 |
|
1.000 |
2.0544 |
|
0.618 |
2.0528 |
|
HIGH |
2.0502 |
|
0.618 |
2.0486 |
|
0.500 |
2.0481 |
|
0.382 |
2.0476 |
|
LOW |
2.0460 |
|
0.618 |
2.0434 |
|
1.000 |
2.0418 |
|
1.618 |
2.0392 |
|
2.618 |
2.0350 |
|
4.250 |
2.0282 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0486 |
2.0483 |
| PP |
2.0483 |
2.0478 |
| S1 |
2.0481 |
2.0473 |
|