CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 29-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2007 |
29-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0478 |
2.0580 |
0.0102 |
0.5% |
2.0277 |
| High |
2.0502 |
2.0604 |
0.0102 |
0.5% |
2.0530 |
| Low |
2.0460 |
2.0540 |
0.0080 |
0.4% |
2.0221 |
| Close |
2.0488 |
2.0586 |
0.0098 |
0.5% |
2.0488 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0309 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.0% |
0.0000 |
| Volume |
61,386 |
54,134 |
-7,252 |
-11.8% |
428,386 |
|
| Daily Pivots for day following 29-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0769 |
2.0741 |
2.0621 |
|
| R3 |
2.0705 |
2.0677 |
2.0604 |
|
| R2 |
2.0641 |
2.0641 |
2.0598 |
|
| R1 |
2.0613 |
2.0613 |
2.0592 |
2.0627 |
| PP |
2.0577 |
2.0577 |
2.0577 |
2.0584 |
| S1 |
2.0549 |
2.0549 |
2.0580 |
2.0563 |
| S2 |
2.0513 |
2.0513 |
2.0574 |
|
| S3 |
2.0449 |
2.0485 |
2.0568 |
|
| S4 |
2.0385 |
2.0421 |
2.0551 |
|
|
| 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 |
2.0604 |
2.0415 |
0.0189 |
0.9% |
0.0060 |
0.3% |
90% |
True |
False |
79,082 |
| 10 |
2.0604 |
2.0221 |
0.0383 |
1.9% |
0.0070 |
0.3% |
95% |
True |
False |
82,118 |
| 20 |
2.0604 |
2.0221 |
0.0383 |
1.9% |
0.0082 |
0.4% |
95% |
True |
False |
73,853 |
| 40 |
2.0604 |
1.9864 |
0.0740 |
3.6% |
0.0086 |
0.4% |
98% |
True |
False |
62,637 |
| 60 |
2.0604 |
1.9727 |
0.0877 |
4.3% |
0.0062 |
0.3% |
98% |
True |
False |
41,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0876 |
|
2.618 |
2.0772 |
|
1.618 |
2.0708 |
|
1.000 |
2.0668 |
|
0.618 |
2.0644 |
|
HIGH |
2.0604 |
|
0.618 |
2.0580 |
|
0.500 |
2.0572 |
|
0.382 |
2.0564 |
|
LOW |
2.0540 |
|
0.618 |
2.0500 |
|
1.000 |
2.0476 |
|
1.618 |
2.0436 |
|
2.618 |
2.0372 |
|
4.250 |
2.0268 |
|
|
| Fisher Pivots for day following 29-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0581 |
2.0566 |
| PP |
2.0577 |
2.0545 |
| S1 |
2.0572 |
2.0525 |
|