CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 30-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2007 |
30-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0580 |
2.0628 |
0.0048 |
0.2% |
2.0277 |
| High |
2.0604 |
2.0665 |
0.0061 |
0.3% |
2.0530 |
| Low |
2.0540 |
2.0620 |
0.0080 |
0.4% |
2.0221 |
| Close |
2.0586 |
2.0649 |
0.0063 |
0.3% |
2.0488 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0309 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
54,134 |
61,583 |
7,449 |
13.8% |
428,386 |
|
| Daily Pivots for day following 30-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0780 |
2.0759 |
2.0674 |
|
| R3 |
2.0735 |
2.0714 |
2.0661 |
|
| R2 |
2.0690 |
2.0690 |
2.0657 |
|
| R1 |
2.0669 |
2.0669 |
2.0653 |
2.0680 |
| PP |
2.0645 |
2.0645 |
2.0645 |
2.0650 |
| S1 |
2.0624 |
2.0624 |
2.0645 |
2.0635 |
| S2 |
2.0600 |
2.0600 |
2.0641 |
|
| S3 |
2.0555 |
2.0579 |
2.0637 |
|
| S4 |
2.0510 |
2.0534 |
2.0624 |
|
|
| 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 |
2.0665 |
2.0415 |
0.0250 |
1.2% |
0.0060 |
0.3% |
94% |
True |
False |
67,272 |
| 10 |
2.0665 |
2.0221 |
0.0444 |
2.2% |
0.0066 |
0.3% |
96% |
True |
False |
81,997 |
| 20 |
2.0665 |
2.0221 |
0.0444 |
2.2% |
0.0082 |
0.4% |
96% |
True |
False |
73,280 |
| 40 |
2.0665 |
1.9864 |
0.0801 |
3.9% |
0.0085 |
0.4% |
98% |
True |
False |
64,136 |
| 60 |
2.0665 |
1.9727 |
0.0938 |
4.5% |
0.0062 |
0.3% |
98% |
True |
False |
42,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0856 |
|
2.618 |
2.0783 |
|
1.618 |
2.0738 |
|
1.000 |
2.0710 |
|
0.618 |
2.0693 |
|
HIGH |
2.0665 |
|
0.618 |
2.0648 |
|
0.500 |
2.0643 |
|
0.382 |
2.0637 |
|
LOW |
2.0620 |
|
0.618 |
2.0592 |
|
1.000 |
2.0575 |
|
1.618 |
2.0547 |
|
2.618 |
2.0502 |
|
4.250 |
2.0429 |
|
|
| Fisher Pivots for day following 30-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0647 |
2.0620 |
| PP |
2.0645 |
2.0591 |
| S1 |
2.0643 |
2.0563 |
|