CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 31-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2007 |
31-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0628 |
2.0697 |
0.0069 |
0.3% |
2.0277 |
| High |
2.0665 |
2.0795 |
0.0130 |
0.6% |
2.0530 |
| Low |
2.0620 |
2.0670 |
0.0050 |
0.2% |
2.0221 |
| Close |
2.0649 |
2.0785 |
0.0136 |
0.7% |
2.0488 |
| Range |
0.0045 |
0.0125 |
0.0080 |
177.8% |
0.0309 |
| ATR |
0.0113 |
0.0116 |
0.0002 |
2.1% |
0.0000 |
| Volume |
61,583 |
73,052 |
11,469 |
18.6% |
428,386 |
|
| Daily Pivots for day following 31-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1125 |
2.1080 |
2.0854 |
|
| R3 |
2.1000 |
2.0955 |
2.0819 |
|
| R2 |
2.0875 |
2.0875 |
2.0808 |
|
| R1 |
2.0830 |
2.0830 |
2.0796 |
2.0853 |
| PP |
2.0750 |
2.0750 |
2.0750 |
2.0761 |
| S1 |
2.0705 |
2.0705 |
2.0774 |
2.0728 |
| S2 |
2.0625 |
2.0625 |
2.0762 |
|
| S3 |
2.0500 |
2.0580 |
2.0751 |
|
| S4 |
2.0375 |
2.0455 |
2.0716 |
|
|
| 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 |
2.0795 |
2.0445 |
0.0350 |
1.7% |
0.0072 |
0.3% |
97% |
True |
False |
62,393 |
| 10 |
2.0795 |
2.0221 |
0.0574 |
2.8% |
0.0071 |
0.3% |
98% |
True |
False |
78,356 |
| 20 |
2.0795 |
2.0221 |
0.0574 |
2.8% |
0.0083 |
0.4% |
98% |
True |
False |
74,186 |
| 40 |
2.0795 |
1.9864 |
0.0931 |
4.5% |
0.0086 |
0.4% |
99% |
True |
False |
65,898 |
| 60 |
2.0795 |
1.9727 |
0.1068 |
5.1% |
0.0065 |
0.3% |
99% |
True |
False |
44,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1326 |
|
2.618 |
2.1122 |
|
1.618 |
2.0997 |
|
1.000 |
2.0920 |
|
0.618 |
2.0872 |
|
HIGH |
2.0795 |
|
0.618 |
2.0747 |
|
0.500 |
2.0733 |
|
0.382 |
2.0718 |
|
LOW |
2.0670 |
|
0.618 |
2.0593 |
|
1.000 |
2.0545 |
|
1.618 |
2.0468 |
|
2.618 |
2.0343 |
|
4.250 |
2.0139 |
|
|
| Fisher Pivots for day following 31-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0768 |
2.0746 |
| PP |
2.0750 |
2.0707 |
| S1 |
2.0733 |
2.0668 |
|