CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0840 |
2.1004 |
0.0164 |
0.8% |
2.0580 |
| High |
2.0880 |
2.1050 |
0.0170 |
0.8% |
2.0870 |
| Low |
2.0820 |
2.0994 |
0.0174 |
0.8% |
2.0540 |
| Close |
2.0845 |
2.1023 |
0.0178 |
0.9% |
2.0862 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0330 |
| ATR |
0.0112 |
0.0119 |
0.0007 |
5.9% |
0.0000 |
| Volume |
65,550 |
68,026 |
2,476 |
3.8% |
376,231 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1190 |
2.1163 |
2.1054 |
|
| R3 |
2.1134 |
2.1107 |
2.1038 |
|
| R2 |
2.1078 |
2.1078 |
2.1033 |
|
| R1 |
2.1051 |
2.1051 |
2.1028 |
2.1065 |
| PP |
2.1022 |
2.1022 |
2.1022 |
2.1029 |
| S1 |
2.0995 |
2.0995 |
2.1018 |
2.1009 |
| S2 |
2.0966 |
2.0966 |
2.1013 |
|
| S3 |
2.0910 |
2.0939 |
2.1008 |
|
| S4 |
2.0854 |
2.0883 |
2.0992 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1747 |
2.1635 |
2.1044 |
|
| R3 |
2.1417 |
2.1305 |
2.0953 |
|
| R2 |
2.1087 |
2.1087 |
2.0923 |
|
| R1 |
2.0975 |
2.0975 |
2.0892 |
2.1031 |
| PP |
2.0757 |
2.0757 |
2.0757 |
2.0786 |
| S1 |
2.0645 |
2.0645 |
2.0832 |
2.0701 |
| S2 |
2.0427 |
2.0427 |
2.0802 |
|
| S3 |
2.0097 |
2.0315 |
2.0771 |
|
| S4 |
1.9767 |
1.9985 |
2.0681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.1050 |
2.0750 |
0.0300 |
1.4% |
0.0072 |
0.3% |
91% |
True |
False |
82,870 |
| 10 |
2.1050 |
2.0445 |
0.0605 |
2.9% |
0.0072 |
0.3% |
96% |
True |
False |
72,632 |
| 20 |
2.1050 |
2.0221 |
0.0829 |
3.9% |
0.0073 |
0.3% |
97% |
True |
False |
80,749 |
| 40 |
2.1050 |
1.9864 |
0.1186 |
5.6% |
0.0085 |
0.4% |
98% |
True |
False |
74,339 |
| 60 |
2.1050 |
1.9727 |
0.1323 |
6.3% |
0.0071 |
0.3% |
98% |
True |
False |
51,002 |
| 80 |
2.1050 |
1.9727 |
0.1323 |
6.3% |
0.0053 |
0.3% |
98% |
True |
False |
38,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1288 |
|
2.618 |
2.1197 |
|
1.618 |
2.1141 |
|
1.000 |
2.1106 |
|
0.618 |
2.1085 |
|
HIGH |
2.1050 |
|
0.618 |
2.1029 |
|
0.500 |
2.1022 |
|
0.382 |
2.1015 |
|
LOW |
2.0994 |
|
0.618 |
2.0959 |
|
1.000 |
2.0938 |
|
1.618 |
2.0903 |
|
2.618 |
2.0847 |
|
4.250 |
2.0756 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.1023 |
2.0984 |
| PP |
2.1022 |
2.0944 |
| S1 |
2.1022 |
2.0905 |
|