CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.1004 |
2.1034 |
0.0030 |
0.1% |
2.0580 |
| High |
2.1050 |
2.1095 |
0.0045 |
0.2% |
2.0870 |
| Low |
2.0994 |
2.1032 |
0.0038 |
0.2% |
2.0540 |
| Close |
2.1023 |
2.1064 |
0.0041 |
0.2% |
2.0862 |
| Range |
0.0056 |
0.0063 |
0.0007 |
12.5% |
0.0330 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
68,026 |
130,596 |
62,570 |
92.0% |
376,231 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1253 |
2.1221 |
2.1099 |
|
| R3 |
2.1190 |
2.1158 |
2.1081 |
|
| R2 |
2.1127 |
2.1127 |
2.1076 |
|
| R1 |
2.1095 |
2.1095 |
2.1070 |
2.1111 |
| PP |
2.1064 |
2.1064 |
2.1064 |
2.1072 |
| S1 |
2.1032 |
2.1032 |
2.1058 |
2.1048 |
| S2 |
2.1001 |
2.1001 |
2.1052 |
|
| S3 |
2.0938 |
2.0969 |
2.1047 |
|
| S4 |
2.0875 |
2.0906 |
2.1029 |
|
|
| 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 |
2.1095 |
2.0760 |
0.0335 |
1.6% |
0.0065 |
0.3% |
91% |
True |
False |
92,860 |
| 10 |
2.1095 |
2.0460 |
0.0635 |
3.0% |
0.0070 |
0.3% |
95% |
True |
False |
79,510 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.1% |
0.0072 |
0.3% |
96% |
True |
False |
83,901 |
| 40 |
2.1095 |
1.9864 |
0.1231 |
5.8% |
0.0084 |
0.4% |
97% |
True |
False |
76,303 |
| 60 |
2.1095 |
1.9727 |
0.1368 |
6.5% |
0.0072 |
0.3% |
98% |
True |
False |
53,175 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.5% |
0.0054 |
0.3% |
98% |
True |
False |
39,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1363 |
|
2.618 |
2.1260 |
|
1.618 |
2.1197 |
|
1.000 |
2.1158 |
|
0.618 |
2.1134 |
|
HIGH |
2.1095 |
|
0.618 |
2.1071 |
|
0.500 |
2.1064 |
|
0.382 |
2.1056 |
|
LOW |
2.1032 |
|
0.618 |
2.0993 |
|
1.000 |
2.0969 |
|
1.618 |
2.0930 |
|
2.618 |
2.0867 |
|
4.250 |
2.0764 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.1064 |
2.1029 |
| PP |
2.1064 |
2.0993 |
| S1 |
2.1064 |
2.0958 |
|