CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 09-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2007 |
09-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.1034 |
2.0933 |
-0.0101 |
-0.5% |
2.0778 |
| High |
2.1095 |
2.0995 |
-0.0100 |
-0.5% |
2.1095 |
| Low |
2.1032 |
2.0860 |
-0.0172 |
-0.8% |
2.0760 |
| Close |
2.1064 |
2.0878 |
-0.0186 |
-0.9% |
2.0878 |
| Range |
0.0063 |
0.0135 |
0.0072 |
114.3% |
0.0335 |
| ATR |
0.0116 |
0.0122 |
0.0006 |
5.4% |
0.0000 |
| Volume |
130,596 |
95,647 |
-34,949 |
-26.8% |
453,135 |
|
| Daily Pivots for day following 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1316 |
2.1232 |
2.0952 |
|
| R3 |
2.1181 |
2.1097 |
2.0915 |
|
| R2 |
2.1046 |
2.1046 |
2.0903 |
|
| R1 |
2.0962 |
2.0962 |
2.0890 |
2.0937 |
| PP |
2.0911 |
2.0911 |
2.0911 |
2.0898 |
| S1 |
2.0827 |
2.0827 |
2.0866 |
2.0802 |
| S2 |
2.0776 |
2.0776 |
2.0853 |
|
| S3 |
2.0641 |
2.0692 |
2.0841 |
|
| S4 |
2.0506 |
2.0557 |
2.0804 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1916 |
2.1732 |
2.1062 |
|
| R3 |
2.1581 |
2.1397 |
2.0970 |
|
| R2 |
2.1246 |
2.1246 |
2.0939 |
|
| R1 |
2.1062 |
2.1062 |
2.0909 |
2.1154 |
| PP |
2.0911 |
2.0911 |
2.0911 |
2.0957 |
| S1 |
2.0727 |
2.0727 |
2.0847 |
2.0819 |
| S2 |
2.0576 |
2.0576 |
2.0817 |
|
| S3 |
2.0241 |
2.0392 |
2.0786 |
|
| S4 |
1.9906 |
2.0057 |
2.0694 |
|
|
| 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% |
0.0070 |
0.3% |
35% |
False |
False |
90,627 |
| 10 |
2.1095 |
2.0540 |
0.0555 |
2.7% |
0.0079 |
0.4% |
61% |
False |
False |
82,936 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0074 |
0.4% |
75% |
False |
False |
84,207 |
| 40 |
2.1095 |
1.9864 |
0.1231 |
5.9% |
0.0085 |
0.4% |
82% |
False |
False |
76,646 |
| 60 |
2.1095 |
1.9757 |
0.1338 |
6.4% |
0.0074 |
0.4% |
84% |
False |
False |
54,765 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0055 |
0.3% |
84% |
False |
False |
41,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1569 |
|
2.618 |
2.1348 |
|
1.618 |
2.1213 |
|
1.000 |
2.1130 |
|
0.618 |
2.1078 |
|
HIGH |
2.0995 |
|
0.618 |
2.0943 |
|
0.500 |
2.0928 |
|
0.382 |
2.0912 |
|
LOW |
2.0860 |
|
0.618 |
2.0777 |
|
1.000 |
2.0725 |
|
1.618 |
2.0642 |
|
2.618 |
2.0507 |
|
4.250 |
2.0286 |
|
|
| Fisher Pivots for day following 09-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0928 |
2.0978 |
| PP |
2.0911 |
2.0944 |
| S1 |
2.0895 |
2.0911 |
|