CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 14-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2007 |
14-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0690 |
2.0673 |
-0.0017 |
-0.1% |
2.0778 |
| High |
2.0740 |
2.0705 |
-0.0035 |
-0.2% |
2.1095 |
| Low |
2.0660 |
2.0525 |
-0.0135 |
-0.7% |
2.0760 |
| Close |
2.0664 |
2.0540 |
-0.0124 |
-0.6% |
2.0878 |
| Range |
0.0080 |
0.0180 |
0.0100 |
125.0% |
0.0335 |
| ATR |
0.0130 |
0.0133 |
0.0004 |
2.8% |
0.0000 |
| Volume |
104,015 |
80,870 |
-23,145 |
-22.3% |
453,135 |
|
| Daily Pivots for day following 14-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1130 |
2.1015 |
2.0639 |
|
| R3 |
2.0950 |
2.0835 |
2.0590 |
|
| R2 |
2.0770 |
2.0770 |
2.0573 |
|
| R1 |
2.0655 |
2.0655 |
2.0557 |
2.0623 |
| PP |
2.0590 |
2.0590 |
2.0590 |
2.0574 |
| S1 |
2.0475 |
2.0475 |
2.0524 |
2.0443 |
| S2 |
2.0410 |
2.0410 |
2.0507 |
|
| S3 |
2.0230 |
2.0295 |
2.0491 |
|
| S4 |
2.0050 |
2.0115 |
2.0441 |
|
|
| 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 |
2.0525 |
0.0570 |
2.8% |
0.0119 |
0.6% |
3% |
False |
True |
82,225 |
| 10 |
2.1095 |
2.0525 |
0.0570 |
2.8% |
0.0095 |
0.5% |
3% |
False |
True |
82,548 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0083 |
0.4% |
36% |
False |
False |
80,452 |
| 40 |
2.1095 |
2.0020 |
0.1075 |
5.2% |
0.0084 |
0.4% |
48% |
False |
False |
74,146 |
| 60 |
2.1095 |
1.9851 |
0.1244 |
6.1% |
0.0080 |
0.4% |
55% |
False |
False |
57,831 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0060 |
0.3% |
59% |
False |
False |
43,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1470 |
|
2.618 |
2.1176 |
|
1.618 |
2.0996 |
|
1.000 |
2.0885 |
|
0.618 |
2.0816 |
|
HIGH |
2.0705 |
|
0.618 |
2.0636 |
|
0.500 |
2.0615 |
|
0.382 |
2.0594 |
|
LOW |
2.0525 |
|
0.618 |
2.0414 |
|
1.000 |
2.0345 |
|
1.618 |
2.0234 |
|
2.618 |
2.0054 |
|
4.250 |
1.9760 |
|
|
| Fisher Pivots for day following 14-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0615 |
2.0760 |
| PP |
2.0590 |
2.0687 |
| S1 |
2.0565 |
2.0613 |
|