CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0673 |
2.0460 |
-0.0213 |
-1.0% |
2.0778 |
| High |
2.0705 |
2.0490 |
-0.0215 |
-1.0% |
2.1095 |
| Low |
2.0525 |
2.0405 |
-0.0120 |
-0.6% |
2.0760 |
| Close |
2.0540 |
2.0414 |
-0.0126 |
-0.6% |
2.0878 |
| Range |
0.0180 |
0.0085 |
-0.0095 |
-52.8% |
0.0335 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.1% |
0.0000 |
| Volume |
80,870 |
115,391 |
34,521 |
42.7% |
453,135 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0691 |
2.0638 |
2.0461 |
|
| R3 |
2.0606 |
2.0553 |
2.0437 |
|
| R2 |
2.0521 |
2.0521 |
2.0430 |
|
| R1 |
2.0468 |
2.0468 |
2.0422 |
2.0452 |
| PP |
2.0436 |
2.0436 |
2.0436 |
2.0429 |
| S1 |
2.0383 |
2.0383 |
2.0406 |
2.0367 |
| S2 |
2.0351 |
2.0351 |
2.0398 |
|
| S3 |
2.0266 |
2.0298 |
2.0391 |
|
| S4 |
2.0181 |
2.0213 |
2.0367 |
|
|
| 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 |
2.0995 |
2.0405 |
0.0590 |
2.9% |
0.0123 |
0.6% |
2% |
False |
True |
79,184 |
| 10 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0094 |
0.5% |
1% |
False |
True |
86,022 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0084 |
0.4% |
22% |
False |
False |
81,854 |
| 40 |
2.1095 |
2.0099 |
0.0996 |
4.9% |
0.0084 |
0.4% |
32% |
False |
False |
74,965 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0081 |
0.4% |
45% |
False |
False |
59,752 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0061 |
0.3% |
50% |
False |
False |
44,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0851 |
|
2.618 |
2.0713 |
|
1.618 |
2.0628 |
|
1.000 |
2.0575 |
|
0.618 |
2.0543 |
|
HIGH |
2.0490 |
|
0.618 |
2.0458 |
|
0.500 |
2.0448 |
|
0.382 |
2.0437 |
|
LOW |
2.0405 |
|
0.618 |
2.0352 |
|
1.000 |
2.0320 |
|
1.618 |
2.0267 |
|
2.618 |
2.0182 |
|
4.250 |
2.0044 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0448 |
2.0573 |
| PP |
2.0436 |
2.0520 |
| S1 |
2.0425 |
2.0467 |
|