CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 16-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2007 |
16-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0460 |
2.0436 |
-0.0024 |
-0.1% |
2.0933 |
| High |
2.0490 |
2.0515 |
0.0025 |
0.1% |
2.0995 |
| Low |
2.0405 |
2.0405 |
0.0000 |
0.0% |
2.0405 |
| Close |
2.0414 |
2.0495 |
0.0081 |
0.4% |
2.0495 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0590 |
| ATR |
0.0133 |
0.0132 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
115,391 |
93,583 |
-21,808 |
-18.9% |
393,859 |
|
| Daily Pivots for day following 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0802 |
2.0758 |
2.0556 |
|
| R3 |
2.0692 |
2.0648 |
2.0525 |
|
| R2 |
2.0582 |
2.0582 |
2.0515 |
|
| R1 |
2.0538 |
2.0538 |
2.0505 |
2.0560 |
| PP |
2.0472 |
2.0472 |
2.0472 |
2.0483 |
| S1 |
2.0428 |
2.0428 |
2.0485 |
2.0450 |
| S2 |
2.0362 |
2.0362 |
2.0475 |
|
| S3 |
2.0252 |
2.0318 |
2.0465 |
|
| S4 |
2.0142 |
2.0208 |
2.0435 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2402 |
2.2038 |
2.0820 |
|
| R3 |
2.1812 |
2.1448 |
2.0657 |
|
| R2 |
2.1222 |
2.1222 |
2.0603 |
|
| R1 |
2.0858 |
2.0858 |
2.0549 |
2.0745 |
| PP |
2.0632 |
2.0632 |
2.0632 |
2.0575 |
| S1 |
2.0268 |
2.0268 |
2.0441 |
2.0155 |
| S2 |
2.0042 |
2.0042 |
2.0387 |
|
| S3 |
1.9452 |
1.9678 |
2.0333 |
|
| S4 |
1.8862 |
1.9088 |
2.0171 |
|
|
| 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% |
0.0118 |
0.6% |
15% |
False |
True |
78,771 |
| 10 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0094 |
0.5% |
13% |
False |
True |
84,699 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0086 |
0.4% |
31% |
False |
False |
82,580 |
| 40 |
2.1095 |
2.0100 |
0.0995 |
4.9% |
0.0085 |
0.4% |
40% |
False |
False |
75,419 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0082 |
0.4% |
51% |
False |
False |
61,310 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0063 |
0.3% |
56% |
False |
False |
46,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0983 |
|
2.618 |
2.0803 |
|
1.618 |
2.0693 |
|
1.000 |
2.0625 |
|
0.618 |
2.0583 |
|
HIGH |
2.0515 |
|
0.618 |
2.0473 |
|
0.500 |
2.0460 |
|
0.382 |
2.0447 |
|
LOW |
2.0405 |
|
0.618 |
2.0337 |
|
1.000 |
2.0295 |
|
1.618 |
2.0227 |
|
2.618 |
2.0117 |
|
4.250 |
1.9938 |
|
|
| Fisher Pivots for day following 16-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0483 |
2.0555 |
| PP |
2.0472 |
2.0535 |
| S1 |
2.0460 |
2.0515 |
|