CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 19-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2007 |
19-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0436 |
2.0515 |
0.0079 |
0.4% |
2.0933 |
| High |
2.0515 |
2.0535 |
0.0020 |
0.1% |
2.0995 |
| Low |
2.0405 |
2.0440 |
0.0035 |
0.2% |
2.0405 |
| Close |
2.0495 |
2.0478 |
-0.0017 |
-0.1% |
2.0495 |
| Range |
0.0110 |
0.0095 |
-0.0015 |
-13.6% |
0.0590 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
93,583 |
69,386 |
-24,197 |
-25.9% |
393,859 |
|
| Daily Pivots for day following 19-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0769 |
2.0719 |
2.0530 |
|
| R3 |
2.0674 |
2.0624 |
2.0504 |
|
| R2 |
2.0579 |
2.0579 |
2.0495 |
|
| R1 |
2.0529 |
2.0529 |
2.0487 |
2.0507 |
| PP |
2.0484 |
2.0484 |
2.0484 |
2.0473 |
| S1 |
2.0434 |
2.0434 |
2.0469 |
2.0412 |
| S2 |
2.0389 |
2.0389 |
2.0461 |
|
| S3 |
2.0294 |
2.0339 |
2.0452 |
|
| S4 |
2.0199 |
2.0244 |
2.0426 |
|
|
| 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 |
2.0740 |
2.0405 |
0.0335 |
1.6% |
0.0110 |
0.5% |
22% |
False |
False |
92,649 |
| 10 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0100 |
0.5% |
11% |
False |
False |
82,306 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0086 |
0.4% |
11% |
False |
False |
81,694 |
| 40 |
2.1095 |
2.0100 |
0.0995 |
4.9% |
0.0086 |
0.4% |
38% |
False |
False |
75,948 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0084 |
0.4% |
50% |
False |
False |
62,450 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0064 |
0.3% |
55% |
False |
False |
46,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0939 |
|
2.618 |
2.0784 |
|
1.618 |
2.0689 |
|
1.000 |
2.0630 |
|
0.618 |
2.0594 |
|
HIGH |
2.0535 |
|
0.618 |
2.0499 |
|
0.500 |
2.0488 |
|
0.382 |
2.0476 |
|
LOW |
2.0440 |
|
0.618 |
2.0381 |
|
1.000 |
2.0345 |
|
1.618 |
2.0286 |
|
2.618 |
2.0191 |
|
4.250 |
2.0036 |
|
|
| Fisher Pivots for day following 19-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0488 |
2.0475 |
| PP |
2.0484 |
2.0473 |
| S1 |
2.0481 |
2.0470 |
|