CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0594 |
2.0555 |
-0.0039 |
-0.2% |
2.0933 |
| High |
2.0660 |
2.0616 |
-0.0044 |
-0.2% |
2.0995 |
| Low |
2.0594 |
2.0540 |
-0.0054 |
-0.3% |
2.0405 |
| Close |
2.0649 |
2.0611 |
-0.0038 |
-0.2% |
2.0495 |
| Range |
0.0066 |
0.0076 |
0.0010 |
15.2% |
0.0590 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
56,153 |
72,170 |
16,017 |
28.5% |
393,859 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0817 |
2.0790 |
2.0653 |
|
| R3 |
2.0741 |
2.0714 |
2.0632 |
|
| R2 |
2.0665 |
2.0665 |
2.0625 |
|
| R1 |
2.0638 |
2.0638 |
2.0618 |
2.0652 |
| PP |
2.0589 |
2.0589 |
2.0589 |
2.0596 |
| S1 |
2.0562 |
2.0562 |
2.0604 |
2.0576 |
| S2 |
2.0513 |
2.0513 |
2.0597 |
|
| S3 |
2.0437 |
2.0486 |
2.0590 |
|
| S4 |
2.0361 |
2.0410 |
2.0569 |
|
|
| 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 |
2.0660 |
2.0405 |
0.0255 |
1.2% |
0.0086 |
0.4% |
81% |
False |
False |
81,336 |
| 10 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0103 |
0.5% |
30% |
False |
False |
81,781 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0087 |
0.4% |
30% |
False |
False |
77,206 |
| 40 |
2.1095 |
2.0170 |
0.0925 |
4.5% |
0.0087 |
0.4% |
48% |
False |
False |
76,382 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0086 |
0.4% |
61% |
False |
False |
64,574 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0066 |
0.3% |
65% |
False |
False |
48,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0939 |
|
2.618 |
2.0815 |
|
1.618 |
2.0739 |
|
1.000 |
2.0692 |
|
0.618 |
2.0663 |
|
HIGH |
2.0616 |
|
0.618 |
2.0587 |
|
0.500 |
2.0578 |
|
0.382 |
2.0569 |
|
LOW |
2.0540 |
|
0.618 |
2.0493 |
|
1.000 |
2.0464 |
|
1.618 |
2.0417 |
|
2.618 |
2.0341 |
|
4.250 |
2.0217 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0600 |
2.0591 |
| PP |
2.0589 |
2.0570 |
| S1 |
2.0578 |
2.0550 |
|