CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0555 |
2.0543 |
-0.0012 |
-0.1% |
2.0515 |
| High |
2.0616 |
2.0605 |
-0.0011 |
-0.1% |
2.0660 |
| Low |
2.0540 |
2.0510 |
-0.0030 |
-0.1% |
2.0440 |
| Close |
2.0611 |
2.0585 |
-0.0026 |
-0.1% |
2.0585 |
| Range |
0.0076 |
0.0095 |
0.0019 |
25.0% |
0.0220 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
72,170 |
56,762 |
-15,408 |
-21.3% |
254,471 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0852 |
2.0813 |
2.0637 |
|
| R3 |
2.0757 |
2.0718 |
2.0611 |
|
| R2 |
2.0662 |
2.0662 |
2.0602 |
|
| R1 |
2.0623 |
2.0623 |
2.0594 |
2.0643 |
| PP |
2.0567 |
2.0567 |
2.0567 |
2.0576 |
| S1 |
2.0528 |
2.0528 |
2.0576 |
2.0548 |
| S2 |
2.0472 |
2.0472 |
2.0568 |
|
| S3 |
2.0377 |
2.0433 |
2.0559 |
|
| S4 |
2.0282 |
2.0338 |
2.0533 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1222 |
2.1123 |
2.0706 |
|
| R3 |
2.1002 |
2.0903 |
2.0646 |
|
| R2 |
2.0782 |
2.0782 |
2.0625 |
|
| R1 |
2.0683 |
2.0683 |
2.0605 |
2.0733 |
| PP |
2.0562 |
2.0562 |
2.0562 |
2.0586 |
| S1 |
2.0463 |
2.0463 |
2.0565 |
2.0513 |
| S2 |
2.0342 |
2.0342 |
2.0545 |
|
| S3 |
2.0122 |
2.0243 |
2.0525 |
|
| S4 |
1.9902 |
2.0023 |
2.0464 |
|
|
| 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% |
0.0088 |
0.4% |
71% |
False |
False |
69,610 |
| 10 |
2.0995 |
2.0405 |
0.0590 |
2.9% |
0.0106 |
0.5% |
31% |
False |
False |
74,397 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0088 |
0.4% |
26% |
False |
False |
76,954 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0087 |
0.4% |
42% |
False |
False |
76,440 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0087 |
0.4% |
59% |
False |
False |
65,513 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0067 |
0.3% |
63% |
False |
False |
49,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1009 |
|
2.618 |
2.0854 |
|
1.618 |
2.0759 |
|
1.000 |
2.0700 |
|
0.618 |
2.0664 |
|
HIGH |
2.0605 |
|
0.618 |
2.0569 |
|
0.500 |
2.0558 |
|
0.382 |
2.0546 |
|
LOW |
2.0510 |
|
0.618 |
2.0451 |
|
1.000 |
2.0415 |
|
1.618 |
2.0356 |
|
2.618 |
2.0261 |
|
4.250 |
2.0106 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0576 |
2.0585 |
| PP |
2.0567 |
2.0585 |
| S1 |
2.0558 |
2.0585 |
|