CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0663 |
2.0712 |
0.0049 |
0.2% |
2.0515 |
| High |
2.0710 |
2.0720 |
0.0010 |
0.0% |
2.0660 |
| Low |
2.0635 |
2.0625 |
-0.0010 |
0.0% |
2.0440 |
| Close |
2.0704 |
2.0681 |
-0.0023 |
-0.1% |
2.0585 |
| Range |
0.0075 |
0.0095 |
0.0020 |
26.7% |
0.0220 |
| ATR |
0.0129 |
0.0126 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
66,469 |
55,668 |
-10,801 |
-16.2% |
254,471 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0960 |
2.0916 |
2.0733 |
|
| R3 |
2.0865 |
2.0821 |
2.0707 |
|
| R2 |
2.0770 |
2.0770 |
2.0698 |
|
| R1 |
2.0726 |
2.0726 |
2.0690 |
2.0701 |
| PP |
2.0675 |
2.0675 |
2.0675 |
2.0663 |
| S1 |
2.0631 |
2.0631 |
2.0672 |
2.0606 |
| S2 |
2.0580 |
2.0580 |
2.0664 |
|
| S3 |
2.0485 |
2.0536 |
2.0655 |
|
| S4 |
2.0390 |
2.0441 |
2.0629 |
|
|
| 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 |
2.0720 |
2.0510 |
0.0210 |
1.0% |
0.0081 |
0.4% |
81% |
True |
False |
61,444 |
| 10 |
2.0740 |
2.0405 |
0.0335 |
1.6% |
0.0096 |
0.5% |
82% |
False |
False |
77,046 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0091 |
0.4% |
40% |
False |
False |
77,284 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0087 |
0.4% |
53% |
False |
False |
75,569 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0088 |
0.4% |
66% |
False |
False |
67,519 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0069 |
0.3% |
70% |
False |
False |
50,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1124 |
|
2.618 |
2.0969 |
|
1.618 |
2.0874 |
|
1.000 |
2.0815 |
|
0.618 |
2.0779 |
|
HIGH |
2.0720 |
|
0.618 |
2.0684 |
|
0.500 |
2.0673 |
|
0.382 |
2.0661 |
|
LOW |
2.0625 |
|
0.618 |
2.0566 |
|
1.000 |
2.0530 |
|
1.618 |
2.0471 |
|
2.618 |
2.0376 |
|
4.250 |
2.0221 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0678 |
2.0659 |
| PP |
2.0675 |
2.0637 |
| S1 |
2.0673 |
2.0615 |
|