CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0638 |
2.0623 |
-0.0015 |
-0.1% |
2.0515 |
| High |
2.0815 |
2.0635 |
-0.0180 |
-0.9% |
2.0660 |
| Low |
2.0638 |
2.0588 |
-0.0050 |
-0.2% |
2.0440 |
| Close |
2.0800 |
2.0604 |
-0.0196 |
-0.9% |
2.0585 |
| Range |
0.0177 |
0.0047 |
-0.0130 |
-73.4% |
0.0220 |
| ATR |
0.0130 |
0.0136 |
0.0006 |
4.5% |
0.0000 |
| Volume |
66,542 |
106,036 |
39,494 |
59.4% |
254,471 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0750 |
2.0724 |
2.0630 |
|
| R3 |
2.0703 |
2.0677 |
2.0617 |
|
| R2 |
2.0656 |
2.0656 |
2.0613 |
|
| R1 |
2.0630 |
2.0630 |
2.0608 |
2.0620 |
| PP |
2.0609 |
2.0609 |
2.0609 |
2.0604 |
| S1 |
2.0583 |
2.0583 |
2.0600 |
2.0573 |
| S2 |
2.0562 |
2.0562 |
2.0595 |
|
| S3 |
2.0515 |
2.0536 |
2.0591 |
|
| S4 |
2.0468 |
2.0489 |
2.0578 |
|
|
| 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 |
2.0815 |
2.0510 |
0.0305 |
1.5% |
0.0098 |
0.5% |
31% |
False |
False |
70,295 |
| 10 |
2.0815 |
2.0405 |
0.0410 |
2.0% |
0.0092 |
0.4% |
49% |
False |
False |
75,816 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0094 |
0.5% |
29% |
False |
False |
79,182 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0088 |
0.4% |
44% |
False |
False |
76,684 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0088 |
0.4% |
60% |
False |
False |
70,326 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0072 |
0.3% |
64% |
False |
False |
52,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0835 |
|
2.618 |
2.0758 |
|
1.618 |
2.0711 |
|
1.000 |
2.0682 |
|
0.618 |
2.0664 |
|
HIGH |
2.0635 |
|
0.618 |
2.0617 |
|
0.500 |
2.0612 |
|
0.382 |
2.0606 |
|
LOW |
2.0588 |
|
0.618 |
2.0559 |
|
1.000 |
2.0541 |
|
1.618 |
2.0512 |
|
2.618 |
2.0465 |
|
4.250 |
2.0388 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0612 |
2.0702 |
| PP |
2.0609 |
2.0669 |
| S1 |
2.0607 |
2.0637 |
|