CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0623 |
2.0648 |
0.0025 |
0.1% |
2.0663 |
| High |
2.0635 |
2.0670 |
0.0035 |
0.2% |
2.0815 |
| Low |
2.0588 |
2.0523 |
-0.0065 |
-0.3% |
2.0523 |
| Close |
2.0604 |
2.0558 |
-0.0046 |
-0.2% |
2.0558 |
| Range |
0.0047 |
0.0147 |
0.0100 |
212.8% |
0.0292 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.6% |
0.0000 |
| Volume |
106,036 |
81,319 |
-24,717 |
-23.3% |
376,034 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1025 |
2.0938 |
2.0639 |
|
| R3 |
2.0878 |
2.0791 |
2.0598 |
|
| R2 |
2.0731 |
2.0731 |
2.0585 |
|
| R1 |
2.0644 |
2.0644 |
2.0571 |
2.0614 |
| PP |
2.0584 |
2.0584 |
2.0584 |
2.0569 |
| S1 |
2.0497 |
2.0497 |
2.0545 |
2.0467 |
| S2 |
2.0437 |
2.0437 |
2.0531 |
|
| S3 |
2.0290 |
2.0350 |
2.0518 |
|
| S4 |
2.0143 |
2.0203 |
2.0477 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1508 |
2.1325 |
2.0719 |
|
| R3 |
2.1216 |
2.1033 |
2.0638 |
|
| R2 |
2.0924 |
2.0924 |
2.0612 |
|
| R1 |
2.0741 |
2.0741 |
2.0585 |
2.0687 |
| PP |
2.0632 |
2.0632 |
2.0632 |
2.0605 |
| S1 |
2.0449 |
2.0449 |
2.0531 |
2.0395 |
| S2 |
2.0340 |
2.0340 |
2.0504 |
|
| S3 |
2.0048 |
2.0157 |
2.0478 |
|
| S4 |
1.9756 |
1.9865 |
2.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0815 |
2.0523 |
0.0292 |
1.4% |
0.0108 |
0.5% |
12% |
False |
True |
75,206 |
| 10 |
2.0815 |
2.0405 |
0.0410 |
2.0% |
0.0098 |
0.5% |
37% |
False |
False |
72,408 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0096 |
0.5% |
22% |
False |
False |
79,215 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0089 |
0.4% |
39% |
False |
False |
77,143 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0089 |
0.4% |
56% |
False |
False |
71,447 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0074 |
0.4% |
61% |
False |
False |
53,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1295 |
|
2.618 |
2.1055 |
|
1.618 |
2.0908 |
|
1.000 |
2.0817 |
|
0.618 |
2.0761 |
|
HIGH |
2.0670 |
|
0.618 |
2.0614 |
|
0.500 |
2.0597 |
|
0.382 |
2.0579 |
|
LOW |
2.0523 |
|
0.618 |
2.0432 |
|
1.000 |
2.0376 |
|
1.618 |
2.0285 |
|
2.618 |
2.0138 |
|
4.250 |
1.9898 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0597 |
2.0669 |
| PP |
2.0584 |
2.0632 |
| S1 |
2.0571 |
2.0595 |
|