CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0352 |
2.0243 |
-0.0109 |
-0.5% |
2.0663 |
| High |
2.0355 |
2.0308 |
-0.0047 |
-0.2% |
2.0815 |
| Low |
2.0244 |
2.0230 |
-0.0014 |
-0.1% |
2.0523 |
| Close |
2.0250 |
2.0285 |
0.0035 |
0.2% |
2.0558 |
| Range |
0.0111 |
0.0078 |
-0.0033 |
-29.7% |
0.0292 |
| ATR |
0.0146 |
0.0141 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
56,318 |
113,727 |
57,409 |
101.9% |
376,034 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0508 |
2.0475 |
2.0328 |
|
| R3 |
2.0430 |
2.0397 |
2.0306 |
|
| R2 |
2.0352 |
2.0352 |
2.0299 |
|
| R1 |
2.0319 |
2.0319 |
2.0292 |
2.0336 |
| PP |
2.0274 |
2.0274 |
2.0274 |
2.0283 |
| S1 |
2.0241 |
2.0241 |
2.0278 |
2.0258 |
| S2 |
2.0196 |
2.0196 |
2.0271 |
|
| S3 |
2.0118 |
2.0163 |
2.0264 |
|
| S4 |
2.0040 |
2.0085 |
2.0242 |
|
|
| 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 |
2.0670 |
2.0230 |
0.0440 |
2.2% |
0.0090 |
0.4% |
13% |
False |
True |
79,183 |
| 10 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0094 |
0.5% |
9% |
False |
True |
74,739 |
| 20 |
2.1095 |
2.0230 |
0.0865 |
4.3% |
0.0098 |
0.5% |
6% |
False |
True |
78,260 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0085 |
0.4% |
7% |
False |
False |
79,504 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.1% |
0.0090 |
0.4% |
34% |
False |
False |
75,646 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0077 |
0.4% |
41% |
False |
False |
57,816 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0062 |
0.3% |
41% |
False |
False |
46,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0640 |
|
2.618 |
2.0512 |
|
1.618 |
2.0434 |
|
1.000 |
2.0386 |
|
0.618 |
2.0356 |
|
HIGH |
2.0308 |
|
0.618 |
2.0278 |
|
0.500 |
2.0269 |
|
0.382 |
2.0260 |
|
LOW |
2.0230 |
|
0.618 |
2.0182 |
|
1.000 |
2.0152 |
|
1.618 |
2.0104 |
|
2.618 |
2.0026 |
|
4.250 |
1.9899 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0280 |
2.0429 |
| PP |
2.0274 |
2.0381 |
| S1 |
2.0269 |
2.0333 |
|