CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0314 |
2.0441 |
0.0127 |
0.6% |
2.0634 |
| High |
2.0330 |
2.0490 |
0.0160 |
0.8% |
2.0667 |
| Low |
2.0255 |
2.0425 |
0.0170 |
0.8% |
2.0230 |
| Close |
2.0310 |
2.0459 |
0.0149 |
0.7% |
2.0310 |
| Range |
0.0075 |
0.0065 |
-0.0010 |
-13.3% |
0.0437 |
| ATR |
0.0136 |
0.0139 |
0.0003 |
2.3% |
0.0000 |
| Volume |
85,414 |
59,286 |
-26,128 |
-30.6% |
400,012 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0653 |
2.0621 |
2.0495 |
|
| R3 |
2.0588 |
2.0556 |
2.0477 |
|
| R2 |
2.0523 |
2.0523 |
2.0471 |
|
| R1 |
2.0491 |
2.0491 |
2.0465 |
2.0507 |
| PP |
2.0458 |
2.0458 |
2.0458 |
2.0466 |
| S1 |
2.0426 |
2.0426 |
2.0453 |
2.0442 |
| S2 |
2.0393 |
2.0393 |
2.0447 |
|
| S3 |
2.0328 |
2.0361 |
2.0441 |
|
| S4 |
2.0263 |
2.0296 |
2.0423 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1713 |
2.1449 |
2.0550 |
|
| R3 |
2.1276 |
2.1012 |
2.0430 |
|
| R2 |
2.0839 |
2.0839 |
2.0390 |
|
| R1 |
2.0575 |
2.0575 |
2.0350 |
2.0489 |
| PP |
2.0402 |
2.0402 |
2.0402 |
2.0359 |
| S1 |
2.0138 |
2.0138 |
2.0270 |
2.0052 |
| S2 |
1.9965 |
1.9965 |
2.0230 |
|
| S3 |
1.9528 |
1.9701 |
2.0190 |
|
| S4 |
1.9091 |
1.9264 |
2.0070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0627 |
2.0230 |
0.0397 |
1.9% |
0.0079 |
0.4% |
58% |
False |
False |
76,171 |
| 10 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0091 |
0.4% |
39% |
False |
False |
76,886 |
| 20 |
2.0995 |
2.0230 |
0.0765 |
3.7% |
0.0095 |
0.5% |
30% |
False |
False |
74,183 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0084 |
0.4% |
27% |
False |
False |
79,195 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0088 |
0.4% |
48% |
False |
False |
75,825 |
| 80 |
2.1095 |
1.9757 |
0.1338 |
6.5% |
0.0079 |
0.4% |
52% |
False |
False |
59,619 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0063 |
0.3% |
54% |
False |
False |
47,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0766 |
|
2.618 |
2.0660 |
|
1.618 |
2.0595 |
|
1.000 |
2.0555 |
|
0.618 |
2.0530 |
|
HIGH |
2.0490 |
|
0.618 |
2.0465 |
|
0.500 |
2.0458 |
|
0.382 |
2.0450 |
|
LOW |
2.0425 |
|
0.618 |
2.0385 |
|
1.000 |
2.0360 |
|
1.618 |
2.0320 |
|
2.618 |
2.0255 |
|
4.250 |
2.0149 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0459 |
2.0426 |
| PP |
2.0458 |
2.0393 |
| S1 |
2.0458 |
2.0360 |
|