CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0441 |
2.0489 |
0.0048 |
0.2% |
2.0634 |
| High |
2.0490 |
2.0489 |
-0.0001 |
0.0% |
2.0667 |
| Low |
2.0425 |
2.0350 |
-0.0075 |
-0.4% |
2.0230 |
| Close |
2.0459 |
2.0354 |
-0.0105 |
-0.5% |
2.0310 |
| Range |
0.0065 |
0.0139 |
0.0074 |
113.8% |
0.0437 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
0.0% |
0.0000 |
| Volume |
59,286 |
63,056 |
3,770 |
6.4% |
400,012 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0815 |
2.0723 |
2.0430 |
|
| R3 |
2.0676 |
2.0584 |
2.0392 |
|
| R2 |
2.0537 |
2.0537 |
2.0379 |
|
| R1 |
2.0445 |
2.0445 |
2.0367 |
2.0422 |
| PP |
2.0398 |
2.0398 |
2.0398 |
2.0386 |
| S1 |
2.0306 |
2.0306 |
2.0341 |
2.0283 |
| S2 |
2.0259 |
2.0259 |
2.0329 |
|
| S3 |
2.0120 |
2.0167 |
2.0316 |
|
| S4 |
1.9981 |
2.0028 |
2.0278 |
|
|
| 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 |
2.0490 |
2.0230 |
0.0260 |
1.3% |
0.0094 |
0.5% |
48% |
False |
False |
75,560 |
| 10 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0095 |
0.5% |
21% |
False |
False |
77,625 |
| 20 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0095 |
0.5% |
21% |
False |
False |
77,335 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0087 |
0.4% |
15% |
False |
False |
78,578 |
| 60 |
2.1095 |
1.9880 |
0.1215 |
6.0% |
0.0089 |
0.4% |
39% |
False |
False |
75,017 |
| 80 |
2.1095 |
1.9757 |
0.1338 |
6.6% |
0.0081 |
0.4% |
45% |
False |
False |
60,406 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0065 |
0.3% |
46% |
False |
False |
48,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1080 |
|
2.618 |
2.0853 |
|
1.618 |
2.0714 |
|
1.000 |
2.0628 |
|
0.618 |
2.0575 |
|
HIGH |
2.0489 |
|
0.618 |
2.0436 |
|
0.500 |
2.0420 |
|
0.382 |
2.0403 |
|
LOW |
2.0350 |
|
0.618 |
2.0264 |
|
1.000 |
2.0211 |
|
1.618 |
2.0125 |
|
2.618 |
1.9986 |
|
4.250 |
1.9759 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0420 |
2.0373 |
| PP |
2.0398 |
2.0366 |
| S1 |
2.0376 |
2.0360 |
|