CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 24-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2007 |
24-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0409 |
2.0391 |
-0.0018 |
-0.1% |
2.0338 |
| High |
2.0409 |
2.0391 |
-0.0018 |
-0.1% |
2.0404 |
| Low |
2.0409 |
2.0391 |
-0.0018 |
-0.1% |
2.0228 |
| Close |
2.0409 |
2.0391 |
-0.0018 |
-0.1% |
2.0404 |
| Range |
|
|
|
|
|
| ATR |
0.0087 |
0.0082 |
-0.0005 |
-5.7% |
0.0000 |
| Volume |
85 |
55 |
-30 |
-35.3% |
107 |
|
| Daily Pivots for day following 24-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0391 |
2.0391 |
2.0391 |
|
| R3 |
2.0391 |
2.0391 |
2.0391 |
|
| R2 |
2.0391 |
2.0391 |
2.0391 |
|
| R1 |
2.0391 |
2.0391 |
2.0391 |
2.0391 |
| PP |
2.0391 |
2.0391 |
2.0391 |
2.0391 |
| S1 |
2.0391 |
2.0391 |
2.0391 |
2.0391 |
| S2 |
2.0391 |
2.0391 |
2.0391 |
|
| S3 |
2.0391 |
2.0391 |
2.0391 |
|
| S4 |
2.0391 |
2.0391 |
2.0391 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0873 |
2.0815 |
2.0501 |
|
| R3 |
2.0697 |
2.0639 |
2.0452 |
|
| R2 |
2.0521 |
2.0521 |
2.0436 |
|
| R1 |
2.0463 |
2.0463 |
2.0420 |
2.0492 |
| PP |
2.0345 |
2.0345 |
2.0345 |
2.0360 |
| S1 |
2.0287 |
2.0287 |
2.0388 |
2.0316 |
| S2 |
2.0169 |
2.0169 |
2.0372 |
|
| S3 |
1.9993 |
2.0111 |
2.0356 |
|
| S4 |
1.9817 |
1.9935 |
2.0307 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0391 |
|
2.618 |
2.0391 |
|
1.618 |
2.0391 |
|
1.000 |
2.0391 |
|
0.618 |
2.0391 |
|
HIGH |
2.0391 |
|
0.618 |
2.0391 |
|
0.500 |
2.0391 |
|
0.382 |
2.0391 |
|
LOW |
2.0391 |
|
0.618 |
2.0391 |
|
1.000 |
2.0391 |
|
1.618 |
2.0391 |
|
2.618 |
2.0391 |
|
4.250 |
2.0391 |
|
|
| Fisher Pivots for day following 24-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0391 |
2.0358 |
| PP |
2.0391 |
2.0325 |
| S1 |
2.0391 |
2.0292 |
|