CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 07-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2007 |
07-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0782 |
2.0960 |
0.0178 |
0.9% |
2.0522 |
| High |
2.0782 |
2.0960 |
0.0178 |
0.9% |
2.0796 |
| Low |
2.0782 |
2.0960 |
0.0178 |
0.9% |
2.0522 |
| Close |
2.0782 |
2.0960 |
0.0178 |
0.9% |
2.0796 |
| Range |
|
|
|
|
|
| ATR |
0.0074 |
0.0082 |
0.0007 |
9.9% |
0.0000 |
| Volume |
140 |
381 |
241 |
172.1% |
792 |
|
| Daily Pivots for day following 07-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0960 |
2.0960 |
2.0960 |
|
| R3 |
2.0960 |
2.0960 |
2.0960 |
|
| R2 |
2.0960 |
2.0960 |
2.0960 |
|
| R1 |
2.0960 |
2.0960 |
2.0960 |
2.0960 |
| PP |
2.0960 |
2.0960 |
2.0960 |
2.0960 |
| S1 |
2.0960 |
2.0960 |
2.0960 |
2.0960 |
| S2 |
2.0960 |
2.0960 |
2.0960 |
|
| S3 |
2.0960 |
2.0960 |
2.0960 |
|
| S4 |
2.0960 |
2.0960 |
2.0960 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1527 |
2.1435 |
2.0947 |
|
| R3 |
2.1253 |
2.1161 |
2.0871 |
|
| R2 |
2.0979 |
2.0979 |
2.0846 |
|
| R1 |
2.0887 |
2.0887 |
2.0821 |
2.0933 |
| PP |
2.0705 |
2.0705 |
2.0705 |
2.0728 |
| S1 |
2.0613 |
2.0613 |
2.0771 |
2.0659 |
| S2 |
2.0431 |
2.0431 |
2.0746 |
|
| S3 |
2.0157 |
2.0339 |
2.0721 |
|
| S4 |
1.9883 |
2.0065 |
2.0645 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0960 |
|
2.618 |
2.0960 |
|
1.618 |
2.0960 |
|
1.000 |
2.0960 |
|
0.618 |
2.0960 |
|
HIGH |
2.0960 |
|
0.618 |
2.0960 |
|
0.500 |
2.0960 |
|
0.382 |
2.0960 |
|
LOW |
2.0960 |
|
0.618 |
2.0960 |
|
1.000 |
2.0960 |
|
1.618 |
2.0960 |
|
2.618 |
2.0960 |
|
4.250 |
2.0960 |
|
|
| Fisher Pivots for day following 07-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0960 |
2.0917 |
| PP |
2.0960 |
2.0873 |
| S1 |
2.0960 |
2.0830 |
|