CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 15-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2007 |
15-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0476 |
2.0402 |
-0.0074 |
-0.4% |
2.0712 |
| High |
2.0476 |
2.0402 |
-0.0074 |
-0.4% |
2.1002 |
| Low |
2.0476 |
2.0360 |
-0.0116 |
-0.6% |
2.0700 |
| Close |
2.0476 |
2.0350 |
-0.0126 |
-0.6% |
2.0813 |
| Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0302 |
| ATR |
0.0096 |
0.0098 |
0.0001 |
1.5% |
0.0000 |
| Volume |
498 |
731 |
233 |
46.8% |
1,737 |
|
| Daily Pivots for day following 15-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0497 |
2.0465 |
2.0373 |
|
| R3 |
2.0455 |
2.0423 |
2.0362 |
|
| R2 |
2.0413 |
2.0413 |
2.0358 |
|
| R1 |
2.0381 |
2.0381 |
2.0354 |
2.0376 |
| PP |
2.0371 |
2.0371 |
2.0371 |
2.0368 |
| S1 |
2.0339 |
2.0339 |
2.0346 |
2.0334 |
| S2 |
2.0329 |
2.0329 |
2.0342 |
|
| S3 |
2.0287 |
2.0297 |
2.0338 |
|
| S4 |
2.0245 |
2.0255 |
2.0327 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1744 |
2.1581 |
2.0979 |
|
| R3 |
2.1442 |
2.1279 |
2.0896 |
|
| R2 |
2.1140 |
2.1140 |
2.0868 |
|
| R1 |
2.0977 |
2.0977 |
2.0841 |
2.1059 |
| PP |
2.0838 |
2.0838 |
2.0838 |
2.0879 |
| S1 |
2.0675 |
2.0675 |
2.0785 |
2.0757 |
| S2 |
2.0536 |
2.0536 |
2.0758 |
|
| S3 |
2.0234 |
2.0373 |
2.0730 |
|
| S4 |
1.9932 |
2.0071 |
2.0647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0581 |
|
2.618 |
2.0512 |
|
1.618 |
2.0470 |
|
1.000 |
2.0444 |
|
0.618 |
2.0428 |
|
HIGH |
2.0402 |
|
0.618 |
2.0386 |
|
0.500 |
2.0381 |
|
0.382 |
2.0376 |
|
LOW |
2.0360 |
|
0.618 |
2.0334 |
|
1.000 |
2.0318 |
|
1.618 |
2.0292 |
|
2.618 |
2.0250 |
|
4.250 |
2.0182 |
|
|
| Fisher Pivots for day following 15-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0381 |
2.0490 |
| PP |
2.0371 |
2.0443 |
| S1 |
2.0360 |
2.0397 |
|