CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 21-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2007 |
21-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0584 |
2.0545 |
-0.0039 |
-0.2% |
2.0595 |
| High |
2.0584 |
2.0485 |
-0.0099 |
-0.5% |
2.0620 |
| Low |
2.0584 |
2.0485 |
-0.0099 |
-0.5% |
2.0360 |
| Close |
2.0584 |
2.0545 |
-0.0039 |
-0.2% |
2.0431 |
| Range |
|
|
|
|
|
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
272 |
997 |
725 |
266.5% |
2,161 |
|
| Daily Pivots for day following 21-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0505 |
2.0525 |
2.0545 |
|
| R3 |
2.0505 |
2.0525 |
2.0545 |
|
| R2 |
2.0505 |
2.0505 |
2.0545 |
|
| R1 |
2.0525 |
2.0525 |
2.0545 |
2.0545 |
| PP |
2.0505 |
2.0505 |
2.0505 |
2.0515 |
| S1 |
2.0525 |
2.0525 |
2.0545 |
2.0545 |
| S2 |
2.0505 |
2.0505 |
2.0545 |
|
| S3 |
2.0505 |
2.0525 |
2.0545 |
|
| S4 |
2.0505 |
2.0525 |
2.0545 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1250 |
2.1101 |
2.0574 |
|
| R3 |
2.0990 |
2.0841 |
2.0503 |
|
| R2 |
2.0730 |
2.0730 |
2.0479 |
|
| R1 |
2.0581 |
2.0581 |
2.0455 |
2.0526 |
| PP |
2.0470 |
2.0470 |
2.0470 |
2.0443 |
| S1 |
2.0321 |
2.0321 |
2.0407 |
2.0266 |
| S2 |
2.0210 |
2.0210 |
2.0383 |
|
| S3 |
1.9950 |
2.0061 |
2.0360 |
|
| S4 |
1.9690 |
1.9801 |
2.0288 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0485 |
|
2.618 |
2.0485 |
|
1.618 |
2.0485 |
|
1.000 |
2.0485 |
|
0.618 |
2.0485 |
|
HIGH |
2.0485 |
|
0.618 |
2.0485 |
|
0.500 |
2.0485 |
|
0.382 |
2.0485 |
|
LOW |
2.0485 |
|
0.618 |
2.0485 |
|
1.000 |
2.0485 |
|
1.618 |
2.0485 |
|
2.618 |
2.0485 |
|
4.250 |
2.0485 |
|
|
| Fisher Pivots for day following 21-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0525 |
2.0530 |
| PP |
2.0505 |
2.0514 |
| S1 |
2.0485 |
2.0499 |
|