CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 23-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2007 |
23-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0545 |
2.0450 |
-0.0095 |
-0.5% |
2.0413 |
| High |
2.0485 |
2.0513 |
0.0028 |
0.1% |
2.0584 |
| Low |
2.0485 |
2.0450 |
-0.0035 |
-0.2% |
2.0413 |
| Close |
2.0545 |
2.0519 |
-0.0026 |
-0.1% |
2.0519 |
| Range |
0.0000 |
0.0063 |
0.0063 |
|
0.0171 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
997 |
507 |
-490 |
-49.1% |
2,264 |
|
| Daily Pivots for day following 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0683 |
2.0664 |
2.0554 |
|
| R3 |
2.0620 |
2.0601 |
2.0536 |
|
| R2 |
2.0557 |
2.0557 |
2.0531 |
|
| R1 |
2.0538 |
2.0538 |
2.0525 |
2.0548 |
| PP |
2.0494 |
2.0494 |
2.0494 |
2.0499 |
| S1 |
2.0475 |
2.0475 |
2.0513 |
2.0485 |
| S2 |
2.0431 |
2.0431 |
2.0507 |
|
| S3 |
2.0368 |
2.0412 |
2.0502 |
|
| S4 |
2.0305 |
2.0349 |
2.0484 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1018 |
2.0940 |
2.0613 |
|
| R3 |
2.0847 |
2.0769 |
2.0566 |
|
| R2 |
2.0676 |
2.0676 |
2.0550 |
|
| R1 |
2.0598 |
2.0598 |
2.0535 |
2.0637 |
| PP |
2.0505 |
2.0505 |
2.0505 |
2.0525 |
| S1 |
2.0427 |
2.0427 |
2.0503 |
2.0466 |
| S2 |
2.0334 |
2.0334 |
2.0488 |
|
| S3 |
2.0163 |
2.0256 |
2.0472 |
|
| S4 |
1.9992 |
2.0085 |
2.0425 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0781 |
|
2.618 |
2.0678 |
|
1.618 |
2.0615 |
|
1.000 |
2.0576 |
|
0.618 |
2.0552 |
|
HIGH |
2.0513 |
|
0.618 |
2.0489 |
|
0.500 |
2.0482 |
|
0.382 |
2.0474 |
|
LOW |
2.0450 |
|
0.618 |
2.0411 |
|
1.000 |
2.0387 |
|
1.618 |
2.0348 |
|
2.618 |
2.0285 |
|
4.250 |
2.0182 |
|
|
| Fisher Pivots for day following 23-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0507 |
2.0518 |
| PP |
2.0494 |
2.0518 |
| S1 |
2.0482 |
2.0517 |
|