CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 27-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2007 |
27-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0610 |
2.0610 |
0.0000 |
0.0% |
2.0413 |
| High |
2.0646 |
2.0650 |
0.0004 |
0.0% |
2.0584 |
| Low |
2.0596 |
2.0570 |
-0.0026 |
-0.1% |
2.0413 |
| Close |
2.0637 |
2.0614 |
-0.0023 |
-0.1% |
2.0519 |
| Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0171 |
| ATR |
0.0099 |
0.0097 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
169 |
301 |
132 |
78.1% |
2,264 |
|
| Daily Pivots for day following 27-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0851 |
2.0813 |
2.0658 |
|
| R3 |
2.0771 |
2.0733 |
2.0636 |
|
| R2 |
2.0691 |
2.0691 |
2.0629 |
|
| R1 |
2.0653 |
2.0653 |
2.0621 |
2.0672 |
| PP |
2.0611 |
2.0611 |
2.0611 |
2.0621 |
| S1 |
2.0573 |
2.0573 |
2.0607 |
2.0592 |
| S2 |
2.0531 |
2.0531 |
2.0599 |
|
| S3 |
2.0451 |
2.0493 |
2.0592 |
|
| S4 |
2.0371 |
2.0413 |
2.0570 |
|
|
| 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 |
2.0990 |
|
2.618 |
2.0859 |
|
1.618 |
2.0779 |
|
1.000 |
2.0730 |
|
0.618 |
2.0699 |
|
HIGH |
2.0650 |
|
0.618 |
2.0619 |
|
0.500 |
2.0610 |
|
0.382 |
2.0601 |
|
LOW |
2.0570 |
|
0.618 |
2.0521 |
|
1.000 |
2.0490 |
|
1.618 |
2.0441 |
|
2.618 |
2.0361 |
|
4.250 |
2.0230 |
|
|
| Fisher Pivots for day following 27-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0613 |
2.0593 |
| PP |
2.0611 |
2.0571 |
| S1 |
2.0610 |
2.0550 |
|