CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0610 |
2.0621 |
0.0011 |
0.1% |
2.0413 |
| High |
2.0650 |
2.0630 |
-0.0020 |
-0.1% |
2.0584 |
| Low |
2.0570 |
2.0600 |
0.0030 |
0.1% |
2.0413 |
| Close |
2.0614 |
2.0733 |
0.0119 |
0.6% |
2.0519 |
| Range |
0.0080 |
0.0030 |
-0.0050 |
-62.5% |
0.0171 |
| ATR |
0.0097 |
0.0093 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
301 |
962 |
661 |
219.6% |
2,264 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0744 |
2.0769 |
2.0750 |
|
| R3 |
2.0714 |
2.0739 |
2.0741 |
|
| R2 |
2.0684 |
2.0684 |
2.0739 |
|
| R1 |
2.0709 |
2.0709 |
2.0736 |
2.0697 |
| PP |
2.0654 |
2.0654 |
2.0654 |
2.0648 |
| S1 |
2.0679 |
2.0679 |
2.0730 |
2.0667 |
| S2 |
2.0624 |
2.0624 |
2.0728 |
|
| S3 |
2.0594 |
2.0649 |
2.0725 |
|
| S4 |
2.0564 |
2.0619 |
2.0717 |
|
|
| 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 |
2.0758 |
|
2.618 |
2.0709 |
|
1.618 |
2.0679 |
|
1.000 |
2.0660 |
|
0.618 |
2.0649 |
|
HIGH |
2.0630 |
|
0.618 |
2.0619 |
|
0.500 |
2.0615 |
|
0.382 |
2.0611 |
|
LOW |
2.0600 |
|
0.618 |
2.0581 |
|
1.000 |
2.0570 |
|
1.618 |
2.0551 |
|
2.618 |
2.0521 |
|
4.250 |
2.0473 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0694 |
2.0692 |
| PP |
2.0654 |
2.0651 |
| S1 |
2.0615 |
2.0610 |
|