CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 30-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2007 |
30-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0567 |
2.0596 |
0.0029 |
0.1% |
2.0610 |
| High |
2.0567 |
2.0596 |
0.0029 |
0.1% |
2.0650 |
| Low |
2.0550 |
2.0475 |
-0.0075 |
-0.4% |
2.0475 |
| Close |
2.0539 |
2.0492 |
-0.0047 |
-0.2% |
2.0492 |
| Range |
0.0017 |
0.0121 |
0.0104 |
611.8% |
0.0175 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.6% |
0.0000 |
| Volume |
556 |
1,891 |
1,335 |
240.1% |
3,879 |
|
| Daily Pivots for day following 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0884 |
2.0809 |
2.0559 |
|
| R3 |
2.0763 |
2.0688 |
2.0525 |
|
| R2 |
2.0642 |
2.0642 |
2.0514 |
|
| R1 |
2.0567 |
2.0567 |
2.0503 |
2.0544 |
| PP |
2.0521 |
2.0521 |
2.0521 |
2.0510 |
| S1 |
2.0446 |
2.0446 |
2.0481 |
2.0423 |
| S2 |
2.0400 |
2.0400 |
2.0470 |
|
| S3 |
2.0279 |
2.0325 |
2.0459 |
|
| S4 |
2.0158 |
2.0204 |
2.0425 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1064 |
2.0953 |
2.0588 |
|
| R3 |
2.0889 |
2.0778 |
2.0540 |
|
| R2 |
2.0714 |
2.0714 |
2.0524 |
|
| R1 |
2.0603 |
2.0603 |
2.0508 |
2.0571 |
| PP |
2.0539 |
2.0539 |
2.0539 |
2.0523 |
| S1 |
2.0428 |
2.0428 |
2.0476 |
2.0396 |
| S2 |
2.0364 |
2.0364 |
2.0460 |
|
| S3 |
2.0189 |
2.0253 |
2.0444 |
|
| S4 |
2.0014 |
2.0078 |
2.0396 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1110 |
|
2.618 |
2.0913 |
|
1.618 |
2.0792 |
|
1.000 |
2.0717 |
|
0.618 |
2.0671 |
|
HIGH |
2.0596 |
|
0.618 |
2.0550 |
|
0.500 |
2.0536 |
|
0.382 |
2.0521 |
|
LOW |
2.0475 |
|
0.618 |
2.0400 |
|
1.000 |
2.0354 |
|
1.618 |
2.0279 |
|
2.618 |
2.0158 |
|
4.250 |
1.9961 |
|
|
| Fisher Pivots for day following 30-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0536 |
2.0553 |
| PP |
2.0521 |
2.0532 |
| S1 |
2.0507 |
2.0512 |
|