CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0596 |
2.0572 |
-0.0024 |
-0.1% |
2.0610 |
| High |
2.0596 |
2.0601 |
0.0005 |
0.0% |
2.0650 |
| Low |
2.0475 |
2.0570 |
0.0095 |
0.5% |
2.0475 |
| Close |
2.0492 |
2.0595 |
0.0103 |
0.5% |
2.0492 |
| Range |
0.0121 |
0.0031 |
-0.0090 |
-74.4% |
0.0175 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.6% |
0.0000 |
| Volume |
1,891 |
1,645 |
-246 |
-13.0% |
3,879 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0682 |
2.0669 |
2.0612 |
|
| R3 |
2.0651 |
2.0638 |
2.0604 |
|
| R2 |
2.0620 |
2.0620 |
2.0601 |
|
| R1 |
2.0607 |
2.0607 |
2.0598 |
2.0614 |
| PP |
2.0589 |
2.0589 |
2.0589 |
2.0592 |
| S1 |
2.0576 |
2.0576 |
2.0592 |
2.0583 |
| S2 |
2.0558 |
2.0558 |
2.0589 |
|
| S3 |
2.0527 |
2.0545 |
2.0586 |
|
| S4 |
2.0496 |
2.0514 |
2.0578 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0650 |
2.0475 |
0.0175 |
0.8% |
0.0056 |
0.3% |
69% |
False |
False |
1,071 |
| 10 |
2.0650 |
2.0413 |
0.0237 |
1.2% |
0.0039 |
0.2% |
77% |
False |
False |
778 |
| 20 |
2.1002 |
2.0360 |
0.0642 |
3.1% |
0.0024 |
0.1% |
37% |
False |
False |
599 |
| 40 |
2.1002 |
2.0175 |
0.0827 |
4.0% |
0.0013 |
0.1% |
51% |
False |
False |
333 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.6% |
0.0009 |
0.0% |
65% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0733 |
|
2.618 |
2.0682 |
|
1.618 |
2.0651 |
|
1.000 |
2.0632 |
|
0.618 |
2.0620 |
|
HIGH |
2.0601 |
|
0.618 |
2.0589 |
|
0.500 |
2.0586 |
|
0.382 |
2.0582 |
|
LOW |
2.0570 |
|
0.618 |
2.0551 |
|
1.000 |
2.0539 |
|
1.618 |
2.0520 |
|
2.618 |
2.0489 |
|
4.250 |
2.0438 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0592 |
2.0576 |
| PP |
2.0589 |
2.0557 |
| S1 |
2.0586 |
2.0538 |
|