CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0181 |
2.0207 |
0.0026 |
0.1% |
2.0572 |
| High |
2.0230 |
2.0250 |
0.0020 |
0.1% |
2.0601 |
| Low |
2.0160 |
2.0207 |
0.0047 |
0.2% |
2.0160 |
| Close |
2.0221 |
2.0247 |
0.0026 |
0.1% |
2.0247 |
| Range |
0.0070 |
0.0043 |
-0.0027 |
-38.6% |
0.0441 |
| ATR |
0.0111 |
0.0107 |
-0.0005 |
-4.4% |
0.0000 |
| Volume |
7,872 |
8,684 |
812 |
10.3% |
21,121 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0364 |
2.0348 |
2.0271 |
|
| R3 |
2.0321 |
2.0305 |
2.0259 |
|
| R2 |
2.0278 |
2.0278 |
2.0255 |
|
| R1 |
2.0262 |
2.0262 |
2.0251 |
2.0270 |
| PP |
2.0235 |
2.0235 |
2.0235 |
2.0239 |
| S1 |
2.0219 |
2.0219 |
2.0243 |
2.0227 |
| S2 |
2.0192 |
2.0192 |
2.0239 |
|
| S3 |
2.0149 |
2.0176 |
2.0235 |
|
| S4 |
2.0106 |
2.0133 |
2.0223 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1659 |
2.1394 |
2.0490 |
|
| R3 |
2.1218 |
2.0953 |
2.0368 |
|
| R2 |
2.0777 |
2.0777 |
2.0328 |
|
| R1 |
2.0512 |
2.0512 |
2.0287 |
2.0424 |
| PP |
2.0336 |
2.0336 |
2.0336 |
2.0292 |
| S1 |
2.0071 |
2.0071 |
2.0207 |
1.9983 |
| S2 |
1.9895 |
1.9895 |
2.0166 |
|
| S3 |
1.9454 |
1.9630 |
2.0126 |
|
| S4 |
1.9013 |
1.9189 |
2.0004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0601 |
2.0160 |
0.0441 |
2.2% |
0.0040 |
0.2% |
20% |
False |
False |
4,224 |
| 10 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0050 |
0.2% |
18% |
False |
False |
2,500 |
| 20 |
2.1002 |
2.0160 |
0.0842 |
4.2% |
0.0031 |
0.2% |
10% |
False |
False |
1,525 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.2% |
0.0017 |
0.1% |
10% |
False |
False |
819 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.7% |
0.0011 |
0.1% |
35% |
False |
False |
571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0433 |
|
2.618 |
2.0363 |
|
1.618 |
2.0320 |
|
1.000 |
2.0293 |
|
0.618 |
2.0277 |
|
HIGH |
2.0250 |
|
0.618 |
2.0234 |
|
0.500 |
2.0229 |
|
0.382 |
2.0223 |
|
LOW |
2.0207 |
|
0.618 |
2.0180 |
|
1.000 |
2.0164 |
|
1.618 |
2.0137 |
|
2.618 |
2.0094 |
|
4.250 |
2.0024 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0241 |
2.0234 |
| PP |
2.0235 |
2.0221 |
| S1 |
2.0229 |
2.0208 |
|