CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 11-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2007 |
11-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0387 |
2.0420 |
0.0033 |
0.2% |
2.0572 |
| High |
2.0425 |
2.0430 |
0.0005 |
0.0% |
2.0601 |
| Low |
2.0355 |
2.0280 |
-0.0075 |
-0.4% |
2.0160 |
| Close |
2.0396 |
2.0288 |
-0.0108 |
-0.5% |
2.0247 |
| Range |
0.0070 |
0.0150 |
0.0080 |
114.3% |
0.0441 |
| ATR |
0.0112 |
0.0114 |
0.0003 |
2.5% |
0.0000 |
| Volume |
6,610 |
21,648 |
15,038 |
227.5% |
21,121 |
|
| Daily Pivots for day following 11-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0783 |
2.0685 |
2.0371 |
|
| R3 |
2.0633 |
2.0535 |
2.0329 |
|
| R2 |
2.0483 |
2.0483 |
2.0316 |
|
| R1 |
2.0385 |
2.0385 |
2.0302 |
2.0359 |
| PP |
2.0333 |
2.0333 |
2.0333 |
2.0320 |
| S1 |
2.0235 |
2.0235 |
2.0274 |
2.0209 |
| S2 |
2.0183 |
2.0183 |
2.0261 |
|
| S3 |
2.0033 |
2.0085 |
2.0247 |
|
| S4 |
1.9883 |
1.9935 |
2.0206 |
|
|
| 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 |
2.0430 |
2.0160 |
0.0270 |
1.3% |
0.0078 |
0.4% |
47% |
True |
False |
9,118 |
| 10 |
2.0630 |
2.0160 |
0.0470 |
2.3% |
0.0059 |
0.3% |
27% |
False |
False |
5,278 |
| 20 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0041 |
0.2% |
26% |
False |
False |
2,884 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.2% |
0.0022 |
0.1% |
15% |
False |
False |
1,519 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.7% |
0.0015 |
0.1% |
39% |
False |
False |
1,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1068 |
|
2.618 |
2.0823 |
|
1.618 |
2.0673 |
|
1.000 |
2.0580 |
|
0.618 |
2.0523 |
|
HIGH |
2.0430 |
|
0.618 |
2.0373 |
|
0.500 |
2.0355 |
|
0.382 |
2.0337 |
|
LOW |
2.0280 |
|
0.618 |
2.0187 |
|
1.000 |
2.0130 |
|
1.618 |
2.0037 |
|
2.618 |
1.9887 |
|
4.250 |
1.9643 |
|
|
| Fisher Pivots for day following 11-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0355 |
2.0319 |
| PP |
2.0333 |
2.0308 |
| S1 |
2.0310 |
2.0298 |
|