CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0420 |
2.0320 |
-0.0100 |
-0.5% |
2.0572 |
| High |
2.0430 |
2.0580 |
0.0150 |
0.7% |
2.0601 |
| Low |
2.0280 |
2.0315 |
0.0035 |
0.2% |
2.0160 |
| Close |
2.0288 |
2.0401 |
0.0113 |
0.6% |
2.0247 |
| Range |
0.0150 |
0.0265 |
0.0115 |
76.7% |
0.0441 |
| ATR |
0.0114 |
0.0127 |
0.0013 |
11.1% |
0.0000 |
| Volume |
21,648 |
73,287 |
51,639 |
238.5% |
21,121 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1227 |
2.1079 |
2.0547 |
|
| R3 |
2.0962 |
2.0814 |
2.0474 |
|
| R2 |
2.0697 |
2.0697 |
2.0450 |
|
| R1 |
2.0549 |
2.0549 |
2.0425 |
2.0623 |
| PP |
2.0432 |
2.0432 |
2.0432 |
2.0469 |
| S1 |
2.0284 |
2.0284 |
2.0377 |
2.0358 |
| S2 |
2.0167 |
2.0167 |
2.0352 |
|
| S3 |
1.9902 |
2.0019 |
2.0328 |
|
| S4 |
1.9637 |
1.9754 |
2.0255 |
|
|
| 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 |
2.0580 |
2.0160 |
0.0420 |
2.1% |
0.0120 |
0.6% |
57% |
True |
False |
23,620 |
| 10 |
2.0601 |
2.0160 |
0.0441 |
2.2% |
0.0082 |
0.4% |
55% |
False |
False |
12,511 |
| 20 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0054 |
0.3% |
49% |
False |
False |
6,540 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.1% |
0.0029 |
0.1% |
29% |
False |
False |
3,351 |
| 60 |
2.1002 |
1.9917 |
0.1085 |
5.3% |
0.0019 |
0.1% |
45% |
False |
False |
2,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1706 |
|
2.618 |
2.1274 |
|
1.618 |
2.1009 |
|
1.000 |
2.0845 |
|
0.618 |
2.0744 |
|
HIGH |
2.0580 |
|
0.618 |
2.0479 |
|
0.500 |
2.0448 |
|
0.382 |
2.0416 |
|
LOW |
2.0315 |
|
0.618 |
2.0151 |
|
1.000 |
2.0050 |
|
1.618 |
1.9886 |
|
2.618 |
1.9621 |
|
4.250 |
1.9189 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0448 |
2.0430 |
| PP |
2.0432 |
2.0420 |
| S1 |
2.0417 |
2.0411 |
|