CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 13-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2007 |
13-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0320 |
2.0340 |
0.0020 |
0.1% |
2.0572 |
| High |
2.0580 |
2.0350 |
-0.0230 |
-1.1% |
2.0601 |
| Low |
2.0315 |
2.0270 |
-0.0045 |
-0.2% |
2.0160 |
| Close |
2.0401 |
2.0324 |
-0.0077 |
-0.4% |
2.0247 |
| Range |
0.0265 |
0.0080 |
-0.0185 |
-69.8% |
0.0441 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.2% |
0.0000 |
| Volume |
73,287 |
54,903 |
-18,384 |
-25.1% |
21,121 |
|
| Daily Pivots for day following 13-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0555 |
2.0519 |
2.0368 |
|
| R3 |
2.0475 |
2.0439 |
2.0346 |
|
| R2 |
2.0395 |
2.0395 |
2.0339 |
|
| R1 |
2.0359 |
2.0359 |
2.0331 |
2.0337 |
| PP |
2.0315 |
2.0315 |
2.0315 |
2.0304 |
| S1 |
2.0279 |
2.0279 |
2.0317 |
2.0257 |
| S2 |
2.0235 |
2.0235 |
2.0309 |
|
| S3 |
2.0155 |
2.0199 |
2.0302 |
|
| S4 |
2.0075 |
2.0119 |
2.0280 |
|
|
| 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 |
2.0207 |
0.0373 |
1.8% |
0.0122 |
0.6% |
31% |
False |
False |
33,026 |
| 10 |
2.0601 |
2.0160 |
0.0441 |
2.2% |
0.0089 |
0.4% |
37% |
False |
False |
17,946 |
| 20 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0058 |
0.3% |
33% |
False |
False |
9,261 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.1% |
0.0031 |
0.2% |
19% |
False |
False |
4,722 |
| 60 |
2.1002 |
1.9917 |
0.1085 |
5.3% |
0.0021 |
0.1% |
38% |
False |
False |
3,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0690 |
|
2.618 |
2.0559 |
|
1.618 |
2.0479 |
|
1.000 |
2.0430 |
|
0.618 |
2.0399 |
|
HIGH |
2.0350 |
|
0.618 |
2.0319 |
|
0.500 |
2.0310 |
|
0.382 |
2.0301 |
|
LOW |
2.0270 |
|
0.618 |
2.0221 |
|
1.000 |
2.0190 |
|
1.618 |
2.0141 |
|
2.618 |
2.0061 |
|
4.250 |
1.9930 |
|
|
| Fisher Pivots for day following 13-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0319 |
2.0425 |
| PP |
2.0315 |
2.0391 |
| S1 |
2.0310 |
2.0358 |
|