CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 17-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2007 |
17-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0203 |
2.0092 |
-0.0111 |
-0.5% |
2.0387 |
| High |
2.0225 |
2.0175 |
-0.0050 |
-0.2% |
2.0580 |
| Low |
2.0090 |
2.0090 |
0.0000 |
0.0% |
2.0090 |
| Close |
2.0093 |
2.0159 |
0.0066 |
0.3% |
2.0093 |
| Range |
0.0135 |
0.0085 |
-0.0050 |
-37.0% |
0.0490 |
| ATR |
0.0135 |
0.0131 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
70,587 |
66,712 |
-3,875 |
-5.5% |
227,035 |
|
| Daily Pivots for day following 17-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0396 |
2.0363 |
2.0206 |
|
| R3 |
2.0311 |
2.0278 |
2.0182 |
|
| R2 |
2.0226 |
2.0226 |
2.0175 |
|
| R1 |
2.0193 |
2.0193 |
2.0167 |
2.0210 |
| PP |
2.0141 |
2.0141 |
2.0141 |
2.0150 |
| S1 |
2.0108 |
2.0108 |
2.0151 |
2.0125 |
| S2 |
2.0056 |
2.0056 |
2.0143 |
|
| S3 |
1.9971 |
2.0023 |
2.0136 |
|
| S4 |
1.9886 |
1.9938 |
2.0112 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1724 |
2.1399 |
2.0363 |
|
| R3 |
2.1234 |
2.0909 |
2.0228 |
|
| R2 |
2.0744 |
2.0744 |
2.0183 |
|
| R1 |
2.0419 |
2.0419 |
2.0138 |
2.0337 |
| PP |
2.0254 |
2.0254 |
2.0254 |
2.0213 |
| S1 |
1.9929 |
1.9929 |
2.0048 |
1.9847 |
| S2 |
1.9764 |
1.9764 |
2.0003 |
|
| S3 |
1.9274 |
1.9439 |
1.9958 |
|
| S4 |
1.8784 |
1.8949 |
1.9824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0580 |
2.0090 |
0.0490 |
2.4% |
0.0143 |
0.7% |
14% |
False |
True |
57,427 |
| 10 |
2.0580 |
2.0090 |
0.0490 |
2.4% |
0.0095 |
0.5% |
14% |
False |
True |
31,322 |
| 20 |
2.0650 |
2.0090 |
0.0560 |
2.8% |
0.0067 |
0.3% |
12% |
False |
True |
16,050 |
| 40 |
2.1002 |
2.0090 |
0.0912 |
4.5% |
0.0037 |
0.2% |
8% |
False |
True |
8,154 |
| 60 |
2.1002 |
2.0057 |
0.0945 |
4.7% |
0.0024 |
0.1% |
11% |
False |
False |
5,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0536 |
|
2.618 |
2.0398 |
|
1.618 |
2.0313 |
|
1.000 |
2.0260 |
|
0.618 |
2.0228 |
|
HIGH |
2.0175 |
|
0.618 |
2.0143 |
|
0.500 |
2.0133 |
|
0.382 |
2.0122 |
|
LOW |
2.0090 |
|
0.618 |
2.0037 |
|
1.000 |
2.0005 |
|
1.618 |
1.9952 |
|
2.618 |
1.9867 |
|
4.250 |
1.9729 |
|
|
| Fisher Pivots for day following 17-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0150 |
2.0220 |
| PP |
2.0141 |
2.0200 |
| S1 |
2.0133 |
2.0179 |
|