CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 18-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2007 |
18-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0092 |
2.0098 |
0.0006 |
0.0% |
2.0387 |
| High |
2.0175 |
2.0145 |
-0.0030 |
-0.1% |
2.0580 |
| Low |
2.0090 |
2.0057 |
-0.0033 |
-0.2% |
2.0090 |
| Close |
2.0159 |
2.0078 |
-0.0081 |
-0.4% |
2.0093 |
| Range |
0.0085 |
0.0088 |
0.0003 |
3.5% |
0.0490 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
66,712 |
48,092 |
-18,620 |
-27.9% |
227,035 |
|
| Daily Pivots for day following 18-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0357 |
2.0306 |
2.0126 |
|
| R3 |
2.0269 |
2.0218 |
2.0102 |
|
| R2 |
2.0181 |
2.0181 |
2.0094 |
|
| R1 |
2.0130 |
2.0130 |
2.0086 |
2.0112 |
| PP |
2.0093 |
2.0093 |
2.0093 |
2.0084 |
| S1 |
2.0042 |
2.0042 |
2.0070 |
2.0024 |
| S2 |
2.0005 |
2.0005 |
2.0062 |
|
| S3 |
1.9917 |
1.9954 |
2.0054 |
|
| S4 |
1.9829 |
1.9866 |
2.0030 |
|
|
| 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 |
2.0057 |
0.0523 |
2.6% |
0.0131 |
0.7% |
4% |
False |
True |
62,716 |
| 10 |
2.0580 |
2.0057 |
0.0523 |
2.6% |
0.0104 |
0.5% |
4% |
False |
True |
35,917 |
| 20 |
2.0650 |
2.0057 |
0.0593 |
3.0% |
0.0072 |
0.4% |
4% |
False |
True |
18,430 |
| 40 |
2.1002 |
2.0057 |
0.0945 |
4.7% |
0.0039 |
0.2% |
2% |
False |
True |
9,356 |
| 60 |
2.1002 |
2.0057 |
0.0945 |
4.7% |
0.0026 |
0.1% |
2% |
False |
True |
6,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0519 |
|
2.618 |
2.0375 |
|
1.618 |
2.0287 |
|
1.000 |
2.0233 |
|
0.618 |
2.0199 |
|
HIGH |
2.0145 |
|
0.618 |
2.0111 |
|
0.500 |
2.0101 |
|
0.382 |
2.0091 |
|
LOW |
2.0057 |
|
0.618 |
2.0003 |
|
1.000 |
1.9969 |
|
1.618 |
1.9915 |
|
2.618 |
1.9827 |
|
4.250 |
1.9683 |
|
|
| Fisher Pivots for day following 18-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0101 |
2.0141 |
| PP |
2.0093 |
2.0120 |
| S1 |
2.0086 |
2.0099 |
|