CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 19-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2007 |
19-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0098 |
1.9992 |
-0.0106 |
-0.5% |
2.0387 |
| High |
2.0145 |
2.0025 |
-0.0120 |
-0.6% |
2.0580 |
| Low |
2.0057 |
1.9875 |
-0.0182 |
-0.9% |
2.0090 |
| Close |
2.0078 |
1.9918 |
-0.0160 |
-0.8% |
2.0093 |
| Range |
0.0088 |
0.0150 |
0.0062 |
70.5% |
0.0490 |
| ATR |
0.0129 |
0.0135 |
0.0005 |
4.1% |
0.0000 |
| Volume |
48,092 |
45,036 |
-3,056 |
-6.4% |
227,035 |
|
| Daily Pivots for day following 19-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0389 |
2.0304 |
2.0001 |
|
| R3 |
2.0239 |
2.0154 |
1.9959 |
|
| R2 |
2.0089 |
2.0089 |
1.9946 |
|
| R1 |
2.0004 |
2.0004 |
1.9932 |
1.9972 |
| PP |
1.9939 |
1.9939 |
1.9939 |
1.9923 |
| S1 |
1.9854 |
1.9854 |
1.9904 |
1.9822 |
| S2 |
1.9789 |
1.9789 |
1.9891 |
|
| S3 |
1.9639 |
1.9704 |
1.9877 |
|
| S4 |
1.9489 |
1.9554 |
1.9836 |
|
|
| 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 |
2.0350 |
1.9875 |
0.0475 |
2.4% |
0.0108 |
0.5% |
9% |
False |
True |
57,066 |
| 10 |
2.0580 |
1.9875 |
0.0705 |
3.5% |
0.0114 |
0.6% |
6% |
False |
True |
40,343 |
| 20 |
2.0650 |
1.9875 |
0.0775 |
3.9% |
0.0079 |
0.4% |
6% |
False |
True |
20,668 |
| 40 |
2.1002 |
1.9875 |
0.1127 |
5.7% |
0.0043 |
0.2% |
4% |
False |
True |
10,480 |
| 60 |
2.1002 |
1.9875 |
0.1127 |
5.7% |
0.0028 |
0.1% |
4% |
False |
True |
7,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0663 |
|
2.618 |
2.0418 |
|
1.618 |
2.0268 |
|
1.000 |
2.0175 |
|
0.618 |
2.0118 |
|
HIGH |
2.0025 |
|
0.618 |
1.9968 |
|
0.500 |
1.9950 |
|
0.382 |
1.9932 |
|
LOW |
1.9875 |
|
0.618 |
1.9782 |
|
1.000 |
1.9725 |
|
1.618 |
1.9632 |
|
2.618 |
1.9482 |
|
4.250 |
1.9238 |
|
|
| Fisher Pivots for day following 19-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9950 |
2.0025 |
| PP |
1.9939 |
1.9989 |
| S1 |
1.9929 |
1.9954 |
|