CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 20-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2007 |
20-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9992 |
1.9840 |
-0.0152 |
-0.8% |
2.0387 |
| High |
2.0025 |
1.9860 |
-0.0165 |
-0.8% |
2.0580 |
| Low |
1.9875 |
1.9760 |
-0.0115 |
-0.6% |
2.0090 |
| Close |
1.9918 |
1.9769 |
-0.0149 |
-0.7% |
2.0093 |
| Range |
0.0150 |
0.0100 |
-0.0050 |
-33.3% |
0.0490 |
| ATR |
0.0135 |
0.0136 |
0.0002 |
1.2% |
0.0000 |
| Volume |
45,036 |
60,584 |
15,548 |
34.5% |
227,035 |
|
| Daily Pivots for day following 20-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0096 |
2.0033 |
1.9824 |
|
| R3 |
1.9996 |
1.9933 |
1.9797 |
|
| R2 |
1.9896 |
1.9896 |
1.9787 |
|
| R1 |
1.9833 |
1.9833 |
1.9778 |
1.9815 |
| PP |
1.9796 |
1.9796 |
1.9796 |
1.9787 |
| S1 |
1.9733 |
1.9733 |
1.9760 |
1.9715 |
| S2 |
1.9696 |
1.9696 |
1.9751 |
|
| S3 |
1.9596 |
1.9633 |
1.9742 |
|
| S4 |
1.9496 |
1.9533 |
1.9714 |
|
|
| 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 |
2.0225 |
1.9760 |
0.0465 |
2.4% |
0.0112 |
0.6% |
2% |
False |
True |
58,202 |
| 10 |
2.0580 |
1.9760 |
0.0820 |
4.1% |
0.0117 |
0.6% |
1% |
False |
True |
45,614 |
| 20 |
2.0650 |
1.9760 |
0.0890 |
4.5% |
0.0084 |
0.4% |
1% |
False |
True |
23,648 |
| 40 |
2.1002 |
1.9760 |
0.1242 |
6.3% |
0.0045 |
0.2% |
1% |
False |
True |
11,993 |
| 60 |
2.1002 |
1.9760 |
0.1242 |
6.3% |
0.0030 |
0.2% |
1% |
False |
True |
8,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0285 |
|
2.618 |
2.0122 |
|
1.618 |
2.0022 |
|
1.000 |
1.9960 |
|
0.618 |
1.9922 |
|
HIGH |
1.9860 |
|
0.618 |
1.9822 |
|
0.500 |
1.9810 |
|
0.382 |
1.9798 |
|
LOW |
1.9760 |
|
0.618 |
1.9698 |
|
1.000 |
1.9660 |
|
1.618 |
1.9598 |
|
2.618 |
1.9498 |
|
4.250 |
1.9335 |
|
|
| Fisher Pivots for day following 20-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9810 |
1.9953 |
| PP |
1.9796 |
1.9891 |
| S1 |
1.9783 |
1.9830 |
|