CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 02-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2007 |
02-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0376 |
2.0379 |
0.0003 |
0.0% |
2.0207 |
| High |
2.0425 |
2.0415 |
-0.0010 |
0.0% |
2.0432 |
| Low |
2.0370 |
2.0355 |
-0.0015 |
-0.1% |
2.0100 |
| Close |
2.0408 |
2.0377 |
-0.0031 |
-0.2% |
2.0419 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0332 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
91,490 |
73,044 |
-18,446 |
-20.2% |
279,130 |
|
| Daily Pivots for day following 02-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0562 |
2.0530 |
2.0410 |
|
| R3 |
2.0502 |
2.0470 |
2.0394 |
|
| R2 |
2.0442 |
2.0442 |
2.0388 |
|
| R1 |
2.0410 |
2.0410 |
2.0383 |
2.0396 |
| PP |
2.0382 |
2.0382 |
2.0382 |
2.0376 |
| S1 |
2.0350 |
2.0350 |
2.0372 |
2.0336 |
| S2 |
2.0322 |
2.0322 |
2.0366 |
|
| S3 |
2.0262 |
2.0290 |
2.0361 |
|
| S4 |
2.0202 |
2.0230 |
2.0344 |
|
|
| Weekly Pivots for week ending 28-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1313 |
2.1198 |
2.0602 |
|
| R3 |
2.0981 |
2.0866 |
2.0510 |
|
| R2 |
2.0649 |
2.0649 |
2.0480 |
|
| R1 |
2.0534 |
2.0534 |
2.0449 |
2.0592 |
| PP |
2.0317 |
2.0317 |
2.0317 |
2.0346 |
| S1 |
2.0202 |
2.0202 |
2.0389 |
2.0260 |
| S2 |
1.9985 |
1.9985 |
2.0358 |
|
| S3 |
1.9653 |
1.9870 |
2.0328 |
|
| S4 |
1.9321 |
1.9538 |
2.0236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0670 |
|
2.618 |
2.0572 |
|
1.618 |
2.0512 |
|
1.000 |
2.0475 |
|
0.618 |
2.0452 |
|
HIGH |
2.0415 |
|
0.618 |
2.0392 |
|
0.500 |
2.0385 |
|
0.382 |
2.0378 |
|
LOW |
2.0355 |
|
0.618 |
2.0318 |
|
1.000 |
2.0295 |
|
1.618 |
2.0258 |
|
2.618 |
2.0198 |
|
4.250 |
2.0100 |
|
|
| Fisher Pivots for day following 02-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0385 |
2.0371 |
| PP |
2.0382 |
2.0366 |
| S1 |
2.0380 |
2.0360 |
|