CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 03-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2007 |
03-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0379 |
2.0365 |
-0.0014 |
-0.1% |
2.0207 |
| High |
2.0415 |
2.0385 |
-0.0030 |
-0.1% |
2.0432 |
| Low |
2.0355 |
2.0280 |
-0.0075 |
-0.4% |
2.0100 |
| Close |
2.0377 |
2.0288 |
-0.0089 |
-0.4% |
2.0419 |
| Range |
0.0060 |
0.0105 |
0.0045 |
75.0% |
0.0332 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
73,044 |
54,934 |
-18,110 |
-24.8% |
279,130 |
|
| Daily Pivots for day following 03-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0633 |
2.0565 |
2.0346 |
|
| R3 |
2.0528 |
2.0460 |
2.0317 |
|
| R2 |
2.0423 |
2.0423 |
2.0307 |
|
| R1 |
2.0355 |
2.0355 |
2.0298 |
2.0337 |
| PP |
2.0318 |
2.0318 |
2.0318 |
2.0308 |
| S1 |
2.0250 |
2.0250 |
2.0278 |
2.0232 |
| S2 |
2.0213 |
2.0213 |
2.0269 |
|
| S3 |
2.0108 |
2.0145 |
2.0259 |
|
| S4 |
2.0003 |
2.0040 |
2.0230 |
|
|
| 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 |
2.0831 |
|
2.618 |
2.0660 |
|
1.618 |
2.0555 |
|
1.000 |
2.0490 |
|
0.618 |
2.0450 |
|
HIGH |
2.0385 |
|
0.618 |
2.0345 |
|
0.500 |
2.0333 |
|
0.382 |
2.0320 |
|
LOW |
2.0280 |
|
0.618 |
2.0215 |
|
1.000 |
2.0175 |
|
1.618 |
2.0110 |
|
2.618 |
2.0005 |
|
4.250 |
1.9834 |
|
|
| Fisher Pivots for day following 03-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0333 |
2.0353 |
| PP |
2.0318 |
2.0331 |
| S1 |
2.0303 |
2.0310 |
|