CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 05-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2007 |
05-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0316 |
2.0362 |
0.0046 |
0.2% |
2.0376 |
| High |
2.0400 |
2.0412 |
0.0012 |
0.1% |
2.0425 |
| Low |
2.0290 |
2.0270 |
-0.0020 |
-0.1% |
2.0270 |
| Close |
2.0346 |
2.0391 |
0.0045 |
0.2% |
2.0391 |
| Range |
0.0110 |
0.0142 |
0.0032 |
29.1% |
0.0155 |
| ATR |
0.0107 |
0.0109 |
0.0003 |
2.4% |
0.0000 |
| Volume |
62,934 |
73,175 |
10,241 |
16.3% |
355,577 |
|
| Daily Pivots for day following 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0784 |
2.0729 |
2.0469 |
|
| R3 |
2.0642 |
2.0587 |
2.0430 |
|
| R2 |
2.0500 |
2.0500 |
2.0417 |
|
| R1 |
2.0445 |
2.0445 |
2.0404 |
2.0473 |
| PP |
2.0358 |
2.0358 |
2.0358 |
2.0371 |
| S1 |
2.0303 |
2.0303 |
2.0378 |
2.0331 |
| S2 |
2.0216 |
2.0216 |
2.0365 |
|
| S3 |
2.0074 |
2.0161 |
2.0352 |
|
| S4 |
1.9932 |
2.0019 |
2.0313 |
|
|
| Weekly Pivots for week ending 05-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0827 |
2.0764 |
2.0476 |
|
| R3 |
2.0672 |
2.0609 |
2.0434 |
|
| R2 |
2.0517 |
2.0517 |
2.0419 |
|
| R1 |
2.0454 |
2.0454 |
2.0405 |
2.0486 |
| PP |
2.0362 |
2.0362 |
2.0362 |
2.0378 |
| S1 |
2.0299 |
2.0299 |
2.0377 |
2.0331 |
| S2 |
2.0207 |
2.0207 |
2.0363 |
|
| S3 |
2.0052 |
2.0144 |
2.0348 |
|
| S4 |
1.9897 |
1.9989 |
2.0306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0425 |
2.0270 |
0.0155 |
0.8% |
0.0094 |
0.5% |
78% |
False |
True |
71,115 |
| 10 |
2.0432 |
2.0100 |
0.0332 |
1.6% |
0.0086 |
0.4% |
88% |
False |
False |
63,470 |
| 20 |
2.0432 |
1.9864 |
0.0568 |
2.8% |
0.0090 |
0.4% |
93% |
False |
False |
63,175 |
| 40 |
2.0432 |
1.9727 |
0.0705 |
3.5% |
0.0062 |
0.3% |
94% |
False |
False |
32,465 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0041 |
0.2% |
77% |
False |
False |
21,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1016 |
|
2.618 |
2.0784 |
|
1.618 |
2.0642 |
|
1.000 |
2.0554 |
|
0.618 |
2.0500 |
|
HIGH |
2.0412 |
|
0.618 |
2.0358 |
|
0.500 |
2.0341 |
|
0.382 |
2.0324 |
|
LOW |
2.0270 |
|
0.618 |
2.0182 |
|
1.000 |
2.0128 |
|
1.618 |
2.0040 |
|
2.618 |
1.9898 |
|
4.250 |
1.9667 |
|
|
| Fisher Pivots for day following 05-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0374 |
2.0374 |
| PP |
2.0358 |
2.0358 |
| S1 |
2.0341 |
2.0341 |
|