CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 11-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2007 |
11-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0406 |
2.0322 |
-0.0084 |
-0.4% |
2.0376 |
| High |
2.0421 |
2.0363 |
-0.0058 |
-0.3% |
2.0425 |
| Low |
2.0370 |
2.0290 |
-0.0080 |
-0.4% |
2.0270 |
| Close |
2.0384 |
2.0303 |
-0.0081 |
-0.4% |
2.0391 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.1% |
0.0155 |
| ATR |
0.0115 |
0.0113 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,831 |
67,547 |
2,716 |
4.2% |
355,577 |
|
| Daily Pivots for day following 11-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0538 |
2.0493 |
2.0343 |
|
| R3 |
2.0465 |
2.0420 |
2.0323 |
|
| R2 |
2.0392 |
2.0392 |
2.0316 |
|
| R1 |
2.0347 |
2.0347 |
2.0310 |
2.0333 |
| PP |
2.0319 |
2.0319 |
2.0319 |
2.0312 |
| S1 |
2.0274 |
2.0274 |
2.0296 |
2.0260 |
| S2 |
2.0246 |
2.0246 |
2.0290 |
|
| S3 |
2.0173 |
2.0201 |
2.0283 |
|
| S4 |
2.0100 |
2.0128 |
2.0263 |
|
|
| 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 |
2.0421 |
2.0223 |
0.0198 |
1.0% |
0.0105 |
0.5% |
40% |
False |
False |
57,539 |
| 10 |
2.0432 |
2.0223 |
0.0209 |
1.0% |
0.0100 |
0.5% |
38% |
False |
False |
63,559 |
| 20 |
2.0432 |
1.9864 |
0.0568 |
2.8% |
0.0096 |
0.5% |
77% |
False |
False |
68,705 |
| 40 |
2.0432 |
1.9727 |
0.0705 |
3.5% |
0.0071 |
0.4% |
82% |
False |
False |
37,812 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0048 |
0.2% |
67% |
False |
False |
25,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0673 |
|
2.618 |
2.0554 |
|
1.618 |
2.0481 |
|
1.000 |
2.0436 |
|
0.618 |
2.0408 |
|
HIGH |
2.0363 |
|
0.618 |
2.0335 |
|
0.500 |
2.0327 |
|
0.382 |
2.0318 |
|
LOW |
2.0290 |
|
0.618 |
2.0245 |
|
1.000 |
2.0217 |
|
1.618 |
2.0172 |
|
2.618 |
2.0099 |
|
4.250 |
1.9980 |
|
|
| Fisher Pivots for day following 11-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0327 |
2.0322 |
| PP |
2.0319 |
2.0316 |
| S1 |
2.0311 |
2.0309 |
|