CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 15-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2007 |
15-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0260 |
2.0368 |
0.0108 |
0.5% |
2.0362 |
| High |
2.0335 |
2.0395 |
0.0060 |
0.3% |
2.0421 |
| Low |
2.0233 |
2.0350 |
0.0117 |
0.6% |
2.0223 |
| Close |
2.0308 |
2.0390 |
0.0082 |
0.4% |
2.0308 |
| Range |
0.0102 |
0.0045 |
-0.0057 |
-55.9% |
0.0198 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
89,532 |
87,741 |
-1,791 |
-2.0% |
304,056 |
|
| Daily Pivots for day following 15-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0513 |
2.0497 |
2.0415 |
|
| R3 |
2.0468 |
2.0452 |
2.0402 |
|
| R2 |
2.0423 |
2.0423 |
2.0398 |
|
| R1 |
2.0407 |
2.0407 |
2.0394 |
2.0415 |
| PP |
2.0378 |
2.0378 |
2.0378 |
2.0383 |
| S1 |
2.0362 |
2.0362 |
2.0386 |
2.0370 |
| S2 |
2.0333 |
2.0333 |
2.0382 |
|
| S3 |
2.0288 |
2.0317 |
2.0378 |
|
| S4 |
2.0243 |
2.0272 |
2.0365 |
|
|
| Weekly Pivots for week ending 12-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0911 |
2.0808 |
2.0417 |
|
| R3 |
2.0713 |
2.0610 |
2.0362 |
|
| R2 |
2.0515 |
2.0515 |
2.0344 |
|
| R1 |
2.0412 |
2.0412 |
2.0326 |
2.0365 |
| PP |
2.0317 |
2.0317 |
2.0317 |
2.0294 |
| S1 |
2.0214 |
2.0214 |
2.0290 |
2.0167 |
| S2 |
2.0119 |
2.0119 |
2.0272 |
|
| S3 |
1.9921 |
2.0016 |
2.0254 |
|
| S4 |
1.9723 |
1.9818 |
2.0199 |
|
|
| 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% |
0.0078 |
0.4% |
84% |
False |
False |
78,359 |
| 10 |
2.0421 |
2.0223 |
0.0198 |
1.0% |
0.0095 |
0.5% |
84% |
False |
False |
65,588 |
| 20 |
2.0432 |
1.9880 |
0.0552 |
2.7% |
0.0092 |
0.5% |
92% |
False |
False |
67,897 |
| 40 |
2.0432 |
1.9757 |
0.0675 |
3.3% |
0.0075 |
0.4% |
94% |
False |
False |
42,234 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0050 |
0.2% |
77% |
False |
False |
28,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0586 |
|
2.618 |
2.0513 |
|
1.618 |
2.0468 |
|
1.000 |
2.0440 |
|
0.618 |
2.0423 |
|
HIGH |
2.0395 |
|
0.618 |
2.0378 |
|
0.500 |
2.0373 |
|
0.382 |
2.0367 |
|
LOW |
2.0350 |
|
0.618 |
2.0322 |
|
1.000 |
2.0305 |
|
1.618 |
2.0277 |
|
2.618 |
2.0232 |
|
4.250 |
2.0159 |
|
|
| Fisher Pivots for day following 15-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0384 |
2.0365 |
| PP |
2.0378 |
2.0339 |
| S1 |
2.0373 |
2.0314 |
|