CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 16-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2007 |
16-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0368 |
2.0270 |
-0.0098 |
-0.5% |
2.0362 |
| High |
2.0395 |
2.0350 |
-0.0045 |
-0.2% |
2.0421 |
| Low |
2.0350 |
2.0270 |
-0.0080 |
-0.4% |
2.0223 |
| Close |
2.0390 |
2.0280 |
-0.0110 |
-0.5% |
2.0308 |
| Range |
0.0045 |
0.0080 |
0.0035 |
77.8% |
0.0198 |
| ATR |
0.0111 |
0.0111 |
0.0001 |
0.6% |
0.0000 |
| Volume |
87,741 |
62,788 |
-24,953 |
-28.4% |
304,056 |
|
| Daily Pivots for day following 16-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0540 |
2.0490 |
2.0324 |
|
| R3 |
2.0460 |
2.0410 |
2.0302 |
|
| R2 |
2.0380 |
2.0380 |
2.0295 |
|
| R1 |
2.0330 |
2.0330 |
2.0287 |
2.0355 |
| PP |
2.0300 |
2.0300 |
2.0300 |
2.0313 |
| S1 |
2.0250 |
2.0250 |
2.0273 |
2.0275 |
| S2 |
2.0220 |
2.0220 |
2.0265 |
|
| S3 |
2.0140 |
2.0170 |
2.0258 |
|
| S4 |
2.0060 |
2.0090 |
2.0236 |
|
|
| 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 |
2.0233 |
0.0188 |
0.9% |
0.0070 |
0.3% |
25% |
False |
False |
74,487 |
| 10 |
2.0421 |
2.0223 |
0.0198 |
1.0% |
0.0097 |
0.5% |
29% |
False |
False |
64,562 |
| 20 |
2.0432 |
1.9900 |
0.0532 |
2.6% |
0.0085 |
0.4% |
71% |
False |
False |
66,805 |
| 40 |
2.0432 |
1.9757 |
0.0675 |
3.3% |
0.0076 |
0.4% |
77% |
False |
False |
43,792 |
| 60 |
2.0585 |
1.9727 |
0.0858 |
4.2% |
0.0051 |
0.3% |
64% |
False |
False |
29,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0690 |
|
2.618 |
2.0559 |
|
1.618 |
2.0479 |
|
1.000 |
2.0430 |
|
0.618 |
2.0399 |
|
HIGH |
2.0350 |
|
0.618 |
2.0319 |
|
0.500 |
2.0310 |
|
0.382 |
2.0301 |
|
LOW |
2.0270 |
|
0.618 |
2.0221 |
|
1.000 |
2.0190 |
|
1.618 |
2.0141 |
|
2.618 |
2.0061 |
|
4.250 |
1.9930 |
|
|
| Fisher Pivots for day following 16-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0310 |
2.0314 |
| PP |
2.0300 |
2.0303 |
| S1 |
2.0290 |
2.0291 |
|