CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 23-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2007 |
23-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0277 |
2.0458 |
0.0181 |
0.9% |
2.0368 |
| High |
2.0322 |
2.0480 |
0.0158 |
0.8% |
2.0492 |
| Low |
2.0221 |
2.0435 |
0.0214 |
1.1% |
2.0270 |
| Close |
2.0254 |
2.0470 |
0.0216 |
1.1% |
2.0465 |
| Range |
0.0101 |
0.0045 |
-0.0056 |
-55.4% |
0.0222 |
| ATR |
0.0122 |
0.0129 |
0.0007 |
6.1% |
0.0000 |
| Volume |
87,109 |
120,634 |
33,525 |
38.5% |
426,402 |
|
| Daily Pivots for day following 23-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0597 |
2.0578 |
2.0495 |
|
| R3 |
2.0552 |
2.0533 |
2.0482 |
|
| R2 |
2.0507 |
2.0507 |
2.0478 |
|
| R1 |
2.0488 |
2.0488 |
2.0474 |
2.0498 |
| PP |
2.0462 |
2.0462 |
2.0462 |
2.0466 |
| S1 |
2.0443 |
2.0443 |
2.0466 |
2.0453 |
| S2 |
2.0417 |
2.0417 |
2.0462 |
|
| S3 |
2.0372 |
2.0398 |
2.0458 |
|
| S4 |
2.0327 |
2.0353 |
2.0445 |
|
|
| Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1075 |
2.0992 |
2.0587 |
|
| R3 |
2.0853 |
2.0770 |
2.0526 |
|
| R2 |
2.0631 |
2.0631 |
2.0506 |
|
| R1 |
2.0548 |
2.0548 |
2.0485 |
2.0590 |
| PP |
2.0409 |
2.0409 |
2.0409 |
2.0430 |
| S1 |
2.0326 |
2.0326 |
2.0445 |
2.0368 |
| S2 |
2.0187 |
2.0187 |
2.0424 |
|
| S3 |
1.9965 |
2.0104 |
2.0404 |
|
| S4 |
1.9743 |
1.9882 |
2.0343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0492 |
2.0221 |
0.0271 |
1.3% |
0.0073 |
0.4% |
92% |
False |
False |
96,723 |
| 10 |
2.0492 |
2.0221 |
0.0271 |
1.3% |
0.0071 |
0.3% |
92% |
False |
False |
85,605 |
| 20 |
2.0492 |
2.0100 |
0.0392 |
1.9% |
0.0086 |
0.4% |
94% |
False |
False |
74,189 |
| 40 |
2.0492 |
1.9864 |
0.0628 |
3.1% |
0.0083 |
0.4% |
96% |
False |
False |
55,830 |
| 60 |
2.0492 |
1.9727 |
0.0765 |
3.7% |
0.0057 |
0.3% |
97% |
False |
False |
37,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0671 |
|
2.618 |
2.0598 |
|
1.618 |
2.0553 |
|
1.000 |
2.0525 |
|
0.618 |
2.0508 |
|
HIGH |
2.0480 |
|
0.618 |
2.0463 |
|
0.500 |
2.0458 |
|
0.382 |
2.0452 |
|
LOW |
2.0435 |
|
0.618 |
2.0407 |
|
1.000 |
2.0390 |
|
1.618 |
2.0362 |
|
2.618 |
2.0317 |
|
4.250 |
2.0244 |
|
|
| Fisher Pivots for day following 23-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0466 |
2.0432 |
| PP |
2.0462 |
2.0394 |
| S1 |
2.0458 |
2.0357 |
|