CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 01-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2007 |
01-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0697 |
2.0783 |
0.0086 |
0.4% |
2.0277 |
| High |
2.0795 |
2.0850 |
0.0055 |
0.3% |
2.0530 |
| Low |
2.0670 |
2.0750 |
0.0080 |
0.4% |
2.0221 |
| Close |
2.0785 |
2.0812 |
0.0027 |
0.1% |
2.0488 |
| Range |
0.0125 |
0.0100 |
-0.0025 |
-20.0% |
0.0309 |
| ATR |
0.0116 |
0.0114 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,052 |
80,649 |
7,597 |
10.4% |
428,386 |
|
| Daily Pivots for day following 01-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1104 |
2.1058 |
2.0867 |
|
| R3 |
2.1004 |
2.0958 |
2.0840 |
|
| R2 |
2.0904 |
2.0904 |
2.0830 |
|
| R1 |
2.0858 |
2.0858 |
2.0821 |
2.0881 |
| PP |
2.0804 |
2.0804 |
2.0804 |
2.0816 |
| S1 |
2.0758 |
2.0758 |
2.0803 |
2.0781 |
| S2 |
2.0704 |
2.0704 |
2.0794 |
|
| S3 |
2.0604 |
2.0658 |
2.0785 |
|
| S4 |
2.0504 |
2.0558 |
2.0757 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1340 |
2.1223 |
2.0658 |
|
| R3 |
2.1031 |
2.0914 |
2.0573 |
|
| R2 |
2.0722 |
2.0722 |
2.0545 |
|
| R1 |
2.0605 |
2.0605 |
2.0516 |
2.0664 |
| PP |
2.0413 |
2.0413 |
2.0413 |
2.0442 |
| S1 |
2.0296 |
2.0296 |
2.0460 |
2.0355 |
| S2 |
2.0104 |
2.0104 |
2.0431 |
|
| S3 |
1.9795 |
1.9987 |
2.0403 |
|
| S4 |
1.9486 |
1.9678 |
2.0318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0850 |
2.0460 |
0.0390 |
1.9% |
0.0075 |
0.4% |
90% |
True |
False |
66,160 |
| 10 |
2.0850 |
2.0221 |
0.0629 |
3.0% |
0.0074 |
0.4% |
94% |
True |
False |
77,686 |
| 20 |
2.0850 |
2.0221 |
0.0629 |
3.0% |
0.0082 |
0.4% |
94% |
True |
False |
75,071 |
| 40 |
2.0850 |
1.9864 |
0.0986 |
4.7% |
0.0085 |
0.4% |
96% |
True |
False |
67,562 |
| 60 |
2.0850 |
1.9727 |
0.1123 |
5.4% |
0.0066 |
0.3% |
97% |
True |
False |
45,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1275 |
|
2.618 |
2.1112 |
|
1.618 |
2.1012 |
|
1.000 |
2.0950 |
|
0.618 |
2.0912 |
|
HIGH |
2.0850 |
|
0.618 |
2.0812 |
|
0.500 |
2.0800 |
|
0.382 |
2.0788 |
|
LOW |
2.0750 |
|
0.618 |
2.0688 |
|
1.000 |
2.0650 |
|
1.618 |
2.0588 |
|
2.618 |
2.0488 |
|
4.250 |
2.0325 |
|
|
| Fisher Pivots for day following 01-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0808 |
2.0786 |
| PP |
2.0804 |
2.0761 |
| S1 |
2.0800 |
2.0735 |
|