CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 02-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2007 |
02-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0783 |
2.0815 |
0.0032 |
0.2% |
2.0580 |
| High |
2.0850 |
2.0870 |
0.0020 |
0.1% |
2.0870 |
| Low |
2.0750 |
2.0760 |
0.0010 |
0.0% |
2.0540 |
| Close |
2.0812 |
2.0862 |
0.0050 |
0.2% |
2.0862 |
| Range |
0.0100 |
0.0110 |
0.0010 |
10.0% |
0.0330 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80,649 |
106,813 |
26,164 |
32.4% |
376,231 |
|
| Daily Pivots for day following 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1161 |
2.1121 |
2.0923 |
|
| R3 |
2.1051 |
2.1011 |
2.0892 |
|
| R2 |
2.0941 |
2.0941 |
2.0882 |
|
| R1 |
2.0901 |
2.0901 |
2.0872 |
2.0921 |
| PP |
2.0831 |
2.0831 |
2.0831 |
2.0841 |
| S1 |
2.0791 |
2.0791 |
2.0852 |
2.0811 |
| S2 |
2.0721 |
2.0721 |
2.0842 |
|
| S3 |
2.0611 |
2.0681 |
2.0832 |
|
| S4 |
2.0501 |
2.0571 |
2.0802 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1747 |
2.1635 |
2.1044 |
|
| R3 |
2.1417 |
2.1305 |
2.0953 |
|
| R2 |
2.1087 |
2.1087 |
2.0923 |
|
| R1 |
2.0975 |
2.0975 |
2.0892 |
2.1031 |
| PP |
2.0757 |
2.0757 |
2.0757 |
2.0786 |
| S1 |
2.0645 |
2.0645 |
2.0832 |
2.0701 |
| S2 |
2.0427 |
2.0427 |
2.0802 |
|
| S3 |
2.0097 |
2.0315 |
2.0771 |
|
| S4 |
1.9767 |
1.9985 |
2.0681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0870 |
2.0540 |
0.0330 |
1.6% |
0.0089 |
0.4% |
98% |
True |
False |
75,246 |
| 10 |
2.0870 |
2.0221 |
0.0649 |
3.1% |
0.0078 |
0.4% |
99% |
True |
False |
80,461 |
| 20 |
2.0870 |
2.0221 |
0.0649 |
3.1% |
0.0080 |
0.4% |
99% |
True |
False |
76,753 |
| 40 |
2.0870 |
1.9864 |
0.1006 |
4.8% |
0.0085 |
0.4% |
99% |
True |
False |
69,964 |
| 60 |
2.0870 |
1.9727 |
0.1143 |
5.5% |
0.0068 |
0.3% |
99% |
True |
False |
47,228 |
| 80 |
2.0870 |
1.9727 |
0.1143 |
5.5% |
0.0051 |
0.2% |
99% |
True |
False |
35,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1338 |
|
2.618 |
2.1158 |
|
1.618 |
2.1048 |
|
1.000 |
2.0980 |
|
0.618 |
2.0938 |
|
HIGH |
2.0870 |
|
0.618 |
2.0828 |
|
0.500 |
2.0815 |
|
0.382 |
2.0802 |
|
LOW |
2.0760 |
|
0.618 |
2.0692 |
|
1.000 |
2.0650 |
|
1.618 |
2.0582 |
|
2.618 |
2.0472 |
|
4.250 |
2.0293 |
|
|
| Fisher Pivots for day following 02-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0846 |
2.0831 |
| PP |
2.0831 |
2.0801 |
| S1 |
2.0815 |
2.0770 |
|