CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0815 |
2.0778 |
-0.0037 |
-0.2% |
2.0580 |
| High |
2.0870 |
2.0795 |
-0.0075 |
-0.4% |
2.0870 |
| Low |
2.0760 |
2.0760 |
0.0000 |
0.0% |
2.0540 |
| Close |
2.0862 |
2.0778 |
-0.0084 |
-0.4% |
2.0862 |
| Range |
0.0110 |
0.0035 |
-0.0075 |
-68.2% |
0.0330 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
106,813 |
93,316 |
-13,497 |
-12.6% |
376,231 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0883 |
2.0865 |
2.0797 |
|
| R3 |
2.0848 |
2.0830 |
2.0788 |
|
| R2 |
2.0813 |
2.0813 |
2.0784 |
|
| R1 |
2.0795 |
2.0795 |
2.0781 |
2.0796 |
| PP |
2.0778 |
2.0778 |
2.0778 |
2.0778 |
| S1 |
2.0760 |
2.0760 |
2.0775 |
2.0761 |
| S2 |
2.0743 |
2.0743 |
2.0772 |
|
| S3 |
2.0708 |
2.0725 |
2.0768 |
|
| S4 |
2.0673 |
2.0690 |
2.0759 |
|
|
| 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 |
2.0620 |
0.0250 |
1.2% |
0.0083 |
0.4% |
63% |
False |
False |
83,082 |
| 10 |
2.0870 |
2.0415 |
0.0455 |
2.2% |
0.0072 |
0.3% |
80% |
False |
False |
81,082 |
| 20 |
2.0870 |
2.0221 |
0.0649 |
3.1% |
0.0075 |
0.4% |
86% |
False |
False |
81,419 |
| 40 |
2.0870 |
1.9864 |
0.1006 |
4.8% |
0.0085 |
0.4% |
91% |
False |
False |
71,882 |
| 60 |
2.0870 |
1.9727 |
0.1143 |
5.5% |
0.0069 |
0.3% |
92% |
False |
False |
48,780 |
| 80 |
2.0870 |
1.9727 |
0.1143 |
5.5% |
0.0051 |
0.2% |
92% |
False |
False |
36,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0944 |
|
2.618 |
2.0887 |
|
1.618 |
2.0852 |
|
1.000 |
2.0830 |
|
0.618 |
2.0817 |
|
HIGH |
2.0795 |
|
0.618 |
2.0782 |
|
0.500 |
2.0778 |
|
0.382 |
2.0773 |
|
LOW |
2.0760 |
|
0.618 |
2.0738 |
|
1.000 |
2.0725 |
|
1.618 |
2.0703 |
|
2.618 |
2.0668 |
|
4.250 |
2.0611 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0778 |
2.0810 |
| PP |
2.0778 |
2.0799 |
| S1 |
2.0778 |
2.0789 |
|