CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 06-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2007 |
06-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0778 |
2.0840 |
0.0062 |
0.3% |
2.0580 |
| High |
2.0795 |
2.0880 |
0.0085 |
0.4% |
2.0870 |
| Low |
2.0760 |
2.0820 |
0.0060 |
0.3% |
2.0540 |
| Close |
2.0778 |
2.0845 |
0.0067 |
0.3% |
2.0862 |
| Range |
0.0035 |
0.0060 |
0.0025 |
71.4% |
0.0330 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
93,316 |
65,550 |
-27,766 |
-29.8% |
376,231 |
|
| Daily Pivots for day following 06-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1028 |
2.0997 |
2.0878 |
|
| R3 |
2.0968 |
2.0937 |
2.0862 |
|
| R2 |
2.0908 |
2.0908 |
2.0856 |
|
| R1 |
2.0877 |
2.0877 |
2.0851 |
2.0893 |
| PP |
2.0848 |
2.0848 |
2.0848 |
2.0856 |
| S1 |
2.0817 |
2.0817 |
2.0840 |
2.0833 |
| S2 |
2.0788 |
2.0788 |
2.0834 |
|
| S3 |
2.0728 |
2.0757 |
2.0829 |
|
| S4 |
2.0668 |
2.0697 |
2.0812 |
|
|
| 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 |
2.0880 |
2.0670 |
0.0210 |
1.0% |
0.0086 |
0.4% |
83% |
True |
False |
83,876 |
| 10 |
2.0880 |
2.0415 |
0.0465 |
2.2% |
0.0073 |
0.4% |
92% |
True |
False |
75,574 |
| 20 |
2.0880 |
2.0221 |
0.0659 |
3.2% |
0.0072 |
0.3% |
95% |
True |
False |
80,589 |
| 40 |
2.0880 |
1.9864 |
0.1016 |
4.9% |
0.0085 |
0.4% |
97% |
True |
False |
73,170 |
| 60 |
2.0880 |
1.9727 |
0.1153 |
5.5% |
0.0070 |
0.3% |
97% |
True |
False |
49,870 |
| 80 |
2.0880 |
1.9727 |
0.1153 |
5.5% |
0.0052 |
0.3% |
97% |
True |
False |
37,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1135 |
|
2.618 |
2.1037 |
|
1.618 |
2.0977 |
|
1.000 |
2.0940 |
|
0.618 |
2.0917 |
|
HIGH |
2.0880 |
|
0.618 |
2.0857 |
|
0.500 |
2.0850 |
|
0.382 |
2.0843 |
|
LOW |
2.0820 |
|
0.618 |
2.0783 |
|
1.000 |
2.0760 |
|
1.618 |
2.0723 |
|
2.618 |
2.0663 |
|
4.250 |
2.0565 |
|
|
| Fisher Pivots for day following 06-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0850 |
2.0837 |
| PP |
2.0848 |
2.0828 |
| S1 |
2.0847 |
2.0820 |
|