CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 13-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2007 |
13-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0933 |
2.0690 |
-0.0243 |
-1.2% |
2.0778 |
| High |
2.0995 |
2.0740 |
-0.0255 |
-1.2% |
2.1095 |
| Low |
2.0860 |
2.0660 |
-0.0200 |
-1.0% |
2.0760 |
| Close |
2.0878 |
2.0664 |
-0.0214 |
-1.0% |
2.0878 |
| Range |
0.0135 |
0.0080 |
-0.0055 |
-40.7% |
0.0335 |
| ATR |
0.0123 |
0.0130 |
0.0007 |
5.5% |
0.0000 |
| Volume |
0 |
104,015 |
104,015 |
|
453,135 |
|
| Daily Pivots for day following 13-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0928 |
2.0876 |
2.0708 |
|
| R3 |
2.0848 |
2.0796 |
2.0686 |
|
| R2 |
2.0768 |
2.0768 |
2.0679 |
|
| R1 |
2.0716 |
2.0716 |
2.0671 |
2.0702 |
| PP |
2.0688 |
2.0688 |
2.0688 |
2.0681 |
| S1 |
2.0636 |
2.0636 |
2.0657 |
2.0622 |
| S2 |
2.0608 |
2.0608 |
2.0649 |
|
| S3 |
2.0528 |
2.0556 |
2.0642 |
|
| S4 |
2.0448 |
2.0476 |
2.0620 |
|
|
| Weekly Pivots for week ending 09-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1916 |
2.1732 |
2.1062 |
|
| R3 |
2.1581 |
2.1397 |
2.0970 |
|
| R2 |
2.1246 |
2.1246 |
2.0939 |
|
| R1 |
2.1062 |
2.1062 |
2.0909 |
2.1154 |
| PP |
2.0911 |
2.0911 |
2.0911 |
2.0957 |
| S1 |
2.0727 |
2.0727 |
2.0847 |
2.0819 |
| S2 |
2.0576 |
2.0576 |
2.0817 |
|
| S3 |
2.0241 |
2.0392 |
2.0786 |
|
| S4 |
1.9906 |
2.0057 |
2.0694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.1095 |
2.0660 |
0.0435 |
2.1% |
0.0094 |
0.5% |
1% |
False |
True |
79,656 |
| 10 |
2.1095 |
2.0660 |
0.0435 |
2.1% |
0.0090 |
0.4% |
1% |
False |
True |
81,766 |
| 20 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0078 |
0.4% |
51% |
False |
False |
81,882 |
| 40 |
2.1095 |
1.9900 |
0.1195 |
5.8% |
0.0082 |
0.4% |
64% |
False |
False |
74,343 |
| 60 |
2.1095 |
1.9757 |
0.1338 |
6.5% |
0.0077 |
0.4% |
68% |
False |
False |
56,488 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0058 |
0.3% |
68% |
False |
False |
42,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1080 |
|
2.618 |
2.0949 |
|
1.618 |
2.0869 |
|
1.000 |
2.0820 |
|
0.618 |
2.0789 |
|
HIGH |
2.0740 |
|
0.618 |
2.0709 |
|
0.500 |
2.0700 |
|
0.382 |
2.0691 |
|
LOW |
2.0660 |
|
0.618 |
2.0611 |
|
1.000 |
2.0580 |
|
1.618 |
2.0531 |
|
2.618 |
2.0451 |
|
4.250 |
2.0320 |
|
|
| Fisher Pivots for day following 13-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0700 |
2.0828 |
| PP |
2.0688 |
2.0773 |
| S1 |
2.0676 |
2.0719 |
|