CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 20-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2007 |
20-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0515 |
2.0594 |
0.0079 |
0.4% |
2.0933 |
| High |
2.0535 |
2.0660 |
0.0125 |
0.6% |
2.0995 |
| Low |
2.0440 |
2.0594 |
0.0154 |
0.8% |
2.0405 |
| Close |
2.0478 |
2.0649 |
0.0171 |
0.8% |
2.0495 |
| Range |
0.0095 |
0.0066 |
-0.0029 |
-30.5% |
0.0590 |
| ATR |
0.0129 |
0.0133 |
0.0004 |
2.9% |
0.0000 |
| Volume |
69,386 |
56,153 |
-13,233 |
-19.1% |
393,859 |
|
| Daily Pivots for day following 20-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0832 |
2.0807 |
2.0685 |
|
| R3 |
2.0766 |
2.0741 |
2.0667 |
|
| R2 |
2.0700 |
2.0700 |
2.0661 |
|
| R1 |
2.0675 |
2.0675 |
2.0655 |
2.0688 |
| PP |
2.0634 |
2.0634 |
2.0634 |
2.0641 |
| S1 |
2.0609 |
2.0609 |
2.0643 |
2.0622 |
| S2 |
2.0568 |
2.0568 |
2.0637 |
|
| S3 |
2.0502 |
2.0543 |
2.0631 |
|
| S4 |
2.0436 |
2.0477 |
2.0613 |
|
|
| Weekly Pivots for week ending 16-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.2402 |
2.2038 |
2.0820 |
|
| R3 |
2.1812 |
2.1448 |
2.0657 |
|
| R2 |
2.1222 |
2.1222 |
2.0603 |
|
| R1 |
2.0858 |
2.0858 |
2.0549 |
2.0745 |
| PP |
2.0632 |
2.0632 |
2.0632 |
2.0575 |
| S1 |
2.0268 |
2.0268 |
2.0441 |
2.0155 |
| S2 |
2.0042 |
2.0042 |
2.0387 |
|
| S3 |
1.9452 |
1.9678 |
2.0333 |
|
| S4 |
1.8862 |
1.9088 |
2.0171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0705 |
2.0405 |
0.0300 |
1.5% |
0.0107 |
0.5% |
81% |
False |
False |
83,076 |
| 10 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0101 |
0.5% |
35% |
False |
False |
81,366 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0087 |
0.4% |
35% |
False |
False |
78,470 |
| 40 |
2.1095 |
2.0100 |
0.0995 |
4.8% |
0.0086 |
0.4% |
55% |
False |
False |
76,329 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0084 |
0.4% |
64% |
False |
False |
63,377 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0065 |
0.3% |
67% |
False |
False |
47,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0941 |
|
2.618 |
2.0833 |
|
1.618 |
2.0767 |
|
1.000 |
2.0726 |
|
0.618 |
2.0701 |
|
HIGH |
2.0660 |
|
0.618 |
2.0635 |
|
0.500 |
2.0627 |
|
0.382 |
2.0619 |
|
LOW |
2.0594 |
|
0.618 |
2.0553 |
|
1.000 |
2.0528 |
|
1.618 |
2.0487 |
|
2.618 |
2.0421 |
|
4.250 |
2.0314 |
|
|
| Fisher Pivots for day following 20-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0642 |
2.0610 |
| PP |
2.0634 |
2.0571 |
| S1 |
2.0627 |
2.0533 |
|