CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 28-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2007 |
28-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0712 |
2.0638 |
-0.0074 |
-0.4% |
2.0515 |
| High |
2.0720 |
2.0815 |
0.0095 |
0.5% |
2.0660 |
| Low |
2.0625 |
2.0638 |
0.0013 |
0.1% |
2.0440 |
| Close |
2.0681 |
2.0800 |
0.0119 |
0.6% |
2.0585 |
| Range |
0.0095 |
0.0177 |
0.0082 |
86.3% |
0.0220 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
2.9% |
0.0000 |
| Volume |
55,668 |
66,542 |
10,874 |
19.5% |
254,471 |
|
| Daily Pivots for day following 28-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1282 |
2.1218 |
2.0897 |
|
| R3 |
2.1105 |
2.1041 |
2.0849 |
|
| R2 |
2.0928 |
2.0928 |
2.0832 |
|
| R1 |
2.0864 |
2.0864 |
2.0816 |
2.0896 |
| PP |
2.0751 |
2.0751 |
2.0751 |
2.0767 |
| S1 |
2.0687 |
2.0687 |
2.0784 |
2.0719 |
| S2 |
2.0574 |
2.0574 |
2.0768 |
|
| S3 |
2.0397 |
2.0510 |
2.0751 |
|
| S4 |
2.0220 |
2.0333 |
2.0703 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1222 |
2.1123 |
2.0706 |
|
| R3 |
2.1002 |
2.0903 |
2.0646 |
|
| R2 |
2.0782 |
2.0782 |
2.0625 |
|
| R1 |
2.0683 |
2.0683 |
2.0605 |
2.0733 |
| PP |
2.0562 |
2.0562 |
2.0562 |
2.0586 |
| S1 |
2.0463 |
2.0463 |
2.0565 |
2.0513 |
| S2 |
2.0342 |
2.0342 |
2.0545 |
|
| S3 |
2.0122 |
2.0243 |
2.0525 |
|
| S4 |
1.9902 |
2.0023 |
2.0464 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0815 |
2.0510 |
0.0305 |
1.5% |
0.0104 |
0.5% |
95% |
True |
False |
63,522 |
| 10 |
2.0815 |
2.0405 |
0.0410 |
2.0% |
0.0105 |
0.5% |
96% |
True |
False |
73,299 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0098 |
0.5% |
57% |
False |
False |
77,532 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0090 |
0.4% |
66% |
False |
False |
75,406 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
5.9% |
0.0090 |
0.4% |
76% |
False |
False |
68,602 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0071 |
0.3% |
78% |
False |
False |
51,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1567 |
|
2.618 |
2.1278 |
|
1.618 |
2.1101 |
|
1.000 |
2.0992 |
|
0.618 |
2.0924 |
|
HIGH |
2.0815 |
|
0.618 |
2.0747 |
|
0.500 |
2.0727 |
|
0.382 |
2.0706 |
|
LOW |
2.0638 |
|
0.618 |
2.0529 |
|
1.000 |
2.0461 |
|
1.618 |
2.0352 |
|
2.618 |
2.0175 |
|
4.250 |
1.9886 |
|
|
| Fisher Pivots for day following 28-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0776 |
2.0773 |
| PP |
2.0751 |
2.0747 |
| S1 |
2.0727 |
2.0720 |
|