CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 03-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2007 |
03-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0648 |
2.0634 |
-0.0014 |
-0.1% |
2.0663 |
| High |
2.0670 |
2.0667 |
-0.0003 |
0.0% |
2.0815 |
| Low |
2.0523 |
2.0620 |
0.0097 |
0.5% |
2.0523 |
| Close |
2.0558 |
2.0660 |
0.0102 |
0.5% |
2.0558 |
| Range |
0.0147 |
0.0047 |
-0.0100 |
-68.0% |
0.0292 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
81,319 |
78,442 |
-2,877 |
-3.5% |
376,034 |
|
| Daily Pivots for day following 03-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0790 |
2.0772 |
2.0686 |
|
| R3 |
2.0743 |
2.0725 |
2.0673 |
|
| R2 |
2.0696 |
2.0696 |
2.0669 |
|
| R1 |
2.0678 |
2.0678 |
2.0664 |
2.0687 |
| PP |
2.0649 |
2.0649 |
2.0649 |
2.0654 |
| S1 |
2.0631 |
2.0631 |
2.0656 |
2.0640 |
| S2 |
2.0602 |
2.0602 |
2.0651 |
|
| S3 |
2.0555 |
2.0584 |
2.0647 |
|
| S4 |
2.0508 |
2.0537 |
2.0634 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1508 |
2.1325 |
2.0719 |
|
| R3 |
2.1216 |
2.1033 |
2.0638 |
|
| R2 |
2.0924 |
2.0924 |
2.0612 |
|
| R1 |
2.0741 |
2.0741 |
2.0585 |
2.0687 |
| PP |
2.0632 |
2.0632 |
2.0632 |
2.0605 |
| S1 |
2.0449 |
2.0449 |
2.0531 |
2.0395 |
| S2 |
2.0340 |
2.0340 |
2.0504 |
|
| S3 |
2.0048 |
2.0157 |
2.0478 |
|
| S4 |
1.9756 |
1.9865 |
2.0397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0815 |
2.0523 |
0.0292 |
1.4% |
0.0103 |
0.5% |
47% |
False |
False |
77,601 |
| 10 |
2.0815 |
2.0440 |
0.0375 |
1.8% |
0.0092 |
0.4% |
59% |
False |
False |
70,894 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.3% |
0.0093 |
0.4% |
37% |
False |
False |
77,797 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0087 |
0.4% |
50% |
False |
False |
77,275 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0088 |
0.4% |
65% |
False |
False |
72,575 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0074 |
0.4% |
68% |
False |
False |
54,870 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.6% |
0.0059 |
0.3% |
68% |
False |
False |
43,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0867 |
|
2.618 |
2.0790 |
|
1.618 |
2.0743 |
|
1.000 |
2.0714 |
|
0.618 |
2.0696 |
|
HIGH |
2.0667 |
|
0.618 |
2.0649 |
|
0.500 |
2.0644 |
|
0.382 |
2.0638 |
|
LOW |
2.0620 |
|
0.618 |
2.0591 |
|
1.000 |
2.0573 |
|
1.618 |
2.0544 |
|
2.618 |
2.0497 |
|
4.250 |
2.0420 |
|
|
| Fisher Pivots for day following 03-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0655 |
2.0639 |
| PP |
2.0649 |
2.0618 |
| S1 |
2.0644 |
2.0597 |
|