CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 04-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2007 |
04-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0634 |
2.0622 |
-0.0012 |
-0.1% |
2.0663 |
| High |
2.0667 |
2.0627 |
-0.0040 |
-0.2% |
2.0815 |
| Low |
2.0620 |
2.0562 |
-0.0058 |
-0.3% |
2.0523 |
| Close |
2.0660 |
2.0566 |
-0.0094 |
-0.5% |
2.0558 |
| Range |
0.0047 |
0.0065 |
0.0018 |
38.3% |
0.0292 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
78,442 |
66,111 |
-12,331 |
-15.7% |
376,034 |
|
| Daily Pivots for day following 04-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0780 |
2.0738 |
2.0602 |
|
| R3 |
2.0715 |
2.0673 |
2.0584 |
|
| R2 |
2.0650 |
2.0650 |
2.0578 |
|
| R1 |
2.0608 |
2.0608 |
2.0572 |
2.0597 |
| PP |
2.0585 |
2.0585 |
2.0585 |
2.0579 |
| S1 |
2.0543 |
2.0543 |
2.0560 |
2.0532 |
| S2 |
2.0520 |
2.0520 |
2.0554 |
|
| S3 |
2.0455 |
2.0478 |
2.0548 |
|
| S4 |
2.0390 |
2.0413 |
2.0530 |
|
|
| 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% |
0.0097 |
0.5% |
15% |
False |
False |
79,690 |
| 10 |
2.0815 |
2.0510 |
0.0305 |
1.5% |
0.0089 |
0.4% |
18% |
False |
False |
70,567 |
| 20 |
2.1095 |
2.0405 |
0.0690 |
3.4% |
0.0094 |
0.5% |
23% |
False |
False |
76,436 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.2% |
0.0085 |
0.4% |
39% |
False |
False |
78,928 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.0% |
0.0088 |
0.4% |
57% |
False |
False |
73,400 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0075 |
0.4% |
61% |
False |
False |
55,694 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0060 |
0.3% |
61% |
False |
False |
44,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0903 |
|
2.618 |
2.0797 |
|
1.618 |
2.0732 |
|
1.000 |
2.0692 |
|
0.618 |
2.0667 |
|
HIGH |
2.0627 |
|
0.618 |
2.0602 |
|
0.500 |
2.0595 |
|
0.382 |
2.0587 |
|
LOW |
2.0562 |
|
0.618 |
2.0522 |
|
1.000 |
2.0497 |
|
1.618 |
2.0457 |
|
2.618 |
2.0392 |
|
4.250 |
2.0286 |
|
|
| Fisher Pivots for day following 04-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0595 |
2.0597 |
| PP |
2.0585 |
2.0586 |
| S1 |
2.0576 |
2.0576 |
|