CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0622 |
2.0352 |
-0.0270 |
-1.3% |
2.0663 |
| High |
2.0627 |
2.0355 |
-0.0272 |
-1.3% |
2.0815 |
| Low |
2.0562 |
2.0244 |
-0.0318 |
-1.5% |
2.0523 |
| Close |
2.0566 |
2.0250 |
-0.0316 |
-1.5% |
2.0558 |
| Range |
0.0065 |
0.0111 |
0.0046 |
70.8% |
0.0292 |
| ATR |
0.0132 |
0.0146 |
0.0014 |
10.3% |
0.0000 |
| Volume |
66,111 |
56,318 |
-9,793 |
-14.8% |
376,034 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0616 |
2.0544 |
2.0311 |
|
| R3 |
2.0505 |
2.0433 |
2.0281 |
|
| R2 |
2.0394 |
2.0394 |
2.0270 |
|
| R1 |
2.0322 |
2.0322 |
2.0260 |
2.0303 |
| PP |
2.0283 |
2.0283 |
2.0283 |
2.0273 |
| S1 |
2.0211 |
2.0211 |
2.0240 |
2.0192 |
| S2 |
2.0172 |
2.0172 |
2.0230 |
|
| S3 |
2.0061 |
2.0100 |
2.0219 |
|
| S4 |
1.9950 |
1.9989 |
2.0189 |
|
|
| 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 |
2.0670 |
2.0244 |
0.0426 |
2.1% |
0.0083 |
0.4% |
1% |
False |
True |
77,645 |
| 10 |
2.0815 |
2.0244 |
0.0571 |
2.8% |
0.0094 |
0.5% |
1% |
False |
True |
70,583 |
| 20 |
2.1095 |
2.0244 |
0.0851 |
4.2% |
0.0097 |
0.5% |
1% |
False |
True |
75,975 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0085 |
0.4% |
3% |
False |
False |
78,282 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.1% |
0.0089 |
0.4% |
31% |
False |
False |
74,105 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.8% |
0.0076 |
0.4% |
38% |
False |
False |
56,396 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.8% |
0.0061 |
0.3% |
38% |
False |
False |
45,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0827 |
|
2.618 |
2.0646 |
|
1.618 |
2.0535 |
|
1.000 |
2.0466 |
|
0.618 |
2.0424 |
|
HIGH |
2.0355 |
|
0.618 |
2.0313 |
|
0.500 |
2.0300 |
|
0.382 |
2.0286 |
|
LOW |
2.0244 |
|
0.618 |
2.0175 |
|
1.000 |
2.0133 |
|
1.618 |
2.0064 |
|
2.618 |
1.9953 |
|
4.250 |
1.9772 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0300 |
2.0456 |
| PP |
2.0283 |
2.0387 |
| S1 |
2.0267 |
2.0319 |
|