CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 07-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2007 |
07-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0243 |
2.0314 |
0.0071 |
0.4% |
2.0634 |
| High |
2.0308 |
2.0330 |
0.0022 |
0.1% |
2.0667 |
| Low |
2.0230 |
2.0255 |
0.0025 |
0.1% |
2.0230 |
| Close |
2.0285 |
2.0310 |
0.0025 |
0.1% |
2.0310 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0437 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
113,727 |
85,414 |
-28,313 |
-24.9% |
400,012 |
|
| Daily Pivots for day following 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0523 |
2.0492 |
2.0351 |
|
| R3 |
2.0448 |
2.0417 |
2.0331 |
|
| R2 |
2.0373 |
2.0373 |
2.0324 |
|
| R1 |
2.0342 |
2.0342 |
2.0317 |
2.0320 |
| PP |
2.0298 |
2.0298 |
2.0298 |
2.0288 |
| S1 |
2.0267 |
2.0267 |
2.0303 |
2.0245 |
| S2 |
2.0223 |
2.0223 |
2.0296 |
|
| S3 |
2.0148 |
2.0192 |
2.0289 |
|
| S4 |
2.0073 |
2.0117 |
2.0269 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1713 |
2.1449 |
2.0550 |
|
| R3 |
2.1276 |
2.1012 |
2.0430 |
|
| R2 |
2.0839 |
2.0839 |
2.0390 |
|
| R1 |
2.0575 |
2.0575 |
2.0350 |
2.0489 |
| PP |
2.0402 |
2.0402 |
2.0402 |
2.0359 |
| S1 |
2.0138 |
2.0138 |
2.0270 |
2.0052 |
| S2 |
1.9965 |
1.9965 |
2.0230 |
|
| S3 |
1.9528 |
1.9701 |
2.0190 |
|
| S4 |
1.9091 |
1.9264 |
2.0070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0667 |
2.0230 |
0.0437 |
2.2% |
0.0075 |
0.4% |
18% |
False |
False |
80,002 |
| 10 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0092 |
0.5% |
14% |
False |
False |
77,604 |
| 20 |
2.0995 |
2.0230 |
0.0765 |
3.8% |
0.0099 |
0.5% |
10% |
False |
False |
76,001 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0085 |
0.4% |
10% |
False |
False |
79,951 |
| 60 |
2.1095 |
1.9864 |
0.1231 |
6.1% |
0.0089 |
0.4% |
36% |
False |
False |
76,202 |
| 80 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0078 |
0.4% |
43% |
False |
False |
58,882 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0063 |
0.3% |
43% |
False |
False |
47,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0649 |
|
2.618 |
2.0526 |
|
1.618 |
2.0451 |
|
1.000 |
2.0405 |
|
0.618 |
2.0376 |
|
HIGH |
2.0330 |
|
0.618 |
2.0301 |
|
0.500 |
2.0293 |
|
0.382 |
2.0284 |
|
LOW |
2.0255 |
|
0.618 |
2.0209 |
|
1.000 |
2.0180 |
|
1.618 |
2.0134 |
|
2.618 |
2.0059 |
|
4.250 |
1.9936 |
|
|
| Fisher Pivots for day following 07-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0304 |
2.0304 |
| PP |
2.0298 |
2.0298 |
| S1 |
2.0293 |
2.0293 |
|