CME British Pound Future December 2007
| Trading Metrics calculated at close of trading on 12-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2007 |
12-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0489 |
2.0382 |
-0.0107 |
-0.5% |
2.0634 |
| High |
2.0489 |
2.0600 |
0.0111 |
0.5% |
2.0667 |
| Low |
2.0350 |
2.0382 |
0.0032 |
0.2% |
2.0230 |
| Close |
2.0354 |
2.0467 |
0.0113 |
0.6% |
2.0310 |
| Range |
0.0139 |
0.0218 |
0.0079 |
56.8% |
0.0437 |
| ATR |
0.0139 |
0.0147 |
0.0008 |
5.5% |
0.0000 |
| Volume |
63,056 |
63,636 |
580 |
0.9% |
400,012 |
|
| Daily Pivots for day following 12-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1137 |
2.1020 |
2.0587 |
|
| R3 |
2.0919 |
2.0802 |
2.0527 |
|
| R2 |
2.0701 |
2.0701 |
2.0507 |
|
| R1 |
2.0584 |
2.0584 |
2.0487 |
2.0643 |
| PP |
2.0483 |
2.0483 |
2.0483 |
2.0512 |
| S1 |
2.0366 |
2.0366 |
2.0447 |
2.0425 |
| S2 |
2.0265 |
2.0265 |
2.0427 |
|
| S3 |
2.0047 |
2.0148 |
2.0407 |
|
| S4 |
1.9829 |
1.9930 |
2.0347 |
|
|
| 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 |
2.0600 |
2.0230 |
0.0370 |
1.8% |
0.0115 |
0.6% |
64% |
True |
False |
77,023 |
| 10 |
2.0670 |
2.0230 |
0.0440 |
2.1% |
0.0099 |
0.5% |
54% |
False |
False |
77,334 |
| 20 |
2.0815 |
2.0230 |
0.0585 |
2.9% |
0.0102 |
0.5% |
41% |
False |
False |
75,316 |
| 40 |
2.1095 |
2.0221 |
0.0874 |
4.3% |
0.0090 |
0.4% |
28% |
False |
False |
78,599 |
| 60 |
2.1095 |
1.9900 |
0.1195 |
5.8% |
0.0089 |
0.4% |
47% |
False |
False |
74,668 |
| 80 |
2.1095 |
1.9757 |
0.1338 |
6.5% |
0.0083 |
0.4% |
53% |
False |
False |
61,195 |
| 100 |
2.1095 |
1.9727 |
0.1368 |
6.7% |
0.0067 |
0.3% |
54% |
False |
False |
48,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.1527 |
|
2.618 |
2.1171 |
|
1.618 |
2.0953 |
|
1.000 |
2.0818 |
|
0.618 |
2.0735 |
|
HIGH |
2.0600 |
|
0.618 |
2.0517 |
|
0.500 |
2.0491 |
|
0.382 |
2.0465 |
|
LOW |
2.0382 |
|
0.618 |
2.0247 |
|
1.000 |
2.0164 |
|
1.618 |
2.0029 |
|
2.618 |
1.9811 |
|
4.250 |
1.9456 |
|
|
| Fisher Pivots for day following 12-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0491 |
2.0475 |
| PP |
2.0483 |
2.0472 |
| S1 |
2.0475 |
2.0470 |
|