CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 26-Oct-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2007 |
26-Oct-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0405 |
2.0410 |
0.0005 |
0.0% |
2.0193 |
| High |
2.0430 |
2.0410 |
-0.0020 |
-0.1% |
2.0430 |
| Low |
2.0400 |
2.0410 |
0.0010 |
0.0% |
2.0175 |
| Close |
2.0415 |
2.0424 |
0.0009 |
0.0% |
2.0424 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0255 |
| ATR |
0.0079 |
0.0074 |
-0.0005 |
-6.7% |
0.0000 |
| Volume |
145 |
108 |
-37 |
-25.5% |
456 |
|
| Daily Pivots for day following 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0415 |
2.0419 |
2.0424 |
|
| R3 |
2.0415 |
2.0419 |
2.0424 |
|
| R2 |
2.0415 |
2.0415 |
2.0424 |
|
| R1 |
2.0419 |
2.0419 |
2.0424 |
2.0417 |
| PP |
2.0415 |
2.0415 |
2.0415 |
2.0414 |
| S1 |
2.0419 |
2.0419 |
2.0424 |
2.0417 |
| S2 |
2.0415 |
2.0415 |
2.0424 |
|
| S3 |
2.0415 |
2.0419 |
2.0424 |
|
| S4 |
2.0415 |
2.0419 |
2.0424 |
|
|
| Weekly Pivots for week ending 26-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1108 |
2.1021 |
2.0564 |
|
| R3 |
2.0853 |
2.0766 |
2.0494 |
|
| R2 |
2.0598 |
2.0598 |
2.0471 |
|
| R1 |
2.0511 |
2.0511 |
2.0447 |
2.0555 |
| PP |
2.0343 |
2.0343 |
2.0343 |
2.0365 |
| S1 |
2.0256 |
2.0256 |
2.0401 |
2.0300 |
| S2 |
2.0088 |
2.0088 |
2.0377 |
|
| S3 |
1.9833 |
2.0001 |
2.0354 |
|
| S4 |
1.9578 |
1.9746 |
2.0284 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0410 |
|
2.618 |
2.0410 |
|
1.618 |
2.0410 |
|
1.000 |
2.0410 |
|
0.618 |
2.0410 |
|
HIGH |
2.0410 |
|
0.618 |
2.0410 |
|
0.500 |
2.0410 |
|
0.382 |
2.0410 |
|
LOW |
2.0410 |
|
0.618 |
2.0410 |
|
1.000 |
2.0410 |
|
1.618 |
2.0410 |
|
2.618 |
2.0410 |
|
4.250 |
2.0410 |
|
|
| Fisher Pivots for day following 26-Oct-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0419 |
2.0420 |
| PP |
2.0415 |
2.0415 |
| S1 |
2.0410 |
2.0411 |
|