CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 05-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2007 |
05-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0796 |
2.0712 |
-0.0084 |
-0.4% |
2.0522 |
| High |
2.0796 |
2.0725 |
-0.0071 |
-0.3% |
2.0796 |
| Low |
2.0796 |
2.0700 |
-0.0096 |
-0.5% |
2.0522 |
| Close |
2.0796 |
2.0712 |
-0.0084 |
-0.4% |
2.0796 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0274 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.2% |
0.0000 |
| Volume |
304 |
134 |
-170 |
-55.9% |
792 |
|
| Daily Pivots for day following 05-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0787 |
2.0775 |
2.0726 |
|
| R3 |
2.0762 |
2.0750 |
2.0719 |
|
| R2 |
2.0737 |
2.0737 |
2.0717 |
|
| R1 |
2.0725 |
2.0725 |
2.0714 |
2.0725 |
| PP |
2.0712 |
2.0712 |
2.0712 |
2.0712 |
| S1 |
2.0700 |
2.0700 |
2.0710 |
2.0700 |
| S2 |
2.0687 |
2.0687 |
2.0707 |
|
| S3 |
2.0662 |
2.0675 |
2.0705 |
|
| S4 |
2.0637 |
2.0650 |
2.0698 |
|
|
| Weekly Pivots for week ending 02-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1527 |
2.1435 |
2.0947 |
|
| R3 |
2.1253 |
2.1161 |
2.0871 |
|
| R2 |
2.0979 |
2.0979 |
2.0846 |
|
| R1 |
2.0887 |
2.0887 |
2.0821 |
2.0933 |
| PP |
2.0705 |
2.0705 |
2.0705 |
2.0728 |
| S1 |
2.0613 |
2.0613 |
2.0771 |
2.0659 |
| S2 |
2.0431 |
2.0431 |
2.0746 |
|
| S3 |
2.0157 |
2.0339 |
2.0721 |
|
| S4 |
1.9883 |
2.0065 |
2.0645 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0831 |
|
2.618 |
2.0790 |
|
1.618 |
2.0765 |
|
1.000 |
2.0750 |
|
0.618 |
2.0740 |
|
HIGH |
2.0725 |
|
0.618 |
2.0715 |
|
0.500 |
2.0713 |
|
0.382 |
2.0710 |
|
LOW |
2.0700 |
|
0.618 |
2.0685 |
|
1.000 |
2.0675 |
|
1.618 |
2.0660 |
|
2.618 |
2.0635 |
|
4.250 |
2.0594 |
|
|
| Fisher Pivots for day following 05-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0713 |
2.0748 |
| PP |
2.0712 |
2.0736 |
| S1 |
2.0712 |
2.0724 |
|