CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 08-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2007 |
08-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0960 |
2.1002 |
0.0042 |
0.2% |
2.0522 |
| High |
2.0960 |
2.1002 |
0.0042 |
0.2% |
2.0796 |
| Low |
2.0960 |
2.0980 |
0.0020 |
0.1% |
2.0522 |
| Close |
2.0960 |
2.1001 |
0.0041 |
0.2% |
2.0796 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0274 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
381 |
666 |
285 |
74.8% |
792 |
|
| Daily Pivots for day following 08-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1060 |
2.1053 |
2.1013 |
|
| R3 |
2.1038 |
2.1031 |
2.1007 |
|
| R2 |
2.1016 |
2.1016 |
2.1005 |
|
| R1 |
2.1009 |
2.1009 |
2.1003 |
2.1002 |
| PP |
2.0994 |
2.0994 |
2.0994 |
2.0991 |
| S1 |
2.0987 |
2.0987 |
2.0999 |
2.0980 |
| S2 |
2.0972 |
2.0972 |
2.0997 |
|
| S3 |
2.0950 |
2.0965 |
2.0995 |
|
| S4 |
2.0928 |
2.0943 |
2.0989 |
|
|
| 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 |
2.1096 |
|
2.618 |
2.1060 |
|
1.618 |
2.1038 |
|
1.000 |
2.1024 |
|
0.618 |
2.1016 |
|
HIGH |
2.1002 |
|
0.618 |
2.0994 |
|
0.500 |
2.0991 |
|
0.382 |
2.0988 |
|
LOW |
2.0980 |
|
0.618 |
2.0966 |
|
1.000 |
2.0958 |
|
1.618 |
2.0944 |
|
2.618 |
2.0922 |
|
4.250 |
2.0887 |
|
|
| Fisher Pivots for day following 08-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0998 |
2.0965 |
| PP |
2.0994 |
2.0928 |
| S1 |
2.0991 |
2.0892 |
|