CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 29-Nov-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2007 |
29-Nov-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0621 |
2.0567 |
-0.0054 |
-0.3% |
2.0413 |
| High |
2.0630 |
2.0567 |
-0.0063 |
-0.3% |
2.0584 |
| Low |
2.0600 |
2.0550 |
-0.0050 |
-0.2% |
2.0413 |
| Close |
2.0733 |
2.0539 |
-0.0194 |
-0.9% |
2.0519 |
| Range |
0.0030 |
0.0017 |
-0.0013 |
-43.3% |
0.0171 |
| ATR |
0.0093 |
0.0099 |
0.0006 |
7.0% |
0.0000 |
| Volume |
962 |
556 |
-406 |
-42.2% |
2,264 |
|
| Daily Pivots for day following 29-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0603 |
2.0588 |
2.0548 |
|
| R3 |
2.0586 |
2.0571 |
2.0544 |
|
| R2 |
2.0569 |
2.0569 |
2.0542 |
|
| R1 |
2.0554 |
2.0554 |
2.0541 |
2.0553 |
| PP |
2.0552 |
2.0552 |
2.0552 |
2.0552 |
| S1 |
2.0537 |
2.0537 |
2.0537 |
2.0536 |
| S2 |
2.0535 |
2.0535 |
2.0536 |
|
| S3 |
2.0518 |
2.0520 |
2.0534 |
|
| S4 |
2.0501 |
2.0503 |
2.0530 |
|
|
| Weekly Pivots for week ending 23-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1018 |
2.0940 |
2.0613 |
|
| R3 |
2.0847 |
2.0769 |
2.0566 |
|
| R2 |
2.0676 |
2.0676 |
2.0550 |
|
| R1 |
2.0598 |
2.0598 |
2.0535 |
2.0637 |
| PP |
2.0505 |
2.0505 |
2.0505 |
2.0525 |
| S1 |
2.0427 |
2.0427 |
2.0503 |
2.0466 |
| S2 |
2.0334 |
2.0334 |
2.0488 |
|
| S3 |
2.0163 |
2.0256 |
2.0472 |
|
| S4 |
1.9992 |
2.0085 |
2.0425 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0639 |
|
2.618 |
2.0612 |
|
1.618 |
2.0595 |
|
1.000 |
2.0584 |
|
0.618 |
2.0578 |
|
HIGH |
2.0567 |
|
0.618 |
2.0561 |
|
0.500 |
2.0559 |
|
0.382 |
2.0556 |
|
LOW |
2.0550 |
|
0.618 |
2.0539 |
|
1.000 |
2.0533 |
|
1.618 |
2.0522 |
|
2.618 |
2.0505 |
|
4.250 |
2.0478 |
|
|
| Fisher Pivots for day following 29-Nov-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0559 |
2.0600 |
| PP |
2.0552 |
2.0580 |
| S1 |
2.0546 |
2.0559 |
|