CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 05-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2007 |
05-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0506 |
2.0255 |
-0.0251 |
-1.2% |
2.0610 |
| High |
2.0506 |
2.0255 |
-0.0251 |
-1.2% |
2.0650 |
| Low |
2.0506 |
2.0200 |
-0.0306 |
-1.5% |
2.0475 |
| Close |
2.0501 |
2.0185 |
-0.0316 |
-1.5% |
2.0492 |
| Range |
0.0000 |
0.0055 |
0.0055 |
|
0.0175 |
| ATR |
0.0100 |
0.0115 |
0.0014 |
14.3% |
0.0000 |
| Volume |
2,144 |
776 |
-1,368 |
-63.8% |
3,879 |
|
| Daily Pivots for day following 05-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0378 |
2.0337 |
2.0215 |
|
| R3 |
2.0323 |
2.0282 |
2.0200 |
|
| R2 |
2.0268 |
2.0268 |
2.0195 |
|
| R1 |
2.0227 |
2.0227 |
2.0190 |
2.0220 |
| PP |
2.0213 |
2.0213 |
2.0213 |
2.0210 |
| S1 |
2.0172 |
2.0172 |
2.0180 |
2.0165 |
| S2 |
2.0158 |
2.0158 |
2.0175 |
|
| S3 |
2.0103 |
2.0117 |
2.0170 |
|
| S4 |
2.0048 |
2.0062 |
2.0155 |
|
|
| Weekly Pivots for week ending 30-Nov-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1064 |
2.0953 |
2.0588 |
|
| R3 |
2.0889 |
2.0778 |
2.0540 |
|
| R2 |
2.0714 |
2.0714 |
2.0524 |
|
| R1 |
2.0603 |
2.0603 |
2.0508 |
2.0571 |
| PP |
2.0539 |
2.0539 |
2.0539 |
2.0523 |
| S1 |
2.0428 |
2.0428 |
2.0476 |
2.0396 |
| S2 |
2.0364 |
2.0364 |
2.0460 |
|
| S3 |
2.0189 |
2.0253 |
2.0444 |
|
| S4 |
2.0014 |
2.0078 |
2.0396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0601 |
2.0200 |
0.0401 |
2.0% |
0.0045 |
0.2% |
-4% |
False |
True |
1,402 |
| 10 |
2.0650 |
2.0200 |
0.0450 |
2.2% |
0.0045 |
0.2% |
-3% |
False |
True |
994 |
| 20 |
2.1002 |
2.0200 |
0.0802 |
4.0% |
0.0026 |
0.1% |
-2% |
False |
True |
723 |
| 40 |
2.1002 |
2.0175 |
0.0827 |
4.1% |
0.0014 |
0.1% |
1% |
False |
False |
406 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.8% |
0.0009 |
0.0% |
30% |
False |
False |
295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0489 |
|
2.618 |
2.0399 |
|
1.618 |
2.0344 |
|
1.000 |
2.0310 |
|
0.618 |
2.0289 |
|
HIGH |
2.0255 |
|
0.618 |
2.0234 |
|
0.500 |
2.0228 |
|
0.382 |
2.0221 |
|
LOW |
2.0200 |
|
0.618 |
2.0166 |
|
1.000 |
2.0145 |
|
1.618 |
2.0111 |
|
2.618 |
2.0056 |
|
4.250 |
1.9966 |
|
|
| Fisher Pivots for day following 05-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0228 |
2.0401 |
| PP |
2.0213 |
2.0329 |
| S1 |
2.0199 |
2.0257 |
|