CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 06-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2007 |
06-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0255 |
2.0181 |
-0.0074 |
-0.4% |
2.0610 |
| High |
2.0255 |
2.0230 |
-0.0025 |
-0.1% |
2.0650 |
| Low |
2.0200 |
2.0160 |
-0.0040 |
-0.2% |
2.0475 |
| Close |
2.0185 |
2.0221 |
0.0036 |
0.2% |
2.0492 |
| Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0175 |
| ATR |
0.0115 |
0.0111 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
776 |
7,872 |
7,096 |
914.4% |
3,879 |
|
| Daily Pivots for day following 06-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0414 |
2.0387 |
2.0260 |
|
| R3 |
2.0344 |
2.0317 |
2.0240 |
|
| R2 |
2.0274 |
2.0274 |
2.0234 |
|
| R1 |
2.0247 |
2.0247 |
2.0227 |
2.0261 |
| PP |
2.0204 |
2.0204 |
2.0204 |
2.0210 |
| S1 |
2.0177 |
2.0177 |
2.0215 |
2.0191 |
| S2 |
2.0134 |
2.0134 |
2.0208 |
|
| S3 |
2.0064 |
2.0107 |
2.0202 |
|
| S4 |
1.9994 |
2.0037 |
2.0183 |
|
|
| 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 |
2.0160 |
0.0441 |
2.2% |
0.0055 |
0.3% |
14% |
False |
True |
2,865 |
| 10 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0052 |
0.3% |
12% |
False |
True |
1,682 |
| 20 |
2.1002 |
2.0160 |
0.0842 |
4.2% |
0.0029 |
0.1% |
7% |
False |
True |
1,110 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.2% |
0.0016 |
0.1% |
7% |
False |
True |
603 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.8% |
0.0011 |
0.1% |
33% |
False |
False |
427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0528 |
|
2.618 |
2.0413 |
|
1.618 |
2.0343 |
|
1.000 |
2.0300 |
|
0.618 |
2.0273 |
|
HIGH |
2.0230 |
|
0.618 |
2.0203 |
|
0.500 |
2.0195 |
|
0.382 |
2.0187 |
|
LOW |
2.0160 |
|
0.618 |
2.0117 |
|
1.000 |
2.0090 |
|
1.618 |
2.0047 |
|
2.618 |
1.9977 |
|
4.250 |
1.9863 |
|
|
| Fisher Pivots for day following 06-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0212 |
2.0333 |
| PP |
2.0204 |
2.0296 |
| S1 |
2.0195 |
2.0258 |
|