CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 10-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2007 |
10-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0207 |
2.0387 |
0.0180 |
0.9% |
2.0572 |
| High |
2.0250 |
2.0425 |
0.0175 |
0.9% |
2.0601 |
| Low |
2.0207 |
2.0355 |
0.0148 |
0.7% |
2.0160 |
| Close |
2.0247 |
2.0396 |
0.0149 |
0.7% |
2.0247 |
| Range |
0.0043 |
0.0070 |
0.0027 |
62.8% |
0.0441 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.8% |
0.0000 |
| Volume |
8,684 |
6,610 |
-2,074 |
-23.9% |
21,121 |
|
| Daily Pivots for day following 10-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0602 |
2.0569 |
2.0435 |
|
| R3 |
2.0532 |
2.0499 |
2.0415 |
|
| R2 |
2.0462 |
2.0462 |
2.0409 |
|
| R1 |
2.0429 |
2.0429 |
2.0402 |
2.0446 |
| PP |
2.0392 |
2.0392 |
2.0392 |
2.0400 |
| S1 |
2.0359 |
2.0359 |
2.0390 |
2.0376 |
| S2 |
2.0322 |
2.0322 |
2.0383 |
|
| S3 |
2.0252 |
2.0289 |
2.0377 |
|
| S4 |
2.0182 |
2.0219 |
2.0358 |
|
|
| Weekly Pivots for week ending 07-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1659 |
2.1394 |
2.0490 |
|
| R3 |
2.1218 |
2.0953 |
2.0368 |
|
| R2 |
2.0777 |
2.0777 |
2.0328 |
|
| R1 |
2.0512 |
2.0512 |
2.0287 |
2.0424 |
| PP |
2.0336 |
2.0336 |
2.0336 |
2.0292 |
| S1 |
2.0071 |
2.0071 |
2.0207 |
1.9983 |
| S2 |
1.9895 |
1.9895 |
2.0166 |
|
| S3 |
1.9454 |
1.9630 |
2.0126 |
|
| S4 |
1.9013 |
1.9189 |
2.0004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0506 |
2.0160 |
0.0346 |
1.7% |
0.0048 |
0.2% |
68% |
False |
False |
5,217 |
| 10 |
2.0650 |
2.0160 |
0.0490 |
2.4% |
0.0052 |
0.3% |
48% |
False |
False |
3,144 |
| 20 |
2.0813 |
2.0160 |
0.0653 |
3.2% |
0.0034 |
0.2% |
36% |
False |
False |
1,822 |
| 40 |
2.1002 |
2.0160 |
0.0842 |
4.1% |
0.0019 |
0.1% |
28% |
False |
False |
980 |
| 60 |
2.1002 |
1.9839 |
0.1163 |
5.7% |
0.0012 |
0.1% |
48% |
False |
False |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0723 |
|
2.618 |
2.0608 |
|
1.618 |
2.0538 |
|
1.000 |
2.0495 |
|
0.618 |
2.0468 |
|
HIGH |
2.0425 |
|
0.618 |
2.0398 |
|
0.500 |
2.0390 |
|
0.382 |
2.0382 |
|
LOW |
2.0355 |
|
0.618 |
2.0312 |
|
1.000 |
2.0285 |
|
1.618 |
2.0242 |
|
2.618 |
2.0172 |
|
4.250 |
2.0058 |
|
|
| Fisher Pivots for day following 10-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0394 |
2.0362 |
| PP |
2.0392 |
2.0327 |
| S1 |
2.0390 |
2.0293 |
|