CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 14-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2007 |
14-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
2.0340 |
2.0203 |
-0.0137 |
-0.7% |
2.0387 |
| High |
2.0350 |
2.0225 |
-0.0125 |
-0.6% |
2.0580 |
| Low |
2.0270 |
2.0090 |
-0.0180 |
-0.9% |
2.0090 |
| Close |
2.0324 |
2.0093 |
-0.0231 |
-1.1% |
2.0093 |
| Range |
0.0080 |
0.0135 |
0.0055 |
68.8% |
0.0490 |
| ATR |
0.0127 |
0.0135 |
0.0008 |
6.0% |
0.0000 |
| Volume |
54,903 |
70,587 |
15,684 |
28.6% |
227,035 |
|
| Daily Pivots for day following 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0541 |
2.0452 |
2.0167 |
|
| R3 |
2.0406 |
2.0317 |
2.0130 |
|
| R2 |
2.0271 |
2.0271 |
2.0118 |
|
| R1 |
2.0182 |
2.0182 |
2.0105 |
2.0159 |
| PP |
2.0136 |
2.0136 |
2.0136 |
2.0125 |
| S1 |
2.0047 |
2.0047 |
2.0081 |
2.0024 |
| S2 |
2.0001 |
2.0001 |
2.0068 |
|
| S3 |
1.9866 |
1.9912 |
2.0056 |
|
| S4 |
1.9731 |
1.9777 |
2.0019 |
|
|
| Weekly Pivots for week ending 14-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1724 |
2.1399 |
2.0363 |
|
| R3 |
2.1234 |
2.0909 |
2.0228 |
|
| R2 |
2.0744 |
2.0744 |
2.0183 |
|
| R1 |
2.0419 |
2.0419 |
2.0138 |
2.0337 |
| PP |
2.0254 |
2.0254 |
2.0254 |
2.0213 |
| S1 |
1.9929 |
1.9929 |
2.0048 |
1.9847 |
| S2 |
1.9764 |
1.9764 |
2.0003 |
|
| S3 |
1.9274 |
1.9439 |
1.9958 |
|
| S4 |
1.8784 |
1.8949 |
1.9824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0580 |
2.0090 |
0.0490 |
2.4% |
0.0140 |
0.7% |
1% |
False |
True |
45,407 |
| 10 |
2.0601 |
2.0090 |
0.0511 |
2.5% |
0.0090 |
0.4% |
1% |
False |
True |
24,815 |
| 20 |
2.0650 |
2.0090 |
0.0560 |
2.8% |
0.0063 |
0.3% |
1% |
False |
True |
12,753 |
| 40 |
2.1002 |
2.0090 |
0.0912 |
4.5% |
0.0034 |
0.2% |
0% |
False |
True |
6,486 |
| 60 |
2.1002 |
1.9994 |
0.1008 |
5.0% |
0.0023 |
0.1% |
10% |
False |
False |
4,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0799 |
|
2.618 |
2.0578 |
|
1.618 |
2.0443 |
|
1.000 |
2.0360 |
|
0.618 |
2.0308 |
|
HIGH |
2.0225 |
|
0.618 |
2.0173 |
|
0.500 |
2.0158 |
|
0.382 |
2.0142 |
|
LOW |
2.0090 |
|
0.618 |
2.0007 |
|
1.000 |
1.9955 |
|
1.618 |
1.9872 |
|
2.618 |
1.9737 |
|
4.250 |
1.9516 |
|
|
| Fisher Pivots for day following 14-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2.0158 |
2.0335 |
| PP |
2.0136 |
2.0254 |
| S1 |
2.0115 |
2.0174 |
|