CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 21-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2007 |
21-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9840 |
1.9816 |
-0.0024 |
-0.1% |
2.0092 |
| High |
1.9860 |
1.9833 |
-0.0027 |
-0.1% |
2.0175 |
| Low |
1.9760 |
1.9765 |
0.0005 |
0.0% |
1.9760 |
| Close |
1.9769 |
1.9793 |
0.0024 |
0.1% |
1.9793 |
| Range |
0.0100 |
0.0068 |
-0.0032 |
-32.0% |
0.0415 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
60,584 |
51,434 |
-9,150 |
-15.1% |
271,858 |
|
| Daily Pivots for day following 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.0001 |
1.9965 |
1.9830 |
|
| R3 |
1.9933 |
1.9897 |
1.9812 |
|
| R2 |
1.9865 |
1.9865 |
1.9805 |
|
| R1 |
1.9829 |
1.9829 |
1.9799 |
1.9813 |
| PP |
1.9797 |
1.9797 |
1.9797 |
1.9789 |
| S1 |
1.9761 |
1.9761 |
1.9787 |
1.9745 |
| S2 |
1.9729 |
1.9729 |
1.9781 |
|
| S3 |
1.9661 |
1.9693 |
1.9774 |
|
| S4 |
1.9593 |
1.9625 |
1.9756 |
|
|
| Weekly Pivots for week ending 21-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.1154 |
2.0889 |
2.0021 |
|
| R3 |
2.0739 |
2.0474 |
1.9907 |
|
| R2 |
2.0324 |
2.0324 |
1.9869 |
|
| R1 |
2.0059 |
2.0059 |
1.9831 |
1.9984 |
| PP |
1.9909 |
1.9909 |
1.9909 |
1.9872 |
| S1 |
1.9644 |
1.9644 |
1.9755 |
1.9569 |
| S2 |
1.9494 |
1.9494 |
1.9717 |
|
| S3 |
1.9079 |
1.9229 |
1.9679 |
|
| S4 |
1.8664 |
1.8814 |
1.9565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.0175 |
1.9760 |
0.0415 |
2.1% |
0.0098 |
0.5% |
8% |
False |
False |
54,371 |
| 10 |
2.0580 |
1.9760 |
0.0820 |
4.1% |
0.0119 |
0.6% |
4% |
False |
False |
49,889 |
| 20 |
2.0650 |
1.9760 |
0.0890 |
4.5% |
0.0084 |
0.4% |
4% |
False |
False |
26,194 |
| 40 |
2.1002 |
1.9760 |
0.1242 |
6.3% |
0.0047 |
0.2% |
3% |
False |
False |
13,277 |
| 60 |
2.1002 |
1.9760 |
0.1242 |
6.3% |
0.0031 |
0.2% |
3% |
False |
False |
8,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.0122 |
|
2.618 |
2.0011 |
|
1.618 |
1.9943 |
|
1.000 |
1.9901 |
|
0.618 |
1.9875 |
|
HIGH |
1.9833 |
|
0.618 |
1.9807 |
|
0.500 |
1.9799 |
|
0.382 |
1.9791 |
|
LOW |
1.9765 |
|
0.618 |
1.9723 |
|
1.000 |
1.9697 |
|
1.618 |
1.9655 |
|
2.618 |
1.9587 |
|
4.250 |
1.9476 |
|
|
| Fisher Pivots for day following 21-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9799 |
1.9893 |
| PP |
1.9797 |
1.9859 |
| S1 |
1.9795 |
1.9826 |
|