CME British Pound Future March 2008
| Trading Metrics calculated at close of trading on 24-Dec-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2007 |
24-Dec-2007 |
Change |
Change % |
Previous Week |
| Open |
1.9816 |
1.9754 |
-0.0062 |
-0.3% |
2.0092 |
| High |
1.9833 |
1.9760 |
-0.0073 |
-0.4% |
2.0175 |
| Low |
1.9765 |
1.9715 |
-0.0050 |
-0.3% |
1.9760 |
| Close |
1.9793 |
1.9726 |
-0.0067 |
-0.3% |
1.9793 |
| Range |
0.0068 |
0.0045 |
-0.0023 |
-33.8% |
0.0415 |
| ATR |
0.0131 |
0.0128 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
51,434 |
43,769 |
-7,665 |
-14.9% |
271,858 |
|
| Daily Pivots for day following 24-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.9869 |
1.9842 |
1.9751 |
|
| R3 |
1.9824 |
1.9797 |
1.9738 |
|
| R2 |
1.9779 |
1.9779 |
1.9734 |
|
| R1 |
1.9752 |
1.9752 |
1.9730 |
1.9743 |
| PP |
1.9734 |
1.9734 |
1.9734 |
1.9729 |
| S1 |
1.9707 |
1.9707 |
1.9722 |
1.9698 |
| S2 |
1.9689 |
1.9689 |
1.9718 |
|
| S3 |
1.9644 |
1.9662 |
1.9714 |
|
| S4 |
1.9599 |
1.9617 |
1.9701 |
|
|
| 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 |
2.0145 |
1.9715 |
0.0430 |
2.2% |
0.0090 |
0.5% |
3% |
False |
True |
49,783 |
| 10 |
2.0580 |
1.9715 |
0.0865 |
4.4% |
0.0117 |
0.6% |
1% |
False |
True |
53,605 |
| 20 |
2.0650 |
1.9715 |
0.0935 |
4.7% |
0.0084 |
0.4% |
1% |
False |
True |
28,374 |
| 40 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0047 |
0.2% |
1% |
False |
True |
14,368 |
| 60 |
2.1002 |
1.9715 |
0.1287 |
6.5% |
0.0032 |
0.2% |
1% |
False |
True |
9,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.9951 |
|
2.618 |
1.9878 |
|
1.618 |
1.9833 |
|
1.000 |
1.9805 |
|
0.618 |
1.9788 |
|
HIGH |
1.9760 |
|
0.618 |
1.9743 |
|
0.500 |
1.9738 |
|
0.382 |
1.9732 |
|
LOW |
1.9715 |
|
0.618 |
1.9687 |
|
1.000 |
1.9670 |
|
1.618 |
1.9642 |
|
2.618 |
1.9597 |
|
4.250 |
1.9524 |
|
|
| Fisher Pivots for day following 24-Dec-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.9738 |
1.9788 |
| PP |
1.9734 |
1.9767 |
| S1 |
1.9730 |
1.9747 |
|