CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.5776 |
1.5687 |
-0.0089 |
-0.6% |
1.5974 |
High |
1.5779 |
1.5717 |
-0.0062 |
-0.4% |
1.5974 |
Low |
1.5664 |
1.5632 |
-0.0032 |
-0.2% |
1.5632 |
Close |
1.5690 |
1.5648 |
-0.0042 |
-0.3% |
1.5648 |
Range |
0.0115 |
0.0085 |
-0.0030 |
-26.1% |
0.0342 |
ATR |
0.0134 |
0.0131 |
-0.0004 |
-2.6% |
0.0000 |
Volume |
157 |
33 |
-124 |
-79.0% |
309 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5921 |
1.5869 |
1.5695 |
|
R3 |
1.5836 |
1.5784 |
1.5671 |
|
R2 |
1.5751 |
1.5751 |
1.5664 |
|
R1 |
1.5699 |
1.5699 |
1.5656 |
1.5683 |
PP |
1.5666 |
1.5666 |
1.5666 |
1.5657 |
S1 |
1.5614 |
1.5614 |
1.5640 |
1.5598 |
S2 |
1.5581 |
1.5581 |
1.5632 |
|
S3 |
1.5496 |
1.5529 |
1.5625 |
|
S4 |
1.5411 |
1.5444 |
1.5601 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6777 |
1.6555 |
1.5836 |
|
R3 |
1.6435 |
1.6213 |
1.5742 |
|
R2 |
1.6093 |
1.6093 |
1.5711 |
|
R1 |
1.5871 |
1.5871 |
1.5679 |
1.5811 |
PP |
1.5751 |
1.5751 |
1.5751 |
1.5722 |
S1 |
1.5529 |
1.5529 |
1.5617 |
1.5469 |
S2 |
1.5409 |
1.5409 |
1.5585 |
|
S3 |
1.5067 |
1.5187 |
1.5554 |
|
S4 |
1.4725 |
1.4845 |
1.5460 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6078 |
2.618 |
1.5940 |
1.618 |
1.5855 |
1.000 |
1.5802 |
0.618 |
1.5770 |
HIGH |
1.5717 |
0.618 |
1.5685 |
0.500 |
1.5675 |
0.382 |
1.5664 |
LOW |
1.5632 |
0.618 |
1.5579 |
1.000 |
1.5547 |
1.618 |
1.5494 |
2.618 |
1.5409 |
4.250 |
1.5271 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5675 |
1.5741 |
PP |
1.5666 |
1.5710 |
S1 |
1.5657 |
1.5679 |
|