CME British Pound Future March 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.6604 |
1.6645 |
0.0041 |
0.2% |
1.6320 |
High |
1.6620 |
1.6674 |
0.0054 |
0.3% |
1.6674 |
Low |
1.6480 |
1.6310 |
-0.0170 |
-1.0% |
1.6291 |
Close |
1.6611 |
1.6300 |
-0.0311 |
-1.9% |
1.6300 |
Range |
0.0140 |
0.0364 |
0.0224 |
160.0% |
0.0383 |
ATR |
|
|
|
|
|
Volume |
157 |
126 |
-31 |
-19.7% |
641 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7520 |
1.7274 |
1.6500 |
|
R3 |
1.7156 |
1.6910 |
1.6400 |
|
R2 |
1.6792 |
1.6792 |
1.6367 |
|
R1 |
1.6546 |
1.6546 |
1.6333 |
1.6487 |
PP |
1.6428 |
1.6428 |
1.6428 |
1.6399 |
S1 |
1.6182 |
1.6182 |
1.6267 |
1.6123 |
S2 |
1.6064 |
1.6064 |
1.6233 |
|
S3 |
1.5700 |
1.5818 |
1.6200 |
|
S4 |
1.5336 |
1.5454 |
1.6100 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7571 |
1.7318 |
1.6511 |
|
R3 |
1.7188 |
1.6935 |
1.6405 |
|
R2 |
1.6805 |
1.6805 |
1.6370 |
|
R1 |
1.6552 |
1.6552 |
1.6335 |
1.6487 |
PP |
1.6422 |
1.6422 |
1.6422 |
1.6389 |
S1 |
1.6169 |
1.6169 |
1.6265 |
1.6104 |
S2 |
1.6039 |
1.6039 |
1.6230 |
|
S3 |
1.5656 |
1.5786 |
1.6195 |
|
S4 |
1.5273 |
1.5403 |
1.6089 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.8221 |
2.618 |
1.7627 |
1.618 |
1.7263 |
1.000 |
1.7038 |
0.618 |
1.6899 |
HIGH |
1.6674 |
0.618 |
1.6535 |
0.500 |
1.6492 |
0.382 |
1.6449 |
LOW |
1.6310 |
0.618 |
1.6085 |
1.000 |
1.5946 |
1.618 |
1.5721 |
2.618 |
1.5357 |
4.250 |
1.4763 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.6492 |
1.6492 |
PP |
1.6428 |
1.6428 |
S1 |
1.6364 |
1.6364 |
|