CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6645 |
1.6280 |
-0.0365 |
-2.2% |
1.6320 |
| High |
1.6674 |
1.6380 |
-0.0294 |
-1.8% |
1.6674 |
| Low |
1.6310 |
1.6280 |
-0.0030 |
-0.2% |
1.6291 |
| Close |
1.6300 |
1.6294 |
-0.0006 |
0.0% |
1.6300 |
| Range |
0.0364 |
0.0100 |
-0.0264 |
-72.5% |
0.0383 |
| ATR |
|
|
|
|
|
| Volume |
126 |
117 |
-9 |
-7.1% |
641 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6618 |
1.6556 |
1.6349 |
|
| R3 |
1.6518 |
1.6456 |
1.6322 |
|
| R2 |
1.6418 |
1.6418 |
1.6312 |
|
| R1 |
1.6356 |
1.6356 |
1.6303 |
1.6387 |
| PP |
1.6318 |
1.6318 |
1.6318 |
1.6334 |
| S1 |
1.6256 |
1.6256 |
1.6285 |
1.6287 |
| S2 |
1.6218 |
1.6218 |
1.6276 |
|
| S3 |
1.6118 |
1.6156 |
1.6267 |
|
| S4 |
1.6018 |
1.6056 |
1.6239 |
|
|
| 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 |
1.6805 |
|
2.618 |
1.6642 |
|
1.618 |
1.6542 |
|
1.000 |
1.6480 |
|
0.618 |
1.6442 |
|
HIGH |
1.6380 |
|
0.618 |
1.6342 |
|
0.500 |
1.6330 |
|
0.382 |
1.6318 |
|
LOW |
1.6280 |
|
0.618 |
1.6218 |
|
1.000 |
1.6180 |
|
1.618 |
1.6118 |
|
2.618 |
1.6018 |
|
4.250 |
1.5855 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6330 |
1.6477 |
| PP |
1.6318 |
1.6416 |
| S1 |
1.6306 |
1.6355 |
|