CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6390 |
1.6361 |
-0.0029 |
-0.2% |
1.6280 |
| High |
1.6454 |
1.6438 |
-0.0016 |
-0.1% |
1.6588 |
| Low |
1.6335 |
1.6274 |
-0.0061 |
-0.4% |
1.6280 |
| Close |
1.6376 |
1.6391 |
0.0015 |
0.1% |
1.6436 |
| Range |
0.0119 |
0.0164 |
0.0045 |
37.8% |
0.0308 |
| ATR |
0.0165 |
0.0165 |
0.0000 |
0.0% |
0.0000 |
| Volume |
92 |
87 |
-5 |
-5.4% |
427 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6860 |
1.6789 |
1.6481 |
|
| R3 |
1.6696 |
1.6625 |
1.6436 |
|
| R2 |
1.6532 |
1.6532 |
1.6421 |
|
| R1 |
1.6461 |
1.6461 |
1.6406 |
1.6497 |
| PP |
1.6368 |
1.6368 |
1.6368 |
1.6385 |
| S1 |
1.6297 |
1.6297 |
1.6376 |
1.6333 |
| S2 |
1.6204 |
1.6204 |
1.6361 |
|
| S3 |
1.6040 |
1.6133 |
1.6346 |
|
| S4 |
1.5876 |
1.5969 |
1.6301 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7359 |
1.7205 |
1.6605 |
|
| R3 |
1.7051 |
1.6897 |
1.6521 |
|
| R2 |
1.6743 |
1.6743 |
1.6492 |
|
| R1 |
1.6589 |
1.6589 |
1.6464 |
1.6666 |
| PP |
1.6435 |
1.6435 |
1.6435 |
1.6473 |
| S1 |
1.6281 |
1.6281 |
1.6408 |
1.6358 |
| S2 |
1.6127 |
1.6127 |
1.6380 |
|
| S3 |
1.5819 |
1.5973 |
1.6351 |
|
| S4 |
1.5511 |
1.5665 |
1.6267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7135 |
|
2.618 |
1.6867 |
|
1.618 |
1.6703 |
|
1.000 |
1.6602 |
|
0.618 |
1.6539 |
|
HIGH |
1.6438 |
|
0.618 |
1.6375 |
|
0.500 |
1.6356 |
|
0.382 |
1.6337 |
|
LOW |
1.6274 |
|
0.618 |
1.6173 |
|
1.000 |
1.6110 |
|
1.618 |
1.6009 |
|
2.618 |
1.5845 |
|
4.250 |
1.5577 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6379 |
1.6406 |
| PP |
1.6368 |
1.6401 |
| S1 |
1.6356 |
1.6396 |
|