CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5446 |
1.5403 |
-0.0043 |
-0.3% |
1.5492 |
| High |
1.5446 |
1.5403 |
-0.0043 |
-0.3% |
1.5507 |
| Low |
1.5446 |
1.5400 |
-0.0046 |
-0.3% |
1.5392 |
| Close |
1.5446 |
1.5314 |
-0.0132 |
-0.9% |
1.5496 |
| Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
5 |
5 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5381 |
1.5351 |
1.5316 |
|
| R3 |
1.5378 |
1.5348 |
1.5315 |
|
| R2 |
1.5375 |
1.5375 |
1.5315 |
|
| R1 |
1.5345 |
1.5345 |
1.5314 |
1.5359 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5379 |
| S1 |
1.5342 |
1.5342 |
1.5314 |
1.5356 |
| S2 |
1.5369 |
1.5369 |
1.5313 |
|
| S3 |
1.5366 |
1.5339 |
1.5313 |
|
| S4 |
1.5363 |
1.5336 |
1.5312 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5810 |
1.5768 |
1.5559 |
|
| R3 |
1.5695 |
1.5653 |
1.5528 |
|
| R2 |
1.5580 |
1.5580 |
1.5517 |
|
| R1 |
1.5538 |
1.5538 |
1.5507 |
1.5559 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5476 |
| S1 |
1.5423 |
1.5423 |
1.5485 |
1.5444 |
| S2 |
1.5350 |
1.5350 |
1.5475 |
|
| S3 |
1.5235 |
1.5308 |
1.5464 |
|
| S4 |
1.5120 |
1.5193 |
1.5433 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5416 |
|
2.618 |
1.5411 |
|
1.618 |
1.5408 |
|
1.000 |
1.5406 |
|
0.618 |
1.5405 |
|
HIGH |
1.5403 |
|
0.618 |
1.5402 |
|
0.500 |
1.5402 |
|
0.382 |
1.5401 |
|
LOW |
1.5400 |
|
0.618 |
1.5398 |
|
1.000 |
1.5397 |
|
1.618 |
1.5395 |
|
2.618 |
1.5392 |
|
4.250 |
1.5387 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5402 |
1.5453 |
| PP |
1.5372 |
1.5406 |
| S1 |
1.5343 |
1.5360 |
|