CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5401 |
1.5347 |
-0.0054 |
-0.4% |
1.5446 |
| High |
1.5420 |
1.5347 |
-0.0073 |
-0.5% |
1.5446 |
| Low |
1.5401 |
1.5283 |
-0.0118 |
-0.8% |
1.5307 |
| Close |
1.5427 |
1.5324 |
-0.0103 |
-0.7% |
1.5427 |
| Range |
0.0019 |
0.0064 |
0.0045 |
236.8% |
0.0139 |
| ATR |
0.0052 |
0.0059 |
0.0007 |
12.5% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
19 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5510 |
1.5481 |
1.5359 |
|
| R3 |
1.5446 |
1.5417 |
1.5342 |
|
| R2 |
1.5382 |
1.5382 |
1.5336 |
|
| R1 |
1.5353 |
1.5353 |
1.5330 |
1.5336 |
| PP |
1.5318 |
1.5318 |
1.5318 |
1.5309 |
| S1 |
1.5289 |
1.5289 |
1.5318 |
1.5272 |
| S2 |
1.5254 |
1.5254 |
1.5312 |
|
| S3 |
1.5190 |
1.5225 |
1.5306 |
|
| S4 |
1.5126 |
1.5161 |
1.5289 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5810 |
1.5758 |
1.5503 |
|
| R3 |
1.5671 |
1.5619 |
1.5465 |
|
| R2 |
1.5532 |
1.5532 |
1.5452 |
|
| R1 |
1.5480 |
1.5480 |
1.5440 |
1.5437 |
| PP |
1.5393 |
1.5393 |
1.5393 |
1.5372 |
| S1 |
1.5341 |
1.5341 |
1.5414 |
1.5298 |
| S2 |
1.5254 |
1.5254 |
1.5402 |
|
| S3 |
1.5115 |
1.5202 |
1.5389 |
|
| S4 |
1.4976 |
1.5063 |
1.5351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5619 |
|
2.618 |
1.5515 |
|
1.618 |
1.5451 |
|
1.000 |
1.5411 |
|
0.618 |
1.5387 |
|
HIGH |
1.5347 |
|
0.618 |
1.5323 |
|
0.500 |
1.5315 |
|
0.382 |
1.5307 |
|
LOW |
1.5283 |
|
0.618 |
1.5243 |
|
1.000 |
1.5219 |
|
1.618 |
1.5179 |
|
2.618 |
1.5115 |
|
4.250 |
1.5011 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5321 |
1.5352 |
| PP |
1.5318 |
1.5342 |
| S1 |
1.5315 |
1.5333 |
|