CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5388 |
1.5402 |
0.0014 |
0.1% |
1.5347 |
| High |
1.5430 |
1.5440 |
0.0010 |
0.1% |
1.5509 |
| Low |
1.5340 |
1.5402 |
0.0062 |
0.4% |
1.5283 |
| Close |
1.5333 |
1.5386 |
0.0053 |
0.3% |
1.5333 |
| Range |
0.0090 |
0.0038 |
-0.0052 |
-57.8% |
0.0226 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.7% |
0.0000 |
| Volume |
4 |
14 |
10 |
250.0% |
17 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5523 |
1.5493 |
1.5407 |
|
| R3 |
1.5485 |
1.5455 |
1.5396 |
|
| R2 |
1.5447 |
1.5447 |
1.5393 |
|
| R1 |
1.5417 |
1.5417 |
1.5389 |
1.5413 |
| PP |
1.5409 |
1.5409 |
1.5409 |
1.5408 |
| S1 |
1.5379 |
1.5379 |
1.5383 |
1.5375 |
| S2 |
1.5371 |
1.5371 |
1.5379 |
|
| S3 |
1.5333 |
1.5341 |
1.5376 |
|
| S4 |
1.5295 |
1.5303 |
1.5365 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6053 |
1.5919 |
1.5457 |
|
| R3 |
1.5827 |
1.5693 |
1.5395 |
|
| R2 |
1.5601 |
1.5601 |
1.5374 |
|
| R1 |
1.5467 |
1.5467 |
1.5354 |
1.5421 |
| PP |
1.5375 |
1.5375 |
1.5375 |
1.5352 |
| S1 |
1.5241 |
1.5241 |
1.5312 |
1.5195 |
| S2 |
1.5149 |
1.5149 |
1.5292 |
|
| S3 |
1.4923 |
1.5015 |
1.5271 |
|
| S4 |
1.4697 |
1.4789 |
1.5209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5602 |
|
2.618 |
1.5539 |
|
1.618 |
1.5501 |
|
1.000 |
1.5478 |
|
0.618 |
1.5463 |
|
HIGH |
1.5440 |
|
0.618 |
1.5425 |
|
0.500 |
1.5421 |
|
0.382 |
1.5417 |
|
LOW |
1.5402 |
|
0.618 |
1.5379 |
|
1.000 |
1.5364 |
|
1.618 |
1.5341 |
|
2.618 |
1.5303 |
|
4.250 |
1.5241 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5421 |
1.5403 |
| PP |
1.5409 |
1.5397 |
| S1 |
1.5398 |
1.5392 |
|