CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5583 |
1.5599 |
0.0016 |
0.1% |
1.5402 |
| High |
1.5608 |
1.5697 |
0.0089 |
0.6% |
1.5697 |
| Low |
1.5540 |
1.5599 |
0.0059 |
0.4% |
1.5340 |
| Close |
1.5622 |
1.5601 |
-0.0021 |
-0.1% |
1.5601 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0357 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.9% |
0.0000 |
| Volume |
202 |
30 |
-172 |
-85.1% |
283 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5926 |
1.5862 |
1.5655 |
|
| R3 |
1.5828 |
1.5764 |
1.5628 |
|
| R2 |
1.5730 |
1.5730 |
1.5619 |
|
| R1 |
1.5666 |
1.5666 |
1.5610 |
1.5698 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5649 |
| S1 |
1.5568 |
1.5568 |
1.5592 |
1.5600 |
| S2 |
1.5534 |
1.5534 |
1.5583 |
|
| S3 |
1.5436 |
1.5470 |
1.5574 |
|
| S4 |
1.5338 |
1.5372 |
1.5547 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6617 |
1.6466 |
1.5797 |
|
| R3 |
1.6260 |
1.6109 |
1.5699 |
|
| R2 |
1.5903 |
1.5903 |
1.5666 |
|
| R1 |
1.5752 |
1.5752 |
1.5634 |
1.5828 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5584 |
| S1 |
1.5395 |
1.5395 |
1.5568 |
1.5471 |
| S2 |
1.5189 |
1.5189 |
1.5536 |
|
| S3 |
1.4832 |
1.5038 |
1.5503 |
|
| S4 |
1.4475 |
1.4681 |
1.5405 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6114 |
|
2.618 |
1.5954 |
|
1.618 |
1.5856 |
|
1.000 |
1.5795 |
|
0.618 |
1.5758 |
|
HIGH |
1.5697 |
|
0.618 |
1.5660 |
|
0.500 |
1.5648 |
|
0.382 |
1.5636 |
|
LOW |
1.5599 |
|
0.618 |
1.5538 |
|
1.000 |
1.5501 |
|
1.618 |
1.5440 |
|
2.618 |
1.5342 |
|
4.250 |
1.5183 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5648 |
1.5589 |
| PP |
1.5632 |
1.5578 |
| S1 |
1.5617 |
1.5566 |
|