CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5656 |
1.5554 |
-0.0102 |
-0.7% |
1.5402 |
| High |
1.5656 |
1.5604 |
-0.0052 |
-0.3% |
1.5697 |
| Low |
1.5534 |
1.5495 |
-0.0039 |
-0.3% |
1.5340 |
| Close |
1.5523 |
1.5601 |
0.0078 |
0.5% |
1.5601 |
| Range |
0.0122 |
0.0109 |
-0.0013 |
-10.7% |
0.0357 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
44 |
16 |
-28 |
-63.6% |
283 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5856 |
1.5661 |
|
| R3 |
1.5785 |
1.5747 |
1.5631 |
|
| R2 |
1.5676 |
1.5676 |
1.5621 |
|
| R1 |
1.5638 |
1.5638 |
1.5611 |
1.5657 |
| PP |
1.5567 |
1.5567 |
1.5567 |
1.5576 |
| S1 |
1.5529 |
1.5529 |
1.5591 |
1.5548 |
| S2 |
1.5458 |
1.5458 |
1.5581 |
|
| S3 |
1.5349 |
1.5420 |
1.5571 |
|
| S4 |
1.5240 |
1.5311 |
1.5541 |
|
|
| 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 |
1.6067 |
|
2.618 |
1.5889 |
|
1.618 |
1.5780 |
|
1.000 |
1.5713 |
|
0.618 |
1.5671 |
|
HIGH |
1.5604 |
|
0.618 |
1.5562 |
|
0.500 |
1.5550 |
|
0.382 |
1.5537 |
|
LOW |
1.5495 |
|
0.618 |
1.5428 |
|
1.000 |
1.5386 |
|
1.618 |
1.5319 |
|
2.618 |
1.5210 |
|
4.250 |
1.5032 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5584 |
1.5599 |
| PP |
1.5567 |
1.5598 |
| S1 |
1.5550 |
1.5596 |
|