CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5623 |
1.5649 |
0.0026 |
0.2% |
1.5656 |
| High |
1.5715 |
1.5825 |
0.0110 |
0.7% |
1.5825 |
| Low |
1.5598 |
1.5649 |
0.0051 |
0.3% |
1.5495 |
| Close |
1.5675 |
1.5799 |
0.0124 |
0.8% |
1.5799 |
| Range |
0.0117 |
0.0176 |
0.0059 |
50.4% |
0.0330 |
| ATR |
0.0092 |
0.0098 |
0.0006 |
6.5% |
0.0000 |
| Volume |
28 |
44 |
16 |
57.1% |
166 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6286 |
1.6218 |
1.5896 |
|
| R3 |
1.6110 |
1.6042 |
1.5847 |
|
| R2 |
1.5934 |
1.5934 |
1.5831 |
|
| R1 |
1.5866 |
1.5866 |
1.5815 |
1.5900 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5775 |
| S1 |
1.5690 |
1.5690 |
1.5783 |
1.5724 |
| S2 |
1.5582 |
1.5582 |
1.5767 |
|
| S3 |
1.5406 |
1.5514 |
1.5751 |
|
| S4 |
1.5230 |
1.5338 |
1.5702 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6578 |
1.5981 |
|
| R3 |
1.6366 |
1.6248 |
1.5890 |
|
| R2 |
1.6036 |
1.6036 |
1.5860 |
|
| R1 |
1.5918 |
1.5918 |
1.5829 |
1.5977 |
| PP |
1.5706 |
1.5706 |
1.5706 |
1.5736 |
| S1 |
1.5588 |
1.5588 |
1.5769 |
1.5647 |
| S2 |
1.5376 |
1.5376 |
1.5739 |
|
| S3 |
1.5046 |
1.5258 |
1.5708 |
|
| S4 |
1.4716 |
1.4928 |
1.5618 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6573 |
|
2.618 |
1.6286 |
|
1.618 |
1.6110 |
|
1.000 |
1.6001 |
|
0.618 |
1.5934 |
|
HIGH |
1.5825 |
|
0.618 |
1.5758 |
|
0.500 |
1.5737 |
|
0.382 |
1.5716 |
|
LOW |
1.5649 |
|
0.618 |
1.5540 |
|
1.000 |
1.5473 |
|
1.618 |
1.5364 |
|
2.618 |
1.5188 |
|
4.250 |
1.4901 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5778 |
1.5770 |
| PP |
1.5758 |
1.5741 |
| S1 |
1.5737 |
1.5712 |
|