CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5803 |
1.5802 |
-0.0001 |
0.0% |
1.5656 |
| High |
1.5873 |
1.5830 |
-0.0043 |
-0.3% |
1.5825 |
| Low |
1.5730 |
1.5785 |
0.0055 |
0.3% |
1.5495 |
| Close |
1.5772 |
1.5774 |
0.0002 |
0.0% |
1.5799 |
| Range |
0.0143 |
0.0045 |
-0.0098 |
-68.5% |
0.0330 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
72 |
85 |
13 |
18.1% |
166 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5931 |
1.5898 |
1.5799 |
|
| R3 |
1.5886 |
1.5853 |
1.5786 |
|
| R2 |
1.5841 |
1.5841 |
1.5782 |
|
| R1 |
1.5808 |
1.5808 |
1.5778 |
1.5802 |
| PP |
1.5796 |
1.5796 |
1.5796 |
1.5794 |
| S1 |
1.5763 |
1.5763 |
1.5770 |
1.5757 |
| S2 |
1.5751 |
1.5751 |
1.5766 |
|
| S3 |
1.5706 |
1.5718 |
1.5762 |
|
| S4 |
1.5661 |
1.5673 |
1.5749 |
|
|
| 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 |
1.6021 |
|
2.618 |
1.5948 |
|
1.618 |
1.5903 |
|
1.000 |
1.5875 |
|
0.618 |
1.5858 |
|
HIGH |
1.5830 |
|
0.618 |
1.5813 |
|
0.500 |
1.5808 |
|
0.382 |
1.5802 |
|
LOW |
1.5785 |
|
0.618 |
1.5757 |
|
1.000 |
1.5740 |
|
1.618 |
1.5712 |
|
2.618 |
1.5667 |
|
4.250 |
1.5594 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5808 |
1.5802 |
| PP |
1.5796 |
1.5792 |
| S1 |
1.5785 |
1.5783 |
|