CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5805 |
1.5750 |
-0.0055 |
-0.3% |
1.5810 |
| High |
1.5898 |
1.5830 |
-0.0068 |
-0.4% |
1.5898 |
| Low |
1.5684 |
1.5750 |
0.0066 |
0.4% |
1.5684 |
| Close |
1.5697 |
1.5816 |
0.0119 |
0.8% |
1.5816 |
| Range |
0.0214 |
0.0080 |
-0.0134 |
-62.6% |
0.0214 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
1.9% |
0.0000 |
| Volume |
11 |
31 |
20 |
181.8% |
275 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6039 |
1.6007 |
1.5860 |
|
| R3 |
1.5959 |
1.5927 |
1.5838 |
|
| R2 |
1.5879 |
1.5879 |
1.5831 |
|
| R1 |
1.5847 |
1.5847 |
1.5823 |
1.5863 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5807 |
| S1 |
1.5767 |
1.5767 |
1.5809 |
1.5783 |
| S2 |
1.5719 |
1.5719 |
1.5801 |
|
| S3 |
1.5639 |
1.5687 |
1.5794 |
|
| S4 |
1.5559 |
1.5607 |
1.5772 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6441 |
1.6343 |
1.5934 |
|
| R3 |
1.6227 |
1.6129 |
1.5875 |
|
| R2 |
1.6013 |
1.6013 |
1.5855 |
|
| R1 |
1.5915 |
1.5915 |
1.5836 |
1.5964 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5824 |
| S1 |
1.5701 |
1.5701 |
1.5796 |
1.5750 |
| S2 |
1.5585 |
1.5585 |
1.5777 |
|
| S3 |
1.5371 |
1.5487 |
1.5757 |
|
| S4 |
1.5157 |
1.5273 |
1.5698 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6170 |
|
2.618 |
1.6039 |
|
1.618 |
1.5959 |
|
1.000 |
1.5910 |
|
0.618 |
1.5879 |
|
HIGH |
1.5830 |
|
0.618 |
1.5799 |
|
0.500 |
1.5790 |
|
0.382 |
1.5781 |
|
LOW |
1.5750 |
|
0.618 |
1.5701 |
|
1.000 |
1.5670 |
|
1.618 |
1.5621 |
|
2.618 |
1.5541 |
|
4.250 |
1.5410 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5807 |
1.5808 |
| PP |
1.5799 |
1.5799 |
| S1 |
1.5790 |
1.5791 |
|