CME British Pound Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Oct-2010 | 
                    04-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5750 | 
                        1.5790 | 
                        0.0040 | 
                        0.3% | 
                        1.5810 | 
                     
                    
                        | High | 
                        1.5830 | 
                        1.5826 | 
                        -0.0004 | 
                        0.0% | 
                        1.5898 | 
                     
                    
                        | Low | 
                        1.5750 | 
                        1.5777 | 
                        0.0027 | 
                        0.2% | 
                        1.5684 | 
                     
                    
                        | Close | 
                        1.5816 | 
                        1.5815 | 
                        -0.0001 | 
                        0.0% | 
                        1.5816 | 
                     
                    
                        | Range | 
                        0.0080 | 
                        0.0049 | 
                        -0.0031 | 
                        -38.8% | 
                        0.0214 | 
                     
                    
                        | ATR | 
                        0.0107 | 
                        0.0103 | 
                        -0.0004 | 
                        -3.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        31 | 
                        11 | 
                        -20 | 
                        -64.5% | 
                        275 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5953 | 
                1.5933 | 
                1.5842 | 
                 | 
             
            
                | R3 | 
                1.5904 | 
                1.5884 | 
                1.5828 | 
                 | 
             
            
                | R2 | 
                1.5855 | 
                1.5855 | 
                1.5824 | 
                 | 
             
            
                | R1 | 
                1.5835 | 
                1.5835 | 
                1.5819 | 
                1.5845 | 
             
            
                | PP | 
                1.5806 | 
                1.5806 | 
                1.5806 | 
                1.5811 | 
             
            
                | S1 | 
                1.5786 | 
                1.5786 | 
                1.5811 | 
                1.5796 | 
             
            
                | S2 | 
                1.5757 | 
                1.5757 | 
                1.5806 | 
                 | 
             
            
                | S3 | 
                1.5708 | 
                1.5737 | 
                1.5802 | 
                 | 
             
            
                | S4 | 
                1.5659 | 
                1.5688 | 
                1.5788 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            1.6034 | 
         
        
            | 
2.618             | 
            1.5954 | 
         
        
            | 
1.618             | 
            1.5905 | 
         
        
            | 
1.000             | 
            1.5875 | 
         
        
            | 
0.618             | 
            1.5856 | 
         
        
            | 
HIGH             | 
            1.5826 | 
         
        
            | 
0.618             | 
            1.5807 | 
         
        
            | 
0.500             | 
            1.5802 | 
         
        
            | 
0.382             | 
            1.5796 | 
         
        
            | 
LOW             | 
            1.5777 | 
         
        
            | 
0.618             | 
            1.5747 | 
         
        
            | 
1.000             | 
            1.5728 | 
         
        
            | 
1.618             | 
            1.5698 | 
         
        
            | 
2.618             | 
            1.5649 | 
         
        
            | 
4.250             | 
            1.5569 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5811 | 
                                1.5807 | 
                             
                            
                                | PP | 
                                1.5806 | 
                                1.5799 | 
                             
                            
                                | S1 | 
                                1.5802 | 
                                1.5791 | 
                             
             
         |