CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5883 |
1.5889 |
0.0006 |
0.0% |
1.5810 |
| High |
1.5920 |
1.5995 |
0.0075 |
0.5% |
1.5898 |
| Low |
1.5820 |
1.5830 |
0.0010 |
0.1% |
1.5684 |
| Close |
1.5874 |
1.5860 |
-0.0014 |
-0.1% |
1.5816 |
| Range |
0.0100 |
0.0165 |
0.0065 |
65.0% |
0.0214 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.9% |
0.0000 |
| Volume |
93 |
12 |
-81 |
-87.1% |
275 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6390 |
1.6290 |
1.5951 |
|
| R3 |
1.6225 |
1.6125 |
1.5905 |
|
| R2 |
1.6060 |
1.6060 |
1.5890 |
|
| R1 |
1.5960 |
1.5960 |
1.5875 |
1.5928 |
| PP |
1.5895 |
1.5895 |
1.5895 |
1.5879 |
| S1 |
1.5795 |
1.5795 |
1.5845 |
1.5763 |
| S2 |
1.5730 |
1.5730 |
1.5830 |
|
| S3 |
1.5565 |
1.5630 |
1.5815 |
|
| S4 |
1.5400 |
1.5465 |
1.5769 |
|
|
| 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 |
1.6696 |
|
2.618 |
1.6427 |
|
1.618 |
1.6262 |
|
1.000 |
1.6160 |
|
0.618 |
1.6097 |
|
HIGH |
1.5995 |
|
0.618 |
1.5932 |
|
0.500 |
1.5913 |
|
0.382 |
1.5893 |
|
LOW |
1.5830 |
|
0.618 |
1.5728 |
|
1.000 |
1.5665 |
|
1.618 |
1.5563 |
|
2.618 |
1.5398 |
|
4.250 |
1.5129 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5913 |
1.5868 |
| PP |
1.5895 |
1.5865 |
| S1 |
1.5878 |
1.5863 |
|