CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5889 |
1.5849 |
-0.0040 |
-0.3% |
1.5790 |
| High |
1.5995 |
1.5940 |
-0.0055 |
-0.3% |
1.5995 |
| Low |
1.5830 |
1.5810 |
-0.0020 |
-0.1% |
1.5740 |
| Close |
1.5860 |
1.5931 |
0.0071 |
0.4% |
1.5931 |
| Range |
0.0165 |
0.0130 |
-0.0035 |
-21.2% |
0.0255 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
1.2% |
0.0000 |
| Volume |
12 |
56 |
44 |
366.7% |
197 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6237 |
1.6003 |
|
| R3 |
1.6154 |
1.6107 |
1.5967 |
|
| R2 |
1.6024 |
1.6024 |
1.5955 |
|
| R1 |
1.5977 |
1.5977 |
1.5943 |
1.6001 |
| PP |
1.5894 |
1.5894 |
1.5894 |
1.5905 |
| S1 |
1.5847 |
1.5847 |
1.5919 |
1.5871 |
| S2 |
1.5764 |
1.5764 |
1.5907 |
|
| S3 |
1.5634 |
1.5717 |
1.5895 |
|
| S4 |
1.5504 |
1.5587 |
1.5860 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6547 |
1.6071 |
|
| R3 |
1.6399 |
1.6292 |
1.6001 |
|
| R2 |
1.6144 |
1.6144 |
1.5978 |
|
| R1 |
1.6037 |
1.6037 |
1.5954 |
1.6091 |
| PP |
1.5889 |
1.5889 |
1.5889 |
1.5915 |
| S1 |
1.5782 |
1.5782 |
1.5908 |
1.5836 |
| S2 |
1.5634 |
1.5634 |
1.5884 |
|
| S3 |
1.5379 |
1.5527 |
1.5861 |
|
| S4 |
1.5124 |
1.5272 |
1.5791 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6493 |
|
2.618 |
1.6280 |
|
1.618 |
1.6150 |
|
1.000 |
1.6070 |
|
0.618 |
1.6020 |
|
HIGH |
1.5940 |
|
0.618 |
1.5890 |
|
0.500 |
1.5875 |
|
0.382 |
1.5860 |
|
LOW |
1.5810 |
|
0.618 |
1.5730 |
|
1.000 |
1.5680 |
|
1.618 |
1.5600 |
|
2.618 |
1.5470 |
|
4.250 |
1.5258 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5912 |
1.5922 |
| PP |
1.5894 |
1.5912 |
| S1 |
1.5875 |
1.5903 |
|