CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5849 |
1.5908 |
0.0059 |
0.4% |
1.5790 |
| High |
1.5940 |
1.5931 |
-0.0009 |
-0.1% |
1.5995 |
| Low |
1.5810 |
1.5852 |
0.0042 |
0.3% |
1.5740 |
| Close |
1.5931 |
1.5877 |
-0.0054 |
-0.3% |
1.5931 |
| Range |
0.0130 |
0.0079 |
-0.0051 |
-39.2% |
0.0255 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
56 |
71 |
15 |
26.8% |
197 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6124 |
1.6079 |
1.5920 |
|
| R3 |
1.6045 |
1.6000 |
1.5899 |
|
| R2 |
1.5966 |
1.5966 |
1.5891 |
|
| R1 |
1.5921 |
1.5921 |
1.5884 |
1.5904 |
| PP |
1.5887 |
1.5887 |
1.5887 |
1.5878 |
| S1 |
1.5842 |
1.5842 |
1.5870 |
1.5825 |
| S2 |
1.5808 |
1.5808 |
1.5863 |
|
| S3 |
1.5729 |
1.5763 |
1.5855 |
|
| S4 |
1.5650 |
1.5684 |
1.5834 |
|
|
| 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 |
1.6267 |
|
2.618 |
1.6138 |
|
1.618 |
1.6059 |
|
1.000 |
1.6010 |
|
0.618 |
1.5980 |
|
HIGH |
1.5931 |
|
0.618 |
1.5901 |
|
0.500 |
1.5892 |
|
0.382 |
1.5882 |
|
LOW |
1.5852 |
|
0.618 |
1.5803 |
|
1.000 |
1.5773 |
|
1.618 |
1.5724 |
|
2.618 |
1.5645 |
|
4.250 |
1.5516 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5892 |
1.5903 |
| PP |
1.5887 |
1.5894 |
| S1 |
1.5882 |
1.5886 |
|