CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5908 |
1.5854 |
-0.0054 |
-0.3% |
1.5790 |
| High |
1.5931 |
1.5854 |
-0.0077 |
-0.5% |
1.5995 |
| Low |
1.5852 |
1.5750 |
-0.0102 |
-0.6% |
1.5740 |
| Close |
1.5877 |
1.5758 |
-0.0119 |
-0.7% |
1.5931 |
| Range |
0.0079 |
0.0104 |
0.0025 |
31.6% |
0.0255 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.1% |
0.0000 |
| Volume |
71 |
21 |
-50 |
-70.4% |
197 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6099 |
1.6033 |
1.5815 |
|
| R3 |
1.5995 |
1.5929 |
1.5787 |
|
| R2 |
1.5891 |
1.5891 |
1.5777 |
|
| R1 |
1.5825 |
1.5825 |
1.5768 |
1.5806 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5778 |
| S1 |
1.5721 |
1.5721 |
1.5748 |
1.5702 |
| S2 |
1.5683 |
1.5683 |
1.5739 |
|
| S3 |
1.5579 |
1.5617 |
1.5729 |
|
| S4 |
1.5475 |
1.5513 |
1.5701 |
|
|
| 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 |
1.6296 |
|
2.618 |
1.6126 |
|
1.618 |
1.6022 |
|
1.000 |
1.5958 |
|
0.618 |
1.5918 |
|
HIGH |
1.5854 |
|
0.618 |
1.5814 |
|
0.500 |
1.5802 |
|
0.382 |
1.5790 |
|
LOW |
1.5750 |
|
0.618 |
1.5686 |
|
1.000 |
1.5646 |
|
1.618 |
1.5582 |
|
2.618 |
1.5478 |
|
4.250 |
1.5308 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5802 |
1.5845 |
| PP |
1.5787 |
1.5816 |
| S1 |
1.5773 |
1.5787 |
|