CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5854 |
1.5850 |
-0.0004 |
0.0% |
1.5790 |
| High |
1.5854 |
1.5890 |
0.0036 |
0.2% |
1.5995 |
| Low |
1.5750 |
1.5800 |
0.0050 |
0.3% |
1.5740 |
| Close |
1.5758 |
1.5874 |
0.0116 |
0.7% |
1.5931 |
| Range |
0.0104 |
0.0090 |
-0.0014 |
-13.5% |
0.0255 |
| ATR |
0.0111 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
| Volume |
21 |
38 |
17 |
81.0% |
197 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6125 |
1.6089 |
1.5924 |
|
| R3 |
1.6035 |
1.5999 |
1.5899 |
|
| R2 |
1.5945 |
1.5945 |
1.5891 |
|
| R1 |
1.5909 |
1.5909 |
1.5882 |
1.5927 |
| PP |
1.5855 |
1.5855 |
1.5855 |
1.5864 |
| S1 |
1.5819 |
1.5819 |
1.5866 |
1.5837 |
| S2 |
1.5765 |
1.5765 |
1.5858 |
|
| S3 |
1.5675 |
1.5729 |
1.5849 |
|
| S4 |
1.5585 |
1.5639 |
1.5825 |
|
|
| 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 |
1.6273 |
|
2.618 |
1.6126 |
|
1.618 |
1.6036 |
|
1.000 |
1.5980 |
|
0.618 |
1.5946 |
|
HIGH |
1.5890 |
|
0.618 |
1.5856 |
|
0.500 |
1.5845 |
|
0.382 |
1.5834 |
|
LOW |
1.5800 |
|
0.618 |
1.5744 |
|
1.000 |
1.5710 |
|
1.618 |
1.5654 |
|
2.618 |
1.5564 |
|
4.250 |
1.5418 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5864 |
1.5863 |
| PP |
1.5855 |
1.5852 |
| S1 |
1.5845 |
1.5841 |
|