CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6024 |
1.5974 |
-0.0050 |
-0.3% |
1.5908 |
| High |
1.6062 |
1.5974 |
-0.0088 |
-0.5% |
1.6062 |
| Low |
1.5970 |
1.5830 |
-0.0140 |
-0.9% |
1.5750 |
| Close |
1.5965 |
1.5915 |
-0.0050 |
-0.3% |
1.5965 |
| Range |
0.0092 |
0.0144 |
0.0052 |
56.5% |
0.0312 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.8% |
0.0000 |
| Volume |
81 |
59 |
-22 |
-27.2% |
230 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6338 |
1.6271 |
1.5994 |
|
| R3 |
1.6194 |
1.6127 |
1.5955 |
|
| R2 |
1.6050 |
1.6050 |
1.5941 |
|
| R1 |
1.5983 |
1.5983 |
1.5928 |
1.5945 |
| PP |
1.5906 |
1.5906 |
1.5906 |
1.5887 |
| S1 |
1.5839 |
1.5839 |
1.5902 |
1.5801 |
| S2 |
1.5762 |
1.5762 |
1.5889 |
|
| S3 |
1.5618 |
1.5695 |
1.5875 |
|
| S4 |
1.5474 |
1.5551 |
1.5836 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6862 |
1.6725 |
1.6137 |
|
| R3 |
1.6550 |
1.6413 |
1.6051 |
|
| R2 |
1.6238 |
1.6238 |
1.6022 |
|
| R1 |
1.6101 |
1.6101 |
1.5994 |
1.6170 |
| PP |
1.5926 |
1.5926 |
1.5926 |
1.5960 |
| S1 |
1.5789 |
1.5789 |
1.5936 |
1.5858 |
| S2 |
1.5614 |
1.5614 |
1.5908 |
|
| S3 |
1.5302 |
1.5477 |
1.5879 |
|
| S4 |
1.4990 |
1.5165 |
1.5793 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6586 |
|
2.618 |
1.6351 |
|
1.618 |
1.6207 |
|
1.000 |
1.6118 |
|
0.618 |
1.6063 |
|
HIGH |
1.5974 |
|
0.618 |
1.5919 |
|
0.500 |
1.5902 |
|
0.382 |
1.5885 |
|
LOW |
1.5830 |
|
0.618 |
1.5741 |
|
1.000 |
1.5686 |
|
1.618 |
1.5597 |
|
2.618 |
1.5453 |
|
4.250 |
1.5218 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5911 |
1.5946 |
| PP |
1.5906 |
1.5936 |
| S1 |
1.5902 |
1.5925 |
|