CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5657 |
1.5776 |
0.0119 |
0.8% |
1.5908 |
| High |
1.5850 |
1.5779 |
-0.0071 |
-0.4% |
1.6062 |
| Low |
1.5657 |
1.5664 |
0.0007 |
0.0% |
1.5750 |
| Close |
1.5836 |
1.5690 |
-0.0146 |
-0.9% |
1.5965 |
| Range |
0.0193 |
0.0115 |
-0.0078 |
-40.4% |
0.0312 |
| ATR |
0.0131 |
0.0134 |
0.0003 |
2.2% |
0.0000 |
| Volume |
37 |
157 |
120 |
324.3% |
230 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6056 |
1.5988 |
1.5753 |
|
| R3 |
1.5941 |
1.5873 |
1.5722 |
|
| R2 |
1.5826 |
1.5826 |
1.5711 |
|
| R1 |
1.5758 |
1.5758 |
1.5701 |
1.5735 |
| PP |
1.5711 |
1.5711 |
1.5711 |
1.5699 |
| S1 |
1.5643 |
1.5643 |
1.5679 |
1.5620 |
| S2 |
1.5596 |
1.5596 |
1.5669 |
|
| S3 |
1.5481 |
1.5528 |
1.5658 |
|
| S4 |
1.5366 |
1.5413 |
1.5627 |
|
|
| 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 |
1.6268 |
|
2.618 |
1.6080 |
|
1.618 |
1.5965 |
|
1.000 |
1.5894 |
|
0.618 |
1.5850 |
|
HIGH |
1.5779 |
|
0.618 |
1.5735 |
|
0.500 |
1.5722 |
|
0.382 |
1.5708 |
|
LOW |
1.5664 |
|
0.618 |
1.5593 |
|
1.000 |
1.5549 |
|
1.618 |
1.5478 |
|
2.618 |
1.5363 |
|
4.250 |
1.5175 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5722 |
1.5779 |
| PP |
1.5711 |
1.5749 |
| S1 |
1.5701 |
1.5720 |
|