CME British Pound Future March 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Oct-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Oct-2010 | 
                    22-Oct-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.5776 | 
                        1.5687 | 
                        -0.0089 | 
                        -0.6% | 
                        1.5974 | 
                     
                    
                        | High | 
                        1.5779 | 
                        1.5717 | 
                        -0.0062 | 
                        -0.4% | 
                        1.5974 | 
                     
                    
                        | Low | 
                        1.5664 | 
                        1.5632 | 
                        -0.0032 | 
                        -0.2% | 
                        1.5632 | 
                     
                    
                        | Close | 
                        1.5690 | 
                        1.5648 | 
                        -0.0042 | 
                        -0.3% | 
                        1.5648 | 
                     
                    
                        | Range | 
                        0.0115 | 
                        0.0085 | 
                        -0.0030 | 
                        -26.1% | 
                        0.0342 | 
                     
                    
                        | ATR | 
                        0.0134 | 
                        0.0131 | 
                        -0.0004 | 
                        -2.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        157 | 
                        33 | 
                        -124 | 
                        -79.0% | 
                        309 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.5921 | 
                1.5869 | 
                1.5695 | 
                 | 
             
            
                | R3 | 
                1.5836 | 
                1.5784 | 
                1.5671 | 
                 | 
             
            
                | R2 | 
                1.5751 | 
                1.5751 | 
                1.5664 | 
                 | 
             
            
                | R1 | 
                1.5699 | 
                1.5699 | 
                1.5656 | 
                1.5683 | 
             
            
                | PP | 
                1.5666 | 
                1.5666 | 
                1.5666 | 
                1.5657 | 
             
            
                | S1 | 
                1.5614 | 
                1.5614 | 
                1.5640 | 
                1.5598 | 
             
            
                | S2 | 
                1.5581 | 
                1.5581 | 
                1.5632 | 
                 | 
             
            
                | S3 | 
                1.5496 | 
                1.5529 | 
                1.5625 | 
                 | 
             
            
                | S4 | 
                1.5411 | 
                1.5444 | 
                1.5601 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Oct-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.6777 | 
                1.6555 | 
                1.5836 | 
                 | 
             
            
                | R3 | 
                1.6435 | 
                1.6213 | 
                1.5742 | 
                 | 
             
            
                | R2 | 
                1.6093 | 
                1.6093 | 
                1.5711 | 
                 | 
             
            
                | R1 | 
                1.5871 | 
                1.5871 | 
                1.5679 | 
                1.5811 | 
             
            
                | PP | 
                1.5751 | 
                1.5751 | 
                1.5751 | 
                1.5722 | 
             
            
                | S1 | 
                1.5529 | 
                1.5529 | 
                1.5617 | 
                1.5469 | 
             
            
                | S2 | 
                1.5409 | 
                1.5409 | 
                1.5585 | 
                 | 
             
            
                | S3 | 
                1.5067 | 
                1.5187 | 
                1.5554 | 
                 | 
             
            
                | S4 | 
                1.4725 | 
                1.4845 | 
                1.5460 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.6078 | 
         
        
            | 
2.618             | 
            1.5940 | 
         
        
            | 
1.618             | 
            1.5855 | 
         
        
            | 
1.000             | 
            1.5802 | 
         
        
            | 
0.618             | 
            1.5770 | 
         
        
            | 
HIGH             | 
            1.5717 | 
         
        
            | 
0.618             | 
            1.5685 | 
         
        
            | 
0.500             | 
            1.5675 | 
         
        
            | 
0.382             | 
            1.5664 | 
         
        
            | 
LOW             | 
            1.5632 | 
         
        
            | 
0.618             | 
            1.5579 | 
         
        
            | 
1.000             | 
            1.5547 | 
         
        
            | 
1.618             | 
            1.5494 | 
         
        
            | 
2.618             | 
            1.5409 | 
         
        
            | 
4.250             | 
            1.5271 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Oct-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.5675 | 
                                1.5741 | 
                             
                            
                                | PP | 
                                1.5666 | 
                                1.5710 | 
                             
                            
                                | S1 | 
                                1.5657 | 
                                1.5679 | 
                             
             
         |