CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5656 |
1.5678 |
0.0022 |
0.1% |
1.5974 |
| High |
1.5747 |
1.5870 |
0.0123 |
0.8% |
1.5974 |
| Low |
1.5656 |
1.5667 |
0.0011 |
0.1% |
1.5632 |
| Close |
1.5723 |
1.5810 |
0.0087 |
0.6% |
1.5648 |
| Range |
0.0091 |
0.0203 |
0.0112 |
123.1% |
0.0342 |
| ATR |
0.0128 |
0.0134 |
0.0005 |
4.2% |
0.0000 |
| Volume |
144 |
371 |
227 |
157.6% |
309 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6391 |
1.6304 |
1.5922 |
|
| R3 |
1.6188 |
1.6101 |
1.5866 |
|
| R2 |
1.5985 |
1.5985 |
1.5847 |
|
| R1 |
1.5898 |
1.5898 |
1.5829 |
1.5942 |
| PP |
1.5782 |
1.5782 |
1.5782 |
1.5804 |
| S1 |
1.5695 |
1.5695 |
1.5791 |
1.5739 |
| S2 |
1.5579 |
1.5579 |
1.5773 |
|
| S3 |
1.5376 |
1.5492 |
1.5754 |
|
| S4 |
1.5173 |
1.5289 |
1.5698 |
|
|
| 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 |
1.6733 |
|
2.618 |
1.6401 |
|
1.618 |
1.6198 |
|
1.000 |
1.6073 |
|
0.618 |
1.5995 |
|
HIGH |
1.5870 |
|
0.618 |
1.5792 |
|
0.500 |
1.5769 |
|
0.382 |
1.5745 |
|
LOW |
1.5667 |
|
0.618 |
1.5542 |
|
1.000 |
1.5464 |
|
1.618 |
1.5339 |
|
2.618 |
1.5136 |
|
4.250 |
1.4804 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5796 |
1.5790 |
| PP |
1.5782 |
1.5771 |
| S1 |
1.5769 |
1.5751 |
|