CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5815 |
1.5757 |
-0.0058 |
-0.4% |
1.5974 |
| High |
1.5843 |
1.5950 |
0.0107 |
0.7% |
1.5974 |
| Low |
1.5714 |
1.5757 |
0.0043 |
0.3% |
1.5632 |
| Close |
1.5735 |
1.5910 |
0.0175 |
1.1% |
1.5648 |
| Range |
0.0129 |
0.0193 |
0.0064 |
49.6% |
0.0342 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.4% |
0.0000 |
| Volume |
139 |
73 |
-66 |
-47.5% |
309 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6451 |
1.6374 |
1.6016 |
|
| R3 |
1.6258 |
1.6181 |
1.5963 |
|
| R2 |
1.6065 |
1.6065 |
1.5945 |
|
| R1 |
1.5988 |
1.5988 |
1.5928 |
1.6027 |
| PP |
1.5872 |
1.5872 |
1.5872 |
1.5892 |
| S1 |
1.5795 |
1.5795 |
1.5892 |
1.5834 |
| S2 |
1.5679 |
1.5679 |
1.5875 |
|
| S3 |
1.5486 |
1.5602 |
1.5857 |
|
| S4 |
1.5293 |
1.5409 |
1.5804 |
|
|
| 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 |
1.6770 |
|
2.618 |
1.6455 |
|
1.618 |
1.6262 |
|
1.000 |
1.6143 |
|
0.618 |
1.6069 |
|
HIGH |
1.5950 |
|
0.618 |
1.5876 |
|
0.500 |
1.5854 |
|
0.382 |
1.5831 |
|
LOW |
1.5757 |
|
0.618 |
1.5638 |
|
1.000 |
1.5564 |
|
1.618 |
1.5445 |
|
2.618 |
1.5252 |
|
4.250 |
1.4937 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5891 |
1.5876 |
| PP |
1.5872 |
1.5842 |
| S1 |
1.5854 |
1.5809 |
|