CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.5757 |
1.5917 |
0.0160 |
1.0% |
1.5656 |
High |
1.5950 |
1.6022 |
0.0072 |
0.5% |
1.6022 |
Low |
1.5757 |
1.5864 |
0.0107 |
0.7% |
1.5656 |
Close |
1.5910 |
1.5999 |
0.0089 |
0.6% |
1.5999 |
Range |
0.0193 |
0.0158 |
-0.0035 |
-18.1% |
0.0366 |
ATR |
0.0139 |
0.0140 |
0.0001 |
1.0% |
0.0000 |
Volume |
73 |
298 |
225 |
308.2% |
1,025 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6436 |
1.6375 |
1.6086 |
|
R3 |
1.6278 |
1.6217 |
1.6042 |
|
R2 |
1.6120 |
1.6120 |
1.6028 |
|
R1 |
1.6059 |
1.6059 |
1.6013 |
1.6090 |
PP |
1.5962 |
1.5962 |
1.5962 |
1.5977 |
S1 |
1.5901 |
1.5901 |
1.5985 |
1.5932 |
S2 |
1.5804 |
1.5804 |
1.5970 |
|
S3 |
1.5646 |
1.5743 |
1.5956 |
|
S4 |
1.5488 |
1.5585 |
1.5912 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6990 |
1.6861 |
1.6200 |
|
R3 |
1.6624 |
1.6495 |
1.6100 |
|
R2 |
1.6258 |
1.6258 |
1.6066 |
|
R1 |
1.6129 |
1.6129 |
1.6033 |
1.6194 |
PP |
1.5892 |
1.5892 |
1.5892 |
1.5925 |
S1 |
1.5763 |
1.5763 |
1.5965 |
1.5828 |
S2 |
1.5526 |
1.5526 |
1.5932 |
|
S3 |
1.5160 |
1.5397 |
1.5898 |
|
S4 |
1.4794 |
1.5031 |
1.5798 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6694 |
2.618 |
1.6436 |
1.618 |
1.6278 |
1.000 |
1.6180 |
0.618 |
1.6120 |
HIGH |
1.6022 |
0.618 |
1.5962 |
0.500 |
1.5943 |
0.382 |
1.5924 |
LOW |
1.5864 |
0.618 |
1.5766 |
1.000 |
1.5706 |
1.618 |
1.5608 |
2.618 |
1.5450 |
4.250 |
1.5193 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5980 |
1.5955 |
PP |
1.5962 |
1.5912 |
S1 |
1.5943 |
1.5868 |
|