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 | 
                             
             
         |