CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6025 |
1.6079 |
0.0054 |
0.3% |
1.5656 |
| High |
1.6156 |
1.6264 |
0.0108 |
0.7% |
1.6022 |
| Low |
1.6022 |
1.6071 |
0.0049 |
0.3% |
1.5656 |
| Close |
1.6096 |
1.6261 |
0.0165 |
1.0% |
1.5999 |
| Range |
0.0134 |
0.0193 |
0.0059 |
44.0% |
0.0366 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
3.0% |
0.0000 |
| Volume |
20 |
98 |
78 |
390.0% |
1,025 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6778 |
1.6712 |
1.6367 |
|
| R3 |
1.6585 |
1.6519 |
1.6314 |
|
| R2 |
1.6392 |
1.6392 |
1.6296 |
|
| R1 |
1.6326 |
1.6326 |
1.6279 |
1.6359 |
| PP |
1.6199 |
1.6199 |
1.6199 |
1.6215 |
| S1 |
1.6133 |
1.6133 |
1.6243 |
1.6166 |
| S2 |
1.6006 |
1.6006 |
1.6226 |
|
| S3 |
1.5813 |
1.5940 |
1.6208 |
|
| S4 |
1.5620 |
1.5747 |
1.6155 |
|
|
| 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 |
1.7084 |
|
2.618 |
1.6769 |
|
1.618 |
1.6576 |
|
1.000 |
1.6457 |
|
0.618 |
1.6383 |
|
HIGH |
1.6264 |
|
0.618 |
1.6190 |
|
0.500 |
1.6168 |
|
0.382 |
1.6145 |
|
LOW |
1.6071 |
|
0.618 |
1.5952 |
|
1.000 |
1.5878 |
|
1.618 |
1.5759 |
|
2.618 |
1.5566 |
|
4.250 |
1.5251 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6230 |
1.6210 |
| PP |
1.6199 |
1.6158 |
| S1 |
1.6168 |
1.6107 |
|