CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6455 |
1.6604 |
0.0149 |
0.9% |
1.5797 |
| High |
1.6621 |
1.6620 |
-0.0001 |
0.0% |
1.6372 |
| Low |
1.6455 |
1.6480 |
0.0025 |
0.2% |
1.5718 |
| Close |
1.6623 |
1.6611 |
-0.0012 |
-0.1% |
1.6346 |
| Range |
0.0166 |
0.0140 |
-0.0026 |
-15.7% |
0.0654 |
| ATR |
|
|
|
|
|
| Volume |
223 |
157 |
-66 |
-29.6% |
197 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6990 |
1.6941 |
1.6688 |
|
| R3 |
1.6850 |
1.6801 |
1.6650 |
|
| R2 |
1.6710 |
1.6710 |
1.6637 |
|
| R1 |
1.6661 |
1.6661 |
1.6624 |
1.6686 |
| PP |
1.6570 |
1.6570 |
1.6570 |
1.6583 |
| S1 |
1.6521 |
1.6521 |
1.6598 |
1.6546 |
| S2 |
1.6430 |
1.6430 |
1.6585 |
|
| S3 |
1.6290 |
1.6381 |
1.6573 |
|
| S4 |
1.6150 |
1.6241 |
1.6534 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8107 |
1.7881 |
1.6706 |
|
| R3 |
1.7453 |
1.7227 |
1.6526 |
|
| R2 |
1.6799 |
1.6799 |
1.6466 |
|
| R1 |
1.6573 |
1.6573 |
1.6406 |
1.6686 |
| PP |
1.6145 |
1.6145 |
1.6145 |
1.6202 |
| S1 |
1.5919 |
1.5919 |
1.6286 |
1.6032 |
| S2 |
1.5491 |
1.5491 |
1.6226 |
|
| S3 |
1.4837 |
1.5265 |
1.6166 |
|
| S4 |
1.4183 |
1.4611 |
1.5986 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7215 |
|
2.618 |
1.6987 |
|
1.618 |
1.6847 |
|
1.000 |
1.6760 |
|
0.618 |
1.6707 |
|
HIGH |
1.6620 |
|
0.618 |
1.6567 |
|
0.500 |
1.6550 |
|
0.382 |
1.6533 |
|
LOW |
1.6480 |
|
0.618 |
1.6393 |
|
1.000 |
1.6340 |
|
1.618 |
1.6253 |
|
2.618 |
1.6113 |
|
4.250 |
1.5885 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6591 |
1.6569 |
| PP |
1.6570 |
1.6527 |
| S1 |
1.6550 |
1.6486 |
|