CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6280 |
1.6348 |
0.0068 |
0.4% |
1.6320 |
| High |
1.6380 |
1.6424 |
0.0044 |
0.3% |
1.6674 |
| Low |
1.6280 |
1.6304 |
0.0024 |
0.1% |
1.6291 |
| Close |
1.6294 |
1.6377 |
0.0083 |
0.5% |
1.6300 |
| Range |
0.0100 |
0.0120 |
0.0020 |
20.0% |
0.0383 |
| ATR |
0.0000 |
0.0172 |
0.0172 |
|
0.0000 |
| Volume |
117 |
56 |
-61 |
-52.1% |
641 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6728 |
1.6673 |
1.6443 |
|
| R3 |
1.6608 |
1.6553 |
1.6410 |
|
| R2 |
1.6488 |
1.6488 |
1.6399 |
|
| R1 |
1.6433 |
1.6433 |
1.6388 |
1.6461 |
| PP |
1.6368 |
1.6368 |
1.6368 |
1.6382 |
| S1 |
1.6313 |
1.6313 |
1.6366 |
1.6341 |
| S2 |
1.6248 |
1.6248 |
1.6355 |
|
| S3 |
1.6128 |
1.6193 |
1.6344 |
|
| S4 |
1.6008 |
1.6073 |
1.6311 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7571 |
1.7318 |
1.6511 |
|
| R3 |
1.7188 |
1.6935 |
1.6405 |
|
| R2 |
1.6805 |
1.6805 |
1.6370 |
|
| R1 |
1.6552 |
1.6552 |
1.6335 |
1.6487 |
| PP |
1.6422 |
1.6422 |
1.6422 |
1.6389 |
| S1 |
1.6169 |
1.6169 |
1.6265 |
1.6104 |
| S2 |
1.6039 |
1.6039 |
1.6230 |
|
| S3 |
1.5656 |
1.5786 |
1.6195 |
|
| S4 |
1.5273 |
1.5403 |
1.6089 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6934 |
|
2.618 |
1.6738 |
|
1.618 |
1.6618 |
|
1.000 |
1.6544 |
|
0.618 |
1.6498 |
|
HIGH |
1.6424 |
|
0.618 |
1.6378 |
|
0.500 |
1.6364 |
|
0.382 |
1.6350 |
|
LOW |
1.6304 |
|
0.618 |
1.6230 |
|
1.000 |
1.6184 |
|
1.618 |
1.6110 |
|
2.618 |
1.5990 |
|
4.250 |
1.5794 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6373 |
1.6477 |
| PP |
1.6368 |
1.6444 |
| S1 |
1.6364 |
1.6410 |
|