CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6348 |
1.6343 |
-0.0005 |
0.0% |
1.6320 |
| High |
1.6424 |
1.6450 |
0.0026 |
0.2% |
1.6674 |
| Low |
1.6304 |
1.6302 |
-0.0002 |
0.0% |
1.6291 |
| Close |
1.6377 |
1.6400 |
0.0023 |
0.1% |
1.6300 |
| Range |
0.0120 |
0.0148 |
0.0028 |
23.3% |
0.0383 |
| ATR |
0.0172 |
0.0171 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
56 |
53 |
-3 |
-5.4% |
641 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6828 |
1.6762 |
1.6481 |
|
| R3 |
1.6680 |
1.6614 |
1.6441 |
|
| R2 |
1.6532 |
1.6532 |
1.6427 |
|
| R1 |
1.6466 |
1.6466 |
1.6414 |
1.6499 |
| PP |
1.6384 |
1.6384 |
1.6384 |
1.6401 |
| S1 |
1.6318 |
1.6318 |
1.6386 |
1.6351 |
| S2 |
1.6236 |
1.6236 |
1.6373 |
|
| S3 |
1.6088 |
1.6170 |
1.6359 |
|
| S4 |
1.5940 |
1.6022 |
1.6319 |
|
|
| 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 |
1.7079 |
|
2.618 |
1.6837 |
|
1.618 |
1.6689 |
|
1.000 |
1.6598 |
|
0.618 |
1.6541 |
|
HIGH |
1.6450 |
|
0.618 |
1.6393 |
|
0.500 |
1.6376 |
|
0.382 |
1.6359 |
|
LOW |
1.6302 |
|
0.618 |
1.6211 |
|
1.000 |
1.6154 |
|
1.618 |
1.6063 |
|
2.618 |
1.5915 |
|
4.250 |
1.5673 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6392 |
1.6388 |
| PP |
1.6384 |
1.6377 |
| S1 |
1.6376 |
1.6365 |
|