CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6343 |
1.6406 |
0.0063 |
0.4% |
1.6320 |
| High |
1.6450 |
1.6588 |
0.0138 |
0.8% |
1.6674 |
| Low |
1.6302 |
1.6388 |
0.0086 |
0.5% |
1.6291 |
| Close |
1.6400 |
1.6538 |
0.0138 |
0.8% |
1.6300 |
| Range |
0.0148 |
0.0200 |
0.0052 |
35.1% |
0.0383 |
| ATR |
0.0171 |
0.0173 |
0.0002 |
1.2% |
0.0000 |
| Volume |
53 |
66 |
13 |
24.5% |
641 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7105 |
1.7021 |
1.6648 |
|
| R3 |
1.6905 |
1.6821 |
1.6593 |
|
| R2 |
1.6705 |
1.6705 |
1.6575 |
|
| R1 |
1.6621 |
1.6621 |
1.6556 |
1.6663 |
| PP |
1.6505 |
1.6505 |
1.6505 |
1.6526 |
| S1 |
1.6421 |
1.6421 |
1.6520 |
1.6463 |
| S2 |
1.6305 |
1.6305 |
1.6501 |
|
| S3 |
1.6105 |
1.6221 |
1.6483 |
|
| S4 |
1.5905 |
1.6021 |
1.6428 |
|
|
| 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 |
1.7438 |
|
2.618 |
1.7112 |
|
1.618 |
1.6912 |
|
1.000 |
1.6788 |
|
0.618 |
1.6712 |
|
HIGH |
1.6588 |
|
0.618 |
1.6512 |
|
0.500 |
1.6488 |
|
0.382 |
1.6464 |
|
LOW |
1.6388 |
|
0.618 |
1.6264 |
|
1.000 |
1.6188 |
|
1.618 |
1.6064 |
|
2.618 |
1.5864 |
|
4.250 |
1.5538 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6521 |
1.6507 |
| PP |
1.6505 |
1.6476 |
| S1 |
1.6488 |
1.6445 |
|