CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6406 |
1.6496 |
0.0090 |
0.5% |
1.6280 |
| High |
1.6588 |
1.6538 |
-0.0050 |
-0.3% |
1.6588 |
| Low |
1.6388 |
1.6427 |
0.0039 |
0.2% |
1.6280 |
| Close |
1.6538 |
1.6436 |
-0.0102 |
-0.6% |
1.6436 |
| Range |
0.0200 |
0.0111 |
-0.0089 |
-44.5% |
0.0308 |
| ATR |
0.0173 |
0.0168 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
66 |
135 |
69 |
104.5% |
427 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6800 |
1.6729 |
1.6497 |
|
| R3 |
1.6689 |
1.6618 |
1.6467 |
|
| R2 |
1.6578 |
1.6578 |
1.6456 |
|
| R1 |
1.6507 |
1.6507 |
1.6446 |
1.6487 |
| PP |
1.6467 |
1.6467 |
1.6467 |
1.6457 |
| S1 |
1.6396 |
1.6396 |
1.6426 |
1.6376 |
| S2 |
1.6356 |
1.6356 |
1.6416 |
|
| S3 |
1.6245 |
1.6285 |
1.6405 |
|
| S4 |
1.6134 |
1.6174 |
1.6375 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7359 |
1.7205 |
1.6605 |
|
| R3 |
1.7051 |
1.6897 |
1.6521 |
|
| R2 |
1.6743 |
1.6743 |
1.6492 |
|
| R1 |
1.6589 |
1.6589 |
1.6464 |
1.6666 |
| PP |
1.6435 |
1.6435 |
1.6435 |
1.6473 |
| S1 |
1.6281 |
1.6281 |
1.6408 |
1.6358 |
| S2 |
1.6127 |
1.6127 |
1.6380 |
|
| S3 |
1.5819 |
1.5973 |
1.6351 |
|
| S4 |
1.5511 |
1.5665 |
1.6267 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7010 |
|
2.618 |
1.6829 |
|
1.618 |
1.6718 |
|
1.000 |
1.6649 |
|
0.618 |
1.6607 |
|
HIGH |
1.6538 |
|
0.618 |
1.6496 |
|
0.500 |
1.6483 |
|
0.382 |
1.6469 |
|
LOW |
1.6427 |
|
0.618 |
1.6358 |
|
1.000 |
1.6316 |
|
1.618 |
1.6247 |
|
2.618 |
1.6136 |
|
4.250 |
1.5955 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6483 |
1.6445 |
| PP |
1.6467 |
1.6442 |
| S1 |
1.6452 |
1.6439 |
|