CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6496 |
1.6390 |
-0.0106 |
-0.6% |
1.6280 |
| High |
1.6538 |
1.6454 |
-0.0084 |
-0.5% |
1.6588 |
| Low |
1.6427 |
1.6335 |
-0.0092 |
-0.6% |
1.6280 |
| Close |
1.6436 |
1.6376 |
-0.0060 |
-0.4% |
1.6436 |
| Range |
0.0111 |
0.0119 |
0.0008 |
7.2% |
0.0308 |
| ATR |
0.0168 |
0.0165 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
135 |
92 |
-43 |
-31.9% |
427 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6745 |
1.6680 |
1.6441 |
|
| R3 |
1.6626 |
1.6561 |
1.6409 |
|
| R2 |
1.6507 |
1.6507 |
1.6398 |
|
| R1 |
1.6442 |
1.6442 |
1.6387 |
1.6415 |
| PP |
1.6388 |
1.6388 |
1.6388 |
1.6375 |
| S1 |
1.6323 |
1.6323 |
1.6365 |
1.6296 |
| S2 |
1.6269 |
1.6269 |
1.6354 |
|
| S3 |
1.6150 |
1.6204 |
1.6343 |
|
| S4 |
1.6031 |
1.6085 |
1.6311 |
|
|
| 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 |
1.6960 |
|
2.618 |
1.6766 |
|
1.618 |
1.6647 |
|
1.000 |
1.6573 |
|
0.618 |
1.6528 |
|
HIGH |
1.6454 |
|
0.618 |
1.6409 |
|
0.500 |
1.6395 |
|
0.382 |
1.6380 |
|
LOW |
1.6335 |
|
0.618 |
1.6261 |
|
1.000 |
1.6216 |
|
1.618 |
1.6142 |
|
2.618 |
1.6023 |
|
4.250 |
1.5829 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6395 |
1.6462 |
| PP |
1.6388 |
1.6433 |
| S1 |
1.6382 |
1.6405 |
|