CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6361 |
1.6395 |
0.0034 |
0.2% |
1.6280 |
| High |
1.6438 |
1.6570 |
0.0132 |
0.8% |
1.6588 |
| Low |
1.6274 |
1.6395 |
0.0121 |
0.7% |
1.6280 |
| Close |
1.6391 |
1.6582 |
0.0191 |
1.2% |
1.6436 |
| Range |
0.0164 |
0.0175 |
0.0011 |
6.7% |
0.0308 |
| ATR |
0.0165 |
0.0166 |
0.0001 |
0.6% |
0.0000 |
| Volume |
87 |
88 |
1 |
1.1% |
427 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7041 |
1.6986 |
1.6678 |
|
| R3 |
1.6866 |
1.6811 |
1.6630 |
|
| R2 |
1.6691 |
1.6691 |
1.6614 |
|
| R1 |
1.6636 |
1.6636 |
1.6598 |
1.6664 |
| PP |
1.6516 |
1.6516 |
1.6516 |
1.6529 |
| S1 |
1.6461 |
1.6461 |
1.6566 |
1.6489 |
| S2 |
1.6341 |
1.6341 |
1.6550 |
|
| S3 |
1.6166 |
1.6286 |
1.6534 |
|
| S4 |
1.5991 |
1.6111 |
1.6486 |
|
|
| 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 |
1.7314 |
|
2.618 |
1.7028 |
|
1.618 |
1.6853 |
|
1.000 |
1.6745 |
|
0.618 |
1.6678 |
|
HIGH |
1.6570 |
|
0.618 |
1.6503 |
|
0.500 |
1.6483 |
|
0.382 |
1.6462 |
|
LOW |
1.6395 |
|
0.618 |
1.6287 |
|
1.000 |
1.6220 |
|
1.618 |
1.6112 |
|
2.618 |
1.5937 |
|
4.250 |
1.5651 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6549 |
1.6529 |
| PP |
1.6516 |
1.6475 |
| S1 |
1.6483 |
1.6422 |
|