CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5403 |
1.5307 |
-0.0096 |
-0.6% |
1.5492 |
| High |
1.5403 |
1.5423 |
0.0020 |
0.1% |
1.5507 |
| Low |
1.5400 |
1.5307 |
-0.0093 |
-0.6% |
1.5392 |
| Close |
1.5314 |
1.5426 |
0.0112 |
0.7% |
1.5496 |
| Range |
0.0003 |
0.0116 |
0.0113 |
3,766.7% |
0.0115 |
| ATR |
|
|
|
|
|
| Volume |
5 |
2 |
-3 |
-60.0% |
9 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5733 |
1.5696 |
1.5490 |
|
| R3 |
1.5617 |
1.5580 |
1.5458 |
|
| R2 |
1.5501 |
1.5501 |
1.5447 |
|
| R1 |
1.5464 |
1.5464 |
1.5437 |
1.5483 |
| PP |
1.5385 |
1.5385 |
1.5385 |
1.5395 |
| S1 |
1.5348 |
1.5348 |
1.5415 |
1.5367 |
| S2 |
1.5269 |
1.5269 |
1.5405 |
|
| S3 |
1.5153 |
1.5232 |
1.5394 |
|
| S4 |
1.5037 |
1.5116 |
1.5362 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5810 |
1.5768 |
1.5559 |
|
| R3 |
1.5695 |
1.5653 |
1.5528 |
|
| R2 |
1.5580 |
1.5580 |
1.5517 |
|
| R1 |
1.5538 |
1.5538 |
1.5507 |
1.5559 |
| PP |
1.5465 |
1.5465 |
1.5465 |
1.5476 |
| S1 |
1.5423 |
1.5423 |
1.5485 |
1.5444 |
| S2 |
1.5350 |
1.5350 |
1.5475 |
|
| S3 |
1.5235 |
1.5308 |
1.5464 |
|
| S4 |
1.5120 |
1.5193 |
1.5433 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5916 |
|
2.618 |
1.5727 |
|
1.618 |
1.5611 |
|
1.000 |
1.5539 |
|
0.618 |
1.5495 |
|
HIGH |
1.5423 |
|
0.618 |
1.5379 |
|
0.500 |
1.5365 |
|
0.382 |
1.5351 |
|
LOW |
1.5307 |
|
0.618 |
1.5235 |
|
1.000 |
1.5191 |
|
1.618 |
1.5119 |
|
2.618 |
1.5003 |
|
4.250 |
1.4814 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5406 |
1.5410 |
| PP |
1.5385 |
1.5393 |
| S1 |
1.5365 |
1.5377 |
|