CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5362 |
1.5401 |
0.0039 |
0.3% |
1.5446 |
| High |
1.5362 |
1.5420 |
0.0058 |
0.4% |
1.5446 |
| Low |
1.5362 |
1.5401 |
0.0039 |
0.3% |
1.5307 |
| Close |
1.5368 |
1.5427 |
0.0059 |
0.4% |
1.5427 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0139 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
19 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5473 |
1.5469 |
1.5437 |
|
| R3 |
1.5454 |
1.5450 |
1.5432 |
|
| R2 |
1.5435 |
1.5435 |
1.5430 |
|
| R1 |
1.5431 |
1.5431 |
1.5429 |
1.5433 |
| PP |
1.5416 |
1.5416 |
1.5416 |
1.5417 |
| S1 |
1.5412 |
1.5412 |
1.5425 |
1.5414 |
| S2 |
1.5397 |
1.5397 |
1.5424 |
|
| S3 |
1.5378 |
1.5393 |
1.5422 |
|
| S4 |
1.5359 |
1.5374 |
1.5417 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5810 |
1.5758 |
1.5503 |
|
| R3 |
1.5671 |
1.5619 |
1.5465 |
|
| R2 |
1.5532 |
1.5532 |
1.5452 |
|
| R1 |
1.5480 |
1.5480 |
1.5440 |
1.5437 |
| PP |
1.5393 |
1.5393 |
1.5393 |
1.5372 |
| S1 |
1.5341 |
1.5341 |
1.5414 |
1.5298 |
| S2 |
1.5254 |
1.5254 |
1.5402 |
|
| S3 |
1.5115 |
1.5202 |
1.5389 |
|
| S4 |
1.4976 |
1.5063 |
1.5351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5501 |
|
2.618 |
1.5470 |
|
1.618 |
1.5451 |
|
1.000 |
1.5439 |
|
0.618 |
1.5432 |
|
HIGH |
1.5420 |
|
0.618 |
1.5413 |
|
0.500 |
1.5411 |
|
0.382 |
1.5408 |
|
LOW |
1.5401 |
|
0.618 |
1.5389 |
|
1.000 |
1.5382 |
|
1.618 |
1.5370 |
|
2.618 |
1.5351 |
|
4.250 |
1.5320 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5422 |
1.5406 |
| PP |
1.5416 |
1.5386 |
| S1 |
1.5411 |
1.5365 |
|