CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5509 |
1.5385 |
-0.0124 |
-0.8% |
1.5446 |
| High |
1.5509 |
1.5465 |
-0.0044 |
-0.3% |
1.5446 |
| Low |
1.5509 |
1.5385 |
-0.0124 |
-0.8% |
1.5307 |
| Close |
1.5461 |
1.5411 |
-0.0050 |
-0.3% |
1.5427 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0139 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.3% |
0.0000 |
| Volume |
7 |
2 |
-5 |
-71.4% |
19 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5660 |
1.5616 |
1.5455 |
|
| R3 |
1.5580 |
1.5536 |
1.5433 |
|
| R2 |
1.5500 |
1.5500 |
1.5426 |
|
| R1 |
1.5456 |
1.5456 |
1.5418 |
1.5478 |
| PP |
1.5420 |
1.5420 |
1.5420 |
1.5432 |
| S1 |
1.5376 |
1.5376 |
1.5404 |
1.5398 |
| S2 |
1.5340 |
1.5340 |
1.5396 |
|
| S3 |
1.5260 |
1.5296 |
1.5389 |
|
| S4 |
1.5180 |
1.5216 |
1.5367 |
|
|
| 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 |
1.5805 |
|
2.618 |
1.5674 |
|
1.618 |
1.5594 |
|
1.000 |
1.5545 |
|
0.618 |
1.5514 |
|
HIGH |
1.5465 |
|
0.618 |
1.5434 |
|
0.500 |
1.5425 |
|
0.382 |
1.5416 |
|
LOW |
1.5385 |
|
0.618 |
1.5336 |
|
1.000 |
1.5305 |
|
1.618 |
1.5256 |
|
2.618 |
1.5176 |
|
4.250 |
1.5045 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5425 |
1.5406 |
| PP |
1.5420 |
1.5401 |
| S1 |
1.5416 |
1.5396 |
|