CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5385 |
1.5388 |
0.0003 |
0.0% |
1.5347 |
| High |
1.5465 |
1.5430 |
-0.0035 |
-0.2% |
1.5509 |
| Low |
1.5385 |
1.5340 |
-0.0045 |
-0.3% |
1.5283 |
| Close |
1.5411 |
1.5333 |
-0.0078 |
-0.5% |
1.5333 |
| Range |
0.0080 |
0.0090 |
0.0010 |
12.5% |
0.0226 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
17 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5638 |
1.5575 |
1.5383 |
|
| R3 |
1.5548 |
1.5485 |
1.5358 |
|
| R2 |
1.5458 |
1.5458 |
1.5350 |
|
| R1 |
1.5395 |
1.5395 |
1.5341 |
1.5382 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5361 |
| S1 |
1.5305 |
1.5305 |
1.5325 |
1.5292 |
| S2 |
1.5278 |
1.5278 |
1.5317 |
|
| S3 |
1.5188 |
1.5215 |
1.5308 |
|
| S4 |
1.5098 |
1.5125 |
1.5284 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6053 |
1.5919 |
1.5457 |
|
| R3 |
1.5827 |
1.5693 |
1.5395 |
|
| R2 |
1.5601 |
1.5601 |
1.5374 |
|
| R1 |
1.5467 |
1.5467 |
1.5354 |
1.5421 |
| PP |
1.5375 |
1.5375 |
1.5375 |
1.5352 |
| S1 |
1.5241 |
1.5241 |
1.5312 |
1.5195 |
| S2 |
1.5149 |
1.5149 |
1.5292 |
|
| S3 |
1.4923 |
1.5015 |
1.5271 |
|
| S4 |
1.4697 |
1.4789 |
1.5209 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5813 |
|
2.618 |
1.5666 |
|
1.618 |
1.5576 |
|
1.000 |
1.5520 |
|
0.618 |
1.5486 |
|
HIGH |
1.5430 |
|
0.618 |
1.5396 |
|
0.500 |
1.5385 |
|
0.382 |
1.5374 |
|
LOW |
1.5340 |
|
0.618 |
1.5284 |
|
1.000 |
1.5250 |
|
1.618 |
1.5194 |
|
2.618 |
1.5104 |
|
4.250 |
1.4958 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5385 |
1.5425 |
| PP |
1.5368 |
1.5394 |
| S1 |
1.5350 |
1.5364 |
|