CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5402 |
1.5371 |
-0.0031 |
-0.2% |
1.5347 |
| High |
1.5440 |
1.5540 |
0.0100 |
0.6% |
1.5509 |
| Low |
1.5402 |
1.5340 |
-0.0062 |
-0.4% |
1.5283 |
| Close |
1.5386 |
1.5545 |
0.0159 |
1.0% |
1.5333 |
| Range |
0.0038 |
0.0200 |
0.0162 |
426.3% |
0.0226 |
| ATR |
0.0073 |
0.0082 |
0.0009 |
12.4% |
0.0000 |
| Volume |
14 |
8 |
-6 |
-42.9% |
17 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6075 |
1.6010 |
1.5655 |
|
| R3 |
1.5875 |
1.5810 |
1.5600 |
|
| R2 |
1.5675 |
1.5675 |
1.5582 |
|
| R1 |
1.5610 |
1.5610 |
1.5563 |
1.5643 |
| PP |
1.5475 |
1.5475 |
1.5475 |
1.5491 |
| S1 |
1.5410 |
1.5410 |
1.5527 |
1.5443 |
| S2 |
1.5275 |
1.5275 |
1.5508 |
|
| S3 |
1.5075 |
1.5210 |
1.5490 |
|
| S4 |
1.4875 |
1.5010 |
1.5435 |
|
|
| 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 |
1.6390 |
|
2.618 |
1.6064 |
|
1.618 |
1.5864 |
|
1.000 |
1.5740 |
|
0.618 |
1.5664 |
|
HIGH |
1.5540 |
|
0.618 |
1.5464 |
|
0.500 |
1.5440 |
|
0.382 |
1.5416 |
|
LOW |
1.5340 |
|
0.618 |
1.5216 |
|
1.000 |
1.5140 |
|
1.618 |
1.5016 |
|
2.618 |
1.4816 |
|
4.250 |
1.4490 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5510 |
1.5510 |
| PP |
1.5475 |
1.5475 |
| S1 |
1.5440 |
1.5440 |
|