CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5523 |
1.5583 |
0.0060 |
0.4% |
1.5347 |
| High |
1.5613 |
1.5608 |
-0.0005 |
0.0% |
1.5509 |
| Low |
1.5435 |
1.5540 |
0.0105 |
0.7% |
1.5283 |
| Close |
1.5599 |
1.5622 |
0.0023 |
0.1% |
1.5333 |
| Range |
0.0178 |
0.0068 |
-0.0110 |
-61.8% |
0.0226 |
| ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
29 |
202 |
173 |
596.6% |
17 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5794 |
1.5776 |
1.5659 |
|
| R3 |
1.5726 |
1.5708 |
1.5641 |
|
| R2 |
1.5658 |
1.5658 |
1.5634 |
|
| R1 |
1.5640 |
1.5640 |
1.5628 |
1.5649 |
| PP |
1.5590 |
1.5590 |
1.5590 |
1.5595 |
| S1 |
1.5572 |
1.5572 |
1.5616 |
1.5581 |
| S2 |
1.5522 |
1.5522 |
1.5610 |
|
| S3 |
1.5454 |
1.5504 |
1.5603 |
|
| S4 |
1.5386 |
1.5436 |
1.5585 |
|
|
| 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 |
1.5897 |
|
2.618 |
1.5786 |
|
1.618 |
1.5718 |
|
1.000 |
1.5676 |
|
0.618 |
1.5650 |
|
HIGH |
1.5608 |
|
0.618 |
1.5582 |
|
0.500 |
1.5574 |
|
0.382 |
1.5566 |
|
LOW |
1.5540 |
|
0.618 |
1.5498 |
|
1.000 |
1.5472 |
|
1.618 |
1.5430 |
|
2.618 |
1.5362 |
|
4.250 |
1.5251 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5606 |
1.5574 |
| PP |
1.5590 |
1.5525 |
| S1 |
1.5574 |
1.5477 |
|