CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5599 |
1.5656 |
0.0057 |
0.4% |
1.5402 |
| High |
1.5697 |
1.5656 |
-0.0041 |
-0.3% |
1.5697 |
| Low |
1.5599 |
1.5534 |
-0.0065 |
-0.4% |
1.5340 |
| Close |
1.5601 |
1.5523 |
-0.0078 |
-0.5% |
1.5601 |
| Range |
0.0098 |
0.0122 |
0.0024 |
24.5% |
0.0357 |
| ATR |
0.0088 |
0.0091 |
0.0002 |
2.7% |
0.0000 |
| Volume |
30 |
44 |
14 |
46.7% |
283 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5937 |
1.5852 |
1.5590 |
|
| R3 |
1.5815 |
1.5730 |
1.5557 |
|
| R2 |
1.5693 |
1.5693 |
1.5545 |
|
| R1 |
1.5608 |
1.5608 |
1.5534 |
1.5590 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5562 |
| S1 |
1.5486 |
1.5486 |
1.5512 |
1.5468 |
| S2 |
1.5449 |
1.5449 |
1.5501 |
|
| S3 |
1.5327 |
1.5364 |
1.5489 |
|
| S4 |
1.5205 |
1.5242 |
1.5456 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6617 |
1.6466 |
1.5797 |
|
| R3 |
1.6260 |
1.6109 |
1.5699 |
|
| R2 |
1.5903 |
1.5903 |
1.5666 |
|
| R1 |
1.5752 |
1.5752 |
1.5634 |
1.5828 |
| PP |
1.5546 |
1.5546 |
1.5546 |
1.5584 |
| S1 |
1.5395 |
1.5395 |
1.5568 |
1.5471 |
| S2 |
1.5189 |
1.5189 |
1.5536 |
|
| S3 |
1.4832 |
1.5038 |
1.5503 |
|
| S4 |
1.4475 |
1.4681 |
1.5405 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6175 |
|
2.618 |
1.5975 |
|
1.618 |
1.5853 |
|
1.000 |
1.5778 |
|
0.618 |
1.5731 |
|
HIGH |
1.5656 |
|
0.618 |
1.5609 |
|
0.500 |
1.5595 |
|
0.382 |
1.5581 |
|
LOW |
1.5534 |
|
0.618 |
1.5459 |
|
1.000 |
1.5412 |
|
1.618 |
1.5337 |
|
2.618 |
1.5215 |
|
4.250 |
1.5016 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5595 |
1.5616 |
| PP |
1.5571 |
1.5585 |
| S1 |
1.5547 |
1.5554 |
|