CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5554 |
1.5665 |
0.0111 |
0.7% |
1.5402 |
| High |
1.5604 |
1.5675 |
0.0071 |
0.5% |
1.5697 |
| Low |
1.5495 |
1.5611 |
0.0116 |
0.7% |
1.5340 |
| Close |
1.5601 |
1.5650 |
0.0049 |
0.3% |
1.5601 |
| Range |
0.0109 |
0.0064 |
-0.0045 |
-41.3% |
0.0357 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
16 |
34 |
18 |
112.5% |
283 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5808 |
1.5685 |
|
| R3 |
1.5773 |
1.5744 |
1.5668 |
|
| R2 |
1.5709 |
1.5709 |
1.5662 |
|
| R1 |
1.5680 |
1.5680 |
1.5656 |
1.5663 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5637 |
| S1 |
1.5616 |
1.5616 |
1.5644 |
1.5599 |
| S2 |
1.5581 |
1.5581 |
1.5638 |
|
| S3 |
1.5517 |
1.5552 |
1.5632 |
|
| S4 |
1.5453 |
1.5488 |
1.5615 |
|
|
| 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 |
1.5947 |
|
2.618 |
1.5843 |
|
1.618 |
1.5779 |
|
1.000 |
1.5739 |
|
0.618 |
1.5715 |
|
HIGH |
1.5675 |
|
0.618 |
1.5651 |
|
0.500 |
1.5643 |
|
0.382 |
1.5635 |
|
LOW |
1.5611 |
|
0.618 |
1.5571 |
|
1.000 |
1.5547 |
|
1.618 |
1.5507 |
|
2.618 |
1.5443 |
|
4.250 |
1.5339 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5648 |
1.5628 |
| PP |
1.5645 |
1.5607 |
| S1 |
1.5643 |
1.5585 |
|