CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5665 |
1.5623 |
-0.0042 |
-0.3% |
1.5402 |
| High |
1.5675 |
1.5715 |
0.0040 |
0.3% |
1.5697 |
| Low |
1.5611 |
1.5598 |
-0.0013 |
-0.1% |
1.5340 |
| Close |
1.5650 |
1.5675 |
0.0025 |
0.2% |
1.5601 |
| Range |
0.0064 |
0.0117 |
0.0053 |
82.8% |
0.0357 |
| ATR |
0.0091 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
| Volume |
34 |
28 |
-6 |
-17.6% |
283 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6014 |
1.5961 |
1.5739 |
|
| R3 |
1.5897 |
1.5844 |
1.5707 |
|
| R2 |
1.5780 |
1.5780 |
1.5696 |
|
| R1 |
1.5727 |
1.5727 |
1.5686 |
1.5754 |
| PP |
1.5663 |
1.5663 |
1.5663 |
1.5676 |
| S1 |
1.5610 |
1.5610 |
1.5664 |
1.5637 |
| S2 |
1.5546 |
1.5546 |
1.5654 |
|
| S3 |
1.5429 |
1.5493 |
1.5643 |
|
| S4 |
1.5312 |
1.5376 |
1.5611 |
|
|
| 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 |
1.6212 |
|
2.618 |
1.6021 |
|
1.618 |
1.5904 |
|
1.000 |
1.5832 |
|
0.618 |
1.5787 |
|
HIGH |
1.5715 |
|
0.618 |
1.5670 |
|
0.500 |
1.5657 |
|
0.382 |
1.5643 |
|
LOW |
1.5598 |
|
0.618 |
1.5526 |
|
1.000 |
1.5481 |
|
1.618 |
1.5409 |
|
2.618 |
1.5292 |
|
4.250 |
1.5101 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5669 |
1.5652 |
| PP |
1.5663 |
1.5628 |
| S1 |
1.5657 |
1.5605 |
|