CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5649 |
1.5810 |
0.0161 |
1.0% |
1.5656 |
| High |
1.5825 |
1.5835 |
0.0010 |
0.1% |
1.5825 |
| Low |
1.5649 |
1.5769 |
0.0120 |
0.8% |
1.5495 |
| Close |
1.5799 |
1.5836 |
0.0037 |
0.2% |
1.5799 |
| Range |
0.0176 |
0.0066 |
-0.0110 |
-62.5% |
0.0330 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
44 |
76 |
32 |
72.7% |
166 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6011 |
1.5990 |
1.5872 |
|
| R3 |
1.5945 |
1.5924 |
1.5854 |
|
| R2 |
1.5879 |
1.5879 |
1.5848 |
|
| R1 |
1.5858 |
1.5858 |
1.5842 |
1.5869 |
| PP |
1.5813 |
1.5813 |
1.5813 |
1.5819 |
| S1 |
1.5792 |
1.5792 |
1.5830 |
1.5803 |
| S2 |
1.5747 |
1.5747 |
1.5824 |
|
| S3 |
1.5681 |
1.5726 |
1.5818 |
|
| S4 |
1.5615 |
1.5660 |
1.5800 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6696 |
1.6578 |
1.5981 |
|
| R3 |
1.6366 |
1.6248 |
1.5890 |
|
| R2 |
1.6036 |
1.6036 |
1.5860 |
|
| R1 |
1.5918 |
1.5918 |
1.5829 |
1.5977 |
| PP |
1.5706 |
1.5706 |
1.5706 |
1.5736 |
| S1 |
1.5588 |
1.5588 |
1.5769 |
1.5647 |
| S2 |
1.5376 |
1.5376 |
1.5739 |
|
| S3 |
1.5046 |
1.5258 |
1.5708 |
|
| S4 |
1.4716 |
1.4928 |
1.5618 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.6008 |
|
1.618 |
1.5942 |
|
1.000 |
1.5901 |
|
0.618 |
1.5876 |
|
HIGH |
1.5835 |
|
0.618 |
1.5810 |
|
0.500 |
1.5802 |
|
0.382 |
1.5794 |
|
LOW |
1.5769 |
|
0.618 |
1.5728 |
|
1.000 |
1.5703 |
|
1.618 |
1.5662 |
|
2.618 |
1.5596 |
|
4.250 |
1.5489 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5825 |
1.5796 |
| PP |
1.5813 |
1.5756 |
| S1 |
1.5802 |
1.5717 |
|