CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5810 |
1.5803 |
-0.0007 |
0.0% |
1.5656 |
| High |
1.5835 |
1.5873 |
0.0038 |
0.2% |
1.5825 |
| Low |
1.5769 |
1.5730 |
-0.0039 |
-0.2% |
1.5495 |
| Close |
1.5836 |
1.5772 |
-0.0064 |
-0.4% |
1.5799 |
| Range |
0.0066 |
0.0143 |
0.0077 |
116.7% |
0.0330 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.5% |
0.0000 |
| Volume |
76 |
72 |
-4 |
-5.3% |
166 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6139 |
1.5851 |
|
| R3 |
1.6078 |
1.5996 |
1.5811 |
|
| R2 |
1.5935 |
1.5935 |
1.5798 |
|
| R1 |
1.5853 |
1.5853 |
1.5785 |
1.5823 |
| PP |
1.5792 |
1.5792 |
1.5792 |
1.5776 |
| S1 |
1.5710 |
1.5710 |
1.5759 |
1.5680 |
| S2 |
1.5649 |
1.5649 |
1.5746 |
|
| S3 |
1.5506 |
1.5567 |
1.5733 |
|
| S4 |
1.5363 |
1.5424 |
1.5693 |
|
|
| 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 |
1.6481 |
|
2.618 |
1.6247 |
|
1.618 |
1.6104 |
|
1.000 |
1.6016 |
|
0.618 |
1.5961 |
|
HIGH |
1.5873 |
|
0.618 |
1.5818 |
|
0.500 |
1.5802 |
|
0.382 |
1.5785 |
|
LOW |
1.5730 |
|
0.618 |
1.5642 |
|
1.000 |
1.5587 |
|
1.618 |
1.5499 |
|
2.618 |
1.5356 |
|
4.250 |
1.5122 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5802 |
1.5768 |
| PP |
1.5792 |
1.5765 |
| S1 |
1.5782 |
1.5761 |
|