CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5802 |
1.5805 |
0.0003 |
0.0% |
1.5656 |
| High |
1.5830 |
1.5898 |
0.0068 |
0.4% |
1.5825 |
| Low |
1.5785 |
1.5684 |
-0.0101 |
-0.6% |
1.5495 |
| Close |
1.5774 |
1.5697 |
-0.0077 |
-0.5% |
1.5799 |
| Range |
0.0045 |
0.0214 |
0.0169 |
375.6% |
0.0330 |
| ATR |
0.0097 |
0.0105 |
0.0008 |
8.7% |
0.0000 |
| Volume |
85 |
11 |
-74 |
-87.1% |
166 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6402 |
1.6263 |
1.5815 |
|
| R3 |
1.6188 |
1.6049 |
1.5756 |
|
| R2 |
1.5974 |
1.5974 |
1.5736 |
|
| R1 |
1.5835 |
1.5835 |
1.5717 |
1.5798 |
| PP |
1.5760 |
1.5760 |
1.5760 |
1.5741 |
| S1 |
1.5621 |
1.5621 |
1.5677 |
1.5584 |
| S2 |
1.5546 |
1.5546 |
1.5658 |
|
| S3 |
1.5332 |
1.5407 |
1.5638 |
|
| S4 |
1.5118 |
1.5193 |
1.5579 |
|
|
| 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 |
1.6808 |
|
2.618 |
1.6458 |
|
1.618 |
1.6244 |
|
1.000 |
1.6112 |
|
0.618 |
1.6030 |
|
HIGH |
1.5898 |
|
0.618 |
1.5816 |
|
0.500 |
1.5791 |
|
0.382 |
1.5766 |
|
LOW |
1.5684 |
|
0.618 |
1.5552 |
|
1.000 |
1.5470 |
|
1.618 |
1.5338 |
|
2.618 |
1.5124 |
|
4.250 |
1.4775 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5791 |
1.5791 |
| PP |
1.5760 |
1.5760 |
| S1 |
1.5728 |
1.5728 |
|