CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5750 |
1.5790 |
0.0040 |
0.3% |
1.5810 |
| High |
1.5830 |
1.5826 |
-0.0004 |
0.0% |
1.5898 |
| Low |
1.5750 |
1.5777 |
0.0027 |
0.2% |
1.5684 |
| Close |
1.5816 |
1.5815 |
-0.0001 |
0.0% |
1.5816 |
| Range |
0.0080 |
0.0049 |
-0.0031 |
-38.8% |
0.0214 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
31 |
11 |
-20 |
-64.5% |
275 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5953 |
1.5933 |
1.5842 |
|
| R3 |
1.5904 |
1.5884 |
1.5828 |
|
| R2 |
1.5855 |
1.5855 |
1.5824 |
|
| R1 |
1.5835 |
1.5835 |
1.5819 |
1.5845 |
| PP |
1.5806 |
1.5806 |
1.5806 |
1.5811 |
| S1 |
1.5786 |
1.5786 |
1.5811 |
1.5796 |
| S2 |
1.5757 |
1.5757 |
1.5806 |
|
| S3 |
1.5708 |
1.5737 |
1.5802 |
|
| S4 |
1.5659 |
1.5688 |
1.5788 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6441 |
1.6343 |
1.5934 |
|
| R3 |
1.6227 |
1.6129 |
1.5875 |
|
| R2 |
1.6013 |
1.6013 |
1.5855 |
|
| R1 |
1.5915 |
1.5915 |
1.5836 |
1.5964 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5824 |
| S1 |
1.5701 |
1.5701 |
1.5796 |
1.5750 |
| S2 |
1.5585 |
1.5585 |
1.5777 |
|
| S3 |
1.5371 |
1.5487 |
1.5757 |
|
| S4 |
1.5157 |
1.5273 |
1.5698 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6034 |
|
2.618 |
1.5954 |
|
1.618 |
1.5905 |
|
1.000 |
1.5875 |
|
0.618 |
1.5856 |
|
HIGH |
1.5826 |
|
0.618 |
1.5807 |
|
0.500 |
1.5802 |
|
0.382 |
1.5796 |
|
LOW |
1.5777 |
|
0.618 |
1.5747 |
|
1.000 |
1.5728 |
|
1.618 |
1.5698 |
|
2.618 |
1.5649 |
|
4.250 |
1.5569 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5811 |
1.5807 |
| PP |
1.5806 |
1.5799 |
| S1 |
1.5802 |
1.5791 |
|