CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5790 |
1.5759 |
-0.0031 |
-0.2% |
1.5810 |
| High |
1.5826 |
1.5903 |
0.0077 |
0.5% |
1.5898 |
| Low |
1.5777 |
1.5740 |
-0.0037 |
-0.2% |
1.5684 |
| Close |
1.5815 |
1.5886 |
0.0071 |
0.4% |
1.5816 |
| Range |
0.0049 |
0.0163 |
0.0114 |
232.7% |
0.0214 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
4.2% |
0.0000 |
| Volume |
11 |
25 |
14 |
127.3% |
275 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6332 |
1.6272 |
1.5976 |
|
| R3 |
1.6169 |
1.6109 |
1.5931 |
|
| R2 |
1.6006 |
1.6006 |
1.5916 |
|
| R1 |
1.5946 |
1.5946 |
1.5901 |
1.5976 |
| PP |
1.5843 |
1.5843 |
1.5843 |
1.5858 |
| S1 |
1.5783 |
1.5783 |
1.5871 |
1.5813 |
| S2 |
1.5680 |
1.5680 |
1.5856 |
|
| S3 |
1.5517 |
1.5620 |
1.5841 |
|
| S4 |
1.5354 |
1.5457 |
1.5796 |
|
|
| 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 |
1.6596 |
|
2.618 |
1.6330 |
|
1.618 |
1.6167 |
|
1.000 |
1.6066 |
|
0.618 |
1.6004 |
|
HIGH |
1.5903 |
|
0.618 |
1.5841 |
|
0.500 |
1.5822 |
|
0.382 |
1.5802 |
|
LOW |
1.5740 |
|
0.618 |
1.5639 |
|
1.000 |
1.5577 |
|
1.618 |
1.5476 |
|
2.618 |
1.5313 |
|
4.250 |
1.5047 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5865 |
1.5865 |
| PP |
1.5843 |
1.5843 |
| S1 |
1.5822 |
1.5822 |
|