CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5759 |
1.5883 |
0.0124 |
0.8% |
1.5810 |
| High |
1.5903 |
1.5920 |
0.0017 |
0.1% |
1.5898 |
| Low |
1.5740 |
1.5820 |
0.0080 |
0.5% |
1.5684 |
| Close |
1.5886 |
1.5874 |
-0.0012 |
-0.1% |
1.5816 |
| Range |
0.0163 |
0.0100 |
-0.0063 |
-38.7% |
0.0214 |
| ATR |
0.0107 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
25 |
93 |
68 |
272.0% |
275 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6123 |
1.5929 |
|
| R3 |
1.6071 |
1.6023 |
1.5902 |
|
| R2 |
1.5971 |
1.5971 |
1.5892 |
|
| R1 |
1.5923 |
1.5923 |
1.5883 |
1.5897 |
| PP |
1.5871 |
1.5871 |
1.5871 |
1.5859 |
| S1 |
1.5823 |
1.5823 |
1.5865 |
1.5797 |
| S2 |
1.5771 |
1.5771 |
1.5856 |
|
| S3 |
1.5671 |
1.5723 |
1.5847 |
|
| S4 |
1.5571 |
1.5623 |
1.5819 |
|
|
| 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 |
1.6345 |
|
2.618 |
1.6182 |
|
1.618 |
1.6082 |
|
1.000 |
1.6020 |
|
0.618 |
1.5982 |
|
HIGH |
1.5920 |
|
0.618 |
1.5882 |
|
0.500 |
1.5870 |
|
0.382 |
1.5858 |
|
LOW |
1.5820 |
|
0.618 |
1.5758 |
|
1.000 |
1.5720 |
|
1.618 |
1.5658 |
|
2.618 |
1.5558 |
|
4.250 |
1.5395 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5873 |
1.5859 |
| PP |
1.5871 |
1.5845 |
| S1 |
1.5870 |
1.5830 |
|