CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5974 |
1.5889 |
-0.0085 |
-0.5% |
1.5908 |
| High |
1.5974 |
1.5900 |
-0.0074 |
-0.5% |
1.6062 |
| Low |
1.5830 |
1.5668 |
-0.0162 |
-1.0% |
1.5750 |
| Close |
1.5915 |
1.5678 |
-0.0237 |
-1.5% |
1.5965 |
| Range |
0.0144 |
0.0232 |
0.0088 |
61.1% |
0.0312 |
| ATR |
0.0117 |
0.0126 |
0.0009 |
7.9% |
0.0000 |
| Volume |
59 |
23 |
-36 |
-61.0% |
230 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6445 |
1.6293 |
1.5806 |
|
| R3 |
1.6213 |
1.6061 |
1.5742 |
|
| R2 |
1.5981 |
1.5981 |
1.5721 |
|
| R1 |
1.5829 |
1.5829 |
1.5699 |
1.5789 |
| PP |
1.5749 |
1.5749 |
1.5749 |
1.5729 |
| S1 |
1.5597 |
1.5597 |
1.5657 |
1.5557 |
| S2 |
1.5517 |
1.5517 |
1.5635 |
|
| S3 |
1.5285 |
1.5365 |
1.5614 |
|
| S4 |
1.5053 |
1.5133 |
1.5550 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6862 |
1.6725 |
1.6137 |
|
| R3 |
1.6550 |
1.6413 |
1.6051 |
|
| R2 |
1.6238 |
1.6238 |
1.6022 |
|
| R1 |
1.6101 |
1.6101 |
1.5994 |
1.6170 |
| PP |
1.5926 |
1.5926 |
1.5926 |
1.5960 |
| S1 |
1.5789 |
1.5789 |
1.5936 |
1.5858 |
| S2 |
1.5614 |
1.5614 |
1.5908 |
|
| S3 |
1.5302 |
1.5477 |
1.5879 |
|
| S4 |
1.4990 |
1.5165 |
1.5793 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6886 |
|
2.618 |
1.6507 |
|
1.618 |
1.6275 |
|
1.000 |
1.6132 |
|
0.618 |
1.6043 |
|
HIGH |
1.5900 |
|
0.618 |
1.5811 |
|
0.500 |
1.5784 |
|
0.382 |
1.5757 |
|
LOW |
1.5668 |
|
0.618 |
1.5525 |
|
1.000 |
1.5436 |
|
1.618 |
1.5293 |
|
2.618 |
1.5061 |
|
4.250 |
1.4682 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5865 |
| PP |
1.5749 |
1.5803 |
| S1 |
1.5713 |
1.5740 |
|