CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5687 |
1.5656 |
-0.0031 |
-0.2% |
1.5974 |
| High |
1.5717 |
1.5747 |
0.0030 |
0.2% |
1.5974 |
| Low |
1.5632 |
1.5656 |
0.0024 |
0.2% |
1.5632 |
| Close |
1.5648 |
1.5723 |
0.0075 |
0.5% |
1.5648 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0342 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
33 |
144 |
111 |
336.4% |
309 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5982 |
1.5943 |
1.5773 |
|
| R3 |
1.5891 |
1.5852 |
1.5748 |
|
| R2 |
1.5800 |
1.5800 |
1.5740 |
|
| R1 |
1.5761 |
1.5761 |
1.5731 |
1.5781 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5718 |
| S1 |
1.5670 |
1.5670 |
1.5715 |
1.5690 |
| S2 |
1.5618 |
1.5618 |
1.5706 |
|
| S3 |
1.5527 |
1.5579 |
1.5698 |
|
| S4 |
1.5436 |
1.5488 |
1.5673 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6777 |
1.6555 |
1.5836 |
|
| R3 |
1.6435 |
1.6213 |
1.5742 |
|
| R2 |
1.6093 |
1.6093 |
1.5711 |
|
| R1 |
1.5871 |
1.5871 |
1.5679 |
1.5811 |
| PP |
1.5751 |
1.5751 |
1.5751 |
1.5722 |
| S1 |
1.5529 |
1.5529 |
1.5617 |
1.5469 |
| S2 |
1.5409 |
1.5409 |
1.5585 |
|
| S3 |
1.5067 |
1.5187 |
1.5554 |
|
| S4 |
1.4725 |
1.4845 |
1.5460 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6134 |
|
2.618 |
1.5985 |
|
1.618 |
1.5894 |
|
1.000 |
1.5838 |
|
0.618 |
1.5803 |
|
HIGH |
1.5747 |
|
0.618 |
1.5712 |
|
0.500 |
1.5702 |
|
0.382 |
1.5691 |
|
LOW |
1.5656 |
|
0.618 |
1.5600 |
|
1.000 |
1.5565 |
|
1.618 |
1.5509 |
|
2.618 |
1.5418 |
|
4.250 |
1.5269 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.5716 |
1.5717 |
| PP |
1.5709 |
1.5711 |
| S1 |
1.5702 |
1.5706 |
|