CME British Pound Future March 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1.5678 |
1.5815 |
0.0137 |
0.9% |
1.5974 |
High |
1.5870 |
1.5843 |
-0.0027 |
-0.2% |
1.5974 |
Low |
1.5667 |
1.5714 |
0.0047 |
0.3% |
1.5632 |
Close |
1.5810 |
1.5735 |
-0.0075 |
-0.5% |
1.5648 |
Range |
0.0203 |
0.0129 |
-0.0074 |
-36.5% |
0.0342 |
ATR |
0.0134 |
0.0133 |
0.0000 |
-0.2% |
0.0000 |
Volume |
371 |
139 |
-232 |
-62.5% |
309 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6151 |
1.6072 |
1.5806 |
|
R3 |
1.6022 |
1.5943 |
1.5770 |
|
R2 |
1.5893 |
1.5893 |
1.5759 |
|
R1 |
1.5814 |
1.5814 |
1.5747 |
1.5789 |
PP |
1.5764 |
1.5764 |
1.5764 |
1.5752 |
S1 |
1.5685 |
1.5685 |
1.5723 |
1.5660 |
S2 |
1.5635 |
1.5635 |
1.5711 |
|
S3 |
1.5506 |
1.5556 |
1.5700 |
|
S4 |
1.5377 |
1.5427 |
1.5664 |
|
|
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 |
1.6391 |
2.618 |
1.6181 |
1.618 |
1.6052 |
1.000 |
1.5972 |
0.618 |
1.5923 |
HIGH |
1.5843 |
0.618 |
1.5794 |
0.500 |
1.5779 |
0.382 |
1.5763 |
LOW |
1.5714 |
0.618 |
1.5634 |
1.000 |
1.5585 |
1.618 |
1.5505 |
2.618 |
1.5376 |
4.250 |
1.5166 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1.5779 |
1.5763 |
PP |
1.5764 |
1.5754 |
S1 |
1.5750 |
1.5744 |
|