CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.5917 |
1.6030 |
0.0113 |
0.7% |
1.5656 |
| High |
1.6022 |
1.6092 |
0.0070 |
0.4% |
1.6022 |
| Low |
1.5864 |
1.6005 |
0.0141 |
0.9% |
1.5656 |
| Close |
1.5999 |
1.6014 |
0.0015 |
0.1% |
1.5999 |
| Range |
0.0158 |
0.0087 |
-0.0071 |
-44.9% |
0.0366 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
298 |
48 |
-250 |
-83.9% |
1,025 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6298 |
1.6243 |
1.6062 |
|
| R3 |
1.6211 |
1.6156 |
1.6038 |
|
| R2 |
1.6124 |
1.6124 |
1.6030 |
|
| R1 |
1.6069 |
1.6069 |
1.6022 |
1.6053 |
| PP |
1.6037 |
1.6037 |
1.6037 |
1.6029 |
| S1 |
1.5982 |
1.5982 |
1.6006 |
1.5966 |
| S2 |
1.5950 |
1.5950 |
1.5998 |
|
| S3 |
1.5863 |
1.5895 |
1.5990 |
|
| S4 |
1.5776 |
1.5808 |
1.5966 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6990 |
1.6861 |
1.6200 |
|
| R3 |
1.6624 |
1.6495 |
1.6100 |
|
| R2 |
1.6258 |
1.6258 |
1.6066 |
|
| R1 |
1.6129 |
1.6129 |
1.6033 |
1.6194 |
| PP |
1.5892 |
1.5892 |
1.5892 |
1.5925 |
| S1 |
1.5763 |
1.5763 |
1.5965 |
1.5828 |
| S2 |
1.5526 |
1.5526 |
1.5932 |
|
| S3 |
1.5160 |
1.5397 |
1.5898 |
|
| S4 |
1.4794 |
1.5031 |
1.5798 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6462 |
|
2.618 |
1.6320 |
|
1.618 |
1.6233 |
|
1.000 |
1.6179 |
|
0.618 |
1.6146 |
|
HIGH |
1.6092 |
|
0.618 |
1.6059 |
|
0.500 |
1.6049 |
|
0.382 |
1.6038 |
|
LOW |
1.6005 |
|
0.618 |
1.5951 |
|
1.000 |
1.5918 |
|
1.618 |
1.5864 |
|
2.618 |
1.5777 |
|
4.250 |
1.5635 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6049 |
1.5984 |
| PP |
1.6037 |
1.5954 |
| S1 |
1.6026 |
1.5925 |
|