CME British Pound Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6026 |
-0.0004 |
0.0% |
1.5656 |
| High |
1.6092 |
1.6044 |
-0.0048 |
-0.3% |
1.6022 |
| Low |
1.6005 |
1.5949 |
-0.0056 |
-0.3% |
1.5656 |
| Close |
1.6014 |
1.6005 |
-0.0009 |
-0.1% |
1.5999 |
| Range |
0.0087 |
0.0095 |
0.0008 |
9.2% |
0.0366 |
| ATR |
0.0137 |
0.0134 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
48 |
39 |
-9 |
-18.8% |
1,025 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6284 |
1.6240 |
1.6057 |
|
| R3 |
1.6189 |
1.6145 |
1.6031 |
|
| R2 |
1.6094 |
1.6094 |
1.6022 |
|
| R1 |
1.6050 |
1.6050 |
1.6014 |
1.6025 |
| PP |
1.5999 |
1.5999 |
1.5999 |
1.5987 |
| S1 |
1.5955 |
1.5955 |
1.5996 |
1.5930 |
| S2 |
1.5904 |
1.5904 |
1.5988 |
|
| S3 |
1.5809 |
1.5860 |
1.5979 |
|
| S4 |
1.5714 |
1.5765 |
1.5953 |
|
|
| 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 |
1.6448 |
|
2.618 |
1.6293 |
|
1.618 |
1.6198 |
|
1.000 |
1.6139 |
|
0.618 |
1.6103 |
|
HIGH |
1.6044 |
|
0.618 |
1.6008 |
|
0.500 |
1.5997 |
|
0.382 |
1.5985 |
|
LOW |
1.5949 |
|
0.618 |
1.5890 |
|
1.000 |
1.5854 |
|
1.618 |
1.5795 |
|
2.618 |
1.5700 |
|
4.250 |
1.5545 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6002 |
1.5996 |
| PP |
1.5999 |
1.5987 |
| S1 |
1.5997 |
1.5978 |
|