CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	1.6678	1.6649	-0.0029	-0.2%	1.6752
High	1.6699	1.6723	0.0024	0.1%	1.6821
Low	1.6622	1.6608	-0.0014	-0.1%	1.6608
Close	1.6657	1.6643	-0.0014	-0.1%	1.6643
Range	0.0077	0.0115	0.0038	49.4%	0.0213
ATR	0.0106	0.0107	0.0001	0.6%	0.0000
Volume	98,394	122,627	24,233	24.6%	541,096

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7003	1.6938	1.6706
R3	1.6888	1.6823	1.6675
R2	1.6773	1.6773	1.6664
R1	1.6708	1.6708	1.6654	1.6683
PP	1.6658	1.6658	1.6658	1.6646
S1	1.6593	1.6593	1.6632	1.6568
S2	1.6543	1.6543	1.6622
S3	1.6428	1.6478	1.6611
S4	1.6313	1.6363	1.6580

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7330	1.7199	1.6760
R3	1.7117	1.6986	1.6702
R2	1.6904	1.6904	1.6682
R1	1.6773	1.6773	1.6663	1.6732
PP	1.6691	1.6691	1.6691	1.6670
S1	1.6560	1.6560	1.6623	1.6519
S2	1.6478	1.6478	1.6604
S3	1.6265	1.6347	1.6584
S4	1.6052	1.6134	1.6526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6821	1.6608	0.0213	1.3%	0.0113	0.7%	16%	False	True	127,306
10	1.6821	1.6295	0.0526	3.2%	0.0108	0.6%	66%	False	False	116,601
20	1.6821	1.6247	0.0574	3.4%	0.0108	0.6%	69%	False	False	111,492
40	1.6821	1.6247	0.0574	3.4%	0.0106	0.6%	69%	False	False	98,535
60	1.6821	1.6120	0.0701	4.2%	0.0103	0.6%	75%	False	False	80,622
80	1.6821	1.5840	0.0981	5.9%	0.0099	0.6%	82%	False	False	60,543
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	82%	False	False	48,452
120	1.6821	1.5474	0.1347	8.1%	0.0087	0.5%	87%	False	False	40,380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7212
2.618	1.7024
1.618	1.6909
1.000	1.6838
0.618	1.6794
HIGH	1.6723
0.618	1.6679
0.500	1.6666
0.382	1.6652
LOW	1.6608
0.618	1.6537
1.000	1.6493
1.618	1.6422
2.618	1.6307
4.250	1.6119

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	1.6666	1.6670
PP	1.6658	1.6661
S1	1.6651	1.6652

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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