CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	1.6814	1.6808	-0.0006	0.0%	1.6759
High	1.6847	1.6832	-0.0015	-0.1%	1.6847
Low	1.6780	1.6784	0.0004	0.0%	1.6697
Close	1.6810	1.6794	-0.0016	-0.1%	1.6810
Range	0.0067	0.0048	-0.0019	-28.4%	0.0150
ATR	0.0072	0.0070	-0.0002	-2.4%	0.0000
Volume	81,331	69,156	-12,175	-15.0%	424,422

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6947	1.6919	1.6820
R3	1.6899	1.6871	1.6807
R2	1.6851	1.6851	1.6803
R1	1.6823	1.6823	1.6798	1.6813
PP	1.6803	1.6803	1.6803	1.6799
S1	1.6775	1.6775	1.6790	1.6765
S2	1.6755	1.6755	1.6785
S3	1.6707	1.6727	1.6781
S4	1.6659	1.6679	1.6768

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7235	1.7172	1.6893
R3	1.7085	1.7022	1.6851
R2	1.6935	1.6935	1.6838
R1	1.6872	1.6872	1.6824	1.6904
PP	1.6785	1.6785	1.6785	1.6800
S1	1.6722	1.6722	1.6796	1.6754
S2	1.6635	1.6635	1.6783
S3	1.6485	1.6572	1.6769
S4	1.6335	1.6422	1.6728

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6847	1.6697	0.0150	0.9%	0.0069	0.4%	65%	False	False	83,687
10	1.6880	1.6691	0.0189	1.1%	0.0071	0.4%	54%	False	False	83,297
20	1.6919	1.6691	0.0228	1.4%	0.0071	0.4%	45%	False	False	77,110
40	1.6992	1.6640	0.0352	2.1%	0.0069	0.4%	44%	False	False	72,264
60	1.6992	1.6455	0.0537	3.2%	0.0072	0.4%	63%	False	False	74,628
80	1.6992	1.6455	0.0537	3.2%	0.0077	0.5%	63%	False	False	60,160
100	1.6992	1.6239	0.0753	4.5%	0.0082	0.5%	74%	False	False	48,194
120	1.6992	1.6194	0.0798	4.8%	0.0078	0.5%	75%	False	False	40,174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.7036
2.618	1.6958
1.618	1.6910
1.000	1.6880
0.618	1.6862
HIGH	1.6832
0.618	1.6814
0.500	1.6808
0.382	1.6802
LOW	1.6784
0.618	1.6754
1.000	1.6736
1.618	1.6706
2.618	1.6658
4.250	1.6580

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	1.6808	1.6791
PP	1.6803	1.6787
S1	1.6799	1.6784

Download as Excel Spreadsheet

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

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