CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	1.6549	1.6568	0.0019	0.1%	1.6712
High	1.6595	1.6593	-0.0002	0.0%	1.6734
Low	1.6549	1.6536	-0.0013	-0.1%	1.6559
Close	1.6576	1.6545	-0.0031	-0.2%	1.6574
Range	0.0046	0.0057	0.0011	23.9%	0.0175
ATR	0.0061	0.0061	0.0000	-0.5%	0.0000
Volume	42,355	73,337	30,982	73.1%	420,862

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6729	1.6694	1.6576
R3	1.6672	1.6637	1.6561
R2	1.6615	1.6615	1.6555
R1	1.6580	1.6580	1.6550	1.6569
PP	1.6558	1.6558	1.6558	1.6553
S1	1.6523	1.6523	1.6540	1.6512
S2	1.6501	1.6501	1.6535
S3	1.6444	1.6466	1.6529
S4	1.6387	1.6409	1.6514

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7147	1.7036	1.6670
R3	1.6972	1.6861	1.6622
R2	1.6797	1.6797	1.6606
R1	1.6686	1.6686	1.6590	1.6654
PP	1.6622	1.6622	1.6622	1.6607
S1	1.6511	1.6511	1.6558	1.6479
S2	1.6447	1.6447	1.6542
S3	1.6272	1.6336	1.6526
S4	1.6097	1.6161	1.6478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6678	1.6536	0.0142	0.9%	0.0053	0.3%	6%	False	True	76,745
10	1.6842	1.6536	0.0306	1.8%	0.0065	0.4%	3%	False	True	85,439
20	1.6948	1.6536	0.0412	2.5%	0.0061	0.4%	2%	False	True	85,936
40	1.7184	1.6536	0.0648	3.9%	0.0062	0.4%	1%	False	True	81,083
60	1.7184	1.6536	0.0648	3.9%	0.0066	0.4%	1%	False	True	79,070
80	1.7184	1.6536	0.0648	3.9%	0.0066	0.4%	1%	False	True	59,525
100	1.7184	1.6536	0.0648	3.9%	0.0064	0.4%	1%	False	True	47,659
120	1.7184	1.6448	0.0736	4.4%	0.0061	0.4%	13%	False	False	39,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6835
2.618	1.6742
1.618	1.6685
1.000	1.6650
0.618	1.6628
HIGH	1.6593
0.618	1.6571
0.500	1.6565
0.382	1.6558
LOW	1.6536
0.618	1.6501
1.000	1.6479
1.618	1.6444
2.618	1.6387
4.250	1.6294

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	1.6565	1.6566
PP	1.6558	1.6559
S1	1.6552	1.6552

Download as Excel Spreadsheet

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

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