CME British Pound Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	1.5378	1.5338	-0.0040	-0.3%	1.5259
High	1.5409	1.5352	-0.0057	-0.4%	1.5432
Low	1.5323	1.5218	-0.0105	-0.7%	1.5252
Close	1.5352	1.5238	-0.0114	-0.7%	1.5378
Range	0.0086	0.0134	0.0048	55.8%	0.0180
ATR	0.0128	0.0128	0.0000	0.4%	0.0000
Volume	66,472	95,561	29,089	43.8%	491,330

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5671	1.5589	1.5312
R3	1.5537	1.5455	1.5275
R2	1.5403	1.5403	1.5263
R1	1.5321	1.5321	1.5250	1.5295
PP	1.5269	1.5269	1.5269	1.5257
S1	1.5187	1.5187	1.5226	1.5161
S2	1.5135	1.5135	1.5213
S3	1.5001	1.5053	1.5201
S4	1.4867	1.4919	1.5164

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5894	1.5816	1.5477
R3	1.5714	1.5636	1.5428
R2	1.5534	1.5534	1.5411
R1	1.5456	1.5456	1.5395	1.5495
PP	1.5354	1.5354	1.5354	1.5374
S1	1.5276	1.5276	1.5362	1.5315
S2	1.5174	1.5174	1.5345
S3	1.4994	1.5096	1.5329
S4	1.4814	1.4916	1.5279

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5432	1.5218	0.0214	1.4%	0.0111	0.7%	9%	False	True	93,493
10	1.5432	1.5072	0.0360	2.4%	0.0111	0.7%	46%	False	False	98,920
20	1.5432	1.4806	0.0626	4.1%	0.0145	1.0%	69%	False	False	113,210
40	1.5743	1.4806	0.0937	6.1%	0.0135	0.9%	46%	False	False	98,319
60	1.5743	1.4806	0.0937	6.1%	0.0129	0.8%	46%	False	False	65,769
80	1.5743	1.4806	0.0937	6.1%	0.0113	0.7%	46%	False	False	49,336
100	1.5743	1.4806	0.0937	6.1%	0.0105	0.7%	46%	False	False	39,474
120	1.5781	1.4806	0.0975	6.4%	0.0093	0.6%	44%	False	False	32,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5922
2.618	1.5703
1.618	1.5569
1.000	1.5486
0.618	1.5435
HIGH	1.5352
0.618	1.5301
0.500	1.5285
0.382	1.5269
LOW	1.5218
0.618	1.5135
1.000	1.5084
1.618	1.5001
2.618	1.4867
4.250	1.4649

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	1.5285	1.5315
PP	1.5269	1.5289
S1	1.5254	1.5264

Download as Excel Spreadsheet

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

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