CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	1.6166	1.6134	-0.0032	-0.2%	1.6163
High	1.6203	1.6153	-0.0050	-0.3%	1.6250
Low	1.6119	1.6016	-0.0103	-0.6%	1.6108
Close	1.6153	1.6041	-0.0112	-0.7%	1.6168
Range	0.0084	0.0137	0.0053	63.1%	0.0142
ATR	0.0108	0.0110	0.0002	1.9%	0.0000
Volume	61,131	93,212	32,081	52.5%	381,416

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6481	1.6398	1.6116
R3	1.6344	1.6261	1.6079
R2	1.6207	1.6207	1.6066
R1	1.6124	1.6124	1.6054	1.6097
PP	1.6070	1.6070	1.6070	1.6057
S1	1.5987	1.5987	1.6028	1.5960
S2	1.5933	1.5933	1.6016
S3	1.5796	1.5850	1.6003
S4	1.5659	1.5713	1.5966

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6601	1.6527	1.6246
R3	1.6459	1.6385	1.6207
R2	1.6317	1.6317	1.6194
R1	1.6243	1.6243	1.6181	1.6280
PP	1.6175	1.6175	1.6175	1.6194
S1	1.6101	1.6101	1.6155	1.6138
S2	1.6033	1.6033	1.6142
S3	1.5891	1.5959	1.6129
S4	1.5749	1.5817	1.6090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6250	1.6016	0.0234	1.5%	0.0108	0.7%	11%	False	True	79,015
10	1.6250	1.5886	0.0364	2.3%	0.0121	0.8%	43%	False	False	85,203
20	1.6250	1.5886	0.0364	2.3%	0.0114	0.7%	43%	False	False	85,167
40	1.6252	1.5547	0.0705	4.4%	0.0107	0.7%	70%	False	False	79,667
60	1.6252	1.5198	0.1054	6.6%	0.0102	0.6%	80%	False	False	53,291
80	1.6252	1.4798	0.1454	9.1%	0.0102	0.6%	85%	False	False	39,985
100	1.6252	1.4798	0.1454	9.1%	0.0101	0.6%	85%	False	False	31,999
120	1.6252	1.4798	0.1454	9.1%	0.0088	0.5%	85%	False	False	26,668

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6735
2.618	1.6512
1.618	1.6375
1.000	1.6290
0.618	1.6238
HIGH	1.6153
0.618	1.6101
0.500	1.6085
0.382	1.6068
LOW	1.6016
0.618	1.5931
1.000	1.5879
1.618	1.5794
2.618	1.5657
4.250	1.5434

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	1.6085	1.6129
PP	1.6070	1.6099
S1	1.6056	1.6070

Download as Excel Spreadsheet

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

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