CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	1.6043	1.6032	-0.0011	-0.1%	1.6163
High	1.6073	1.6064	-0.0009	-0.1%	1.6250
Low	1.5992	1.6000	0.0008	0.1%	1.6108
Close	1.6011	1.6048	0.0037	0.2%	1.6168
Range	0.0081	0.0064	-0.0017	-21.0%	0.0142
ATR	0.0108	0.0105	-0.0003	-2.9%	0.0000
Volume	93,296	104,739	11,443	12.3%	381,416

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6229	1.6203	1.6083
R3	1.6165	1.6139	1.6066
R2	1.6101	1.6101	1.6060
R1	1.6075	1.6075	1.6054	1.6088
PP	1.6037	1.6037	1.6037	1.6044
S1	1.6011	1.6011	1.6042	1.6024
S2	1.5973	1.5973	1.6036
S3	1.5909	1.5947	1.6030
S4	1.5845	1.5883	1.6013

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	1.6241	1.5992	0.0249	1.6%	0.0093	0.6%	22%	False	False	85,116
10	1.6250	1.5992	0.0258	1.6%	0.0095	0.6%	22%	False	False	80,374
20	1.6250	1.5886	0.0364	2.3%	0.0112	0.7%	45%	False	False	86,241
40	1.6252	1.5555	0.0697	4.3%	0.0106	0.7%	71%	False	False	84,450
60	1.6252	1.5410	0.0842	5.2%	0.0098	0.6%	76%	False	False	56,590
80	1.6252	1.5025	0.1227	7.6%	0.0100	0.6%	83%	False	False	42,459
100	1.6252	1.4798	0.1454	9.1%	0.0101	0.6%	86%	False	False	33,979
120	1.6252	1.4798	0.1454	9.1%	0.0089	0.6%	86%	False	False	28,318

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

Fibonacci Retracements and Extensions
4.250	1.6336
2.618	1.6232
1.618	1.6168
1.000	1.6128
0.618	1.6104
HIGH	1.6064
0.618	1.6040
0.500	1.6032
0.382	1.6024
LOW	1.6000
0.618	1.5960
1.000	1.5936
1.618	1.5896
2.618	1.5832
4.250	1.5728

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	1.6043	1.6073
PP	1.6037	1.6064
S1	1.6032	1.6056

Download as Excel Spreadsheet

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

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