CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	1.6093	1.6006	-0.0087	-0.5%	1.5920
High	1.6102	1.6018	-0.0084	-0.5%	1.6114
Low	1.5953	1.5961	0.0008	0.1%	1.5897
Close	1.5997	1.5974	-0.0023	-0.1%	1.5997
Range	0.0149	0.0057	-0.0092	-61.7%	0.0217
ATR	0.0107	0.0104	-0.0004	-3.4%	0.0000
Volume	114,618	53,611	-61,007	-53.2%	481,302

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6155	1.6122	1.6005
R3	1.6098	1.6065	1.5990
R2	1.6041	1.6041	1.5984
R1	1.6008	1.6008	1.5979	1.5996
PP	1.5984	1.5984	1.5984	1.5979
S1	1.5951	1.5951	1.5969	1.5939
S2	1.5927	1.5927	1.5964
S3	1.5870	1.5894	1.5958
S4	1.5813	1.5837	1.5943

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6654	1.6542	1.6116
R3	1.6437	1.6325	1.6057
R2	1.6220	1.6220	1.6037
R1	1.6108	1.6108	1.6017	1.6164
PP	1.6003	1.6003	1.6003	1.6031
S1	1.5891	1.5891	1.5977	1.5947
S2	1.5786	1.5786	1.5957
S3	1.5569	1.5674	1.5937
S4	1.5352	1.5457	1.5878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6114	1.5944	0.0170	1.1%	0.0101	0.6%	18%	False	False	94,375
10	1.6153	1.5897	0.0256	1.6%	0.0100	0.6%	30%	False	False	93,664
20	1.6250	1.5886	0.0364	2.3%	0.0110	0.7%	24%	False	False	89,261
40	1.6252	1.5876	0.0376	2.4%	0.0108	0.7%	26%	False	False	90,176
60	1.6252	1.5420	0.0832	5.2%	0.0101	0.6%	67%	False	False	67,313
80	1.6252	1.5094	0.1158	7.2%	0.0101	0.6%	76%	False	False	50,521
100	1.6252	1.4798	0.1454	9.1%	0.0104	0.6%	81%	False	False	40,432
120	1.6252	1.4798	0.1454	9.1%	0.0095	0.6%	81%	False	False	33,696

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.6260
2.618	1.6167
1.618	1.6110
1.000	1.6075
0.618	1.6053
HIGH	1.6018
0.618	1.5996
0.500	1.5990
0.382	1.5983
LOW	1.5961
0.618	1.5926
1.000	1.5904
1.618	1.5869
2.618	1.5812
4.250	1.5719

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	1.5990	1.6032
PP	1.5984	1.6013
S1	1.5979	1.5993

Download as Excel Spreadsheet

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

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