CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	1.5985	1.5893	-0.0092	-0.6%	1.5920
High	1.5988	1.6063	0.0075	0.5%	1.6114
Low	1.5850	1.5875	0.0025	0.2%	1.5897
Close	1.5887	1.6019	0.0132	0.8%	1.5997
Range	0.0138	0.0188	0.0050	36.2%	0.0217
ATR	0.0106	0.0112	0.0006	5.5%	0.0000
Volume	105,913	127,455	21,542	20.3%	481,302

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6550	1.6472	1.6122
R3	1.6362	1.6284	1.6071
R2	1.6174	1.6174	1.6053
R1	1.6096	1.6096	1.6036	1.6135
PP	1.5986	1.5986	1.5986	1.6005
S1	1.5908	1.5908	1.6002	1.5947
S2	1.5798	1.5798	1.5985
S3	1.5610	1.5720	1.5967
S4	1.5422	1.5532	1.5916

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	1.6111	1.5850	0.0261	1.6%	0.0128	0.8%	65%	False	False	105,084
10	1.6114	1.5850	0.0264	1.6%	0.0111	0.7%	64%	False	False	98,350
20	1.6250	1.5850	0.0400	2.5%	0.0112	0.7%	42%	False	False	90,375
40	1.6252	1.5850	0.0402	2.5%	0.0108	0.7%	42%	False	False	90,307
60	1.6252	1.5420	0.0832	5.2%	0.0104	0.6%	72%	False	False	71,196
80	1.6252	1.5094	0.1158	7.2%	0.0103	0.6%	80%	False	False	53,438
100	1.6252	1.4798	0.1454	9.1%	0.0105	0.7%	84%	False	False	42,763
120	1.6252	1.4798	0.1454	9.1%	0.0097	0.6%	84%	False	False	35,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.6862
2.618	1.6555
1.618	1.6367
1.000	1.6251
0.618	1.6179
HIGH	1.6063
0.618	1.5991
0.500	1.5969
0.382	1.5947
LOW	1.5875
0.618	1.5759
1.000	1.5687
1.618	1.5571
2.618	1.5383
4.250	1.5076

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	1.6002	1.5998
PP	1.5986	1.5977
S1	1.5969	1.5957

Download as Excel Spreadsheet

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

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