CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	1.5893	1.6041	0.0148	0.9%	1.5920
High	1.6063	1.6099	0.0036	0.2%	1.6114
Low	1.5875	1.5984	0.0109	0.7%	1.5897
Close	1.6019	1.6054	0.0035	0.2%	1.5997
Range	0.0188	0.0115	-0.0073	-38.8%	0.0217
ATR	0.0112	0.0112	0.0000	0.2%	0.0000
Volume	127,455	103,075	-24,380	-19.1%	481,302

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6391	1.6337	1.6117
R3	1.6276	1.6222	1.6086
R2	1.6161	1.6161	1.6075
R1	1.6107	1.6107	1.6065	1.6134
PP	1.6046	1.6046	1.6046	1.6059
S1	1.5992	1.5992	1.6043	1.6019
S2	1.5931	1.5931	1.6033
S3	1.5816	1.5877	1.6022
S4	1.5701	1.5762	1.5991

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	1.6102	1.5850	0.0252	1.6%	0.0129	0.8%	81%	False	False	100,934
10	1.6114	1.5850	0.0264	1.6%	0.0116	0.7%	77%	False	False	98,183
20	1.6250	1.5850	0.0400	2.5%	0.0106	0.7%	51%	False	False	89,278
40	1.6252	1.5850	0.0402	2.5%	0.0108	0.7%	51%	False	False	89,433
60	1.6252	1.5420	0.0832	5.2%	0.0105	0.7%	76%	False	False	72,909
80	1.6252	1.5094	0.1158	7.2%	0.0104	0.6%	83%	False	False	54,725
100	1.6252	1.4798	0.1454	9.1%	0.0105	0.7%	86%	False	False	43,793
120	1.6252	1.4798	0.1454	9.1%	0.0098	0.6%	86%	False	False	36,500

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6588
2.618	1.6400
1.618	1.6285
1.000	1.6214
0.618	1.6170
HIGH	1.6099
0.618	1.6055
0.500	1.6042
0.382	1.6028
LOW	1.5984
0.618	1.5913
1.000	1.5869
1.618	1.5798
2.618	1.5683
4.250	1.5495

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	1.6050	1.6028
PP	1.6046	1.6001
S1	1.6042	1.5975

Download as Excel Spreadsheet

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

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