CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 21-May-2013

Day Change Summary
	Previous	Current
	20-May-2013	21-May-2013	Change	Change %	Previous Week
Open	1.5249	1.5131	-0.0118	-0.8%	1.5269
High	1.5249	1.5131	-0.0118	-0.8%	1.5286
Low	1.5249	1.5131	-0.0118	-0.8%	1.5151
Close	1.5249	1.5131	-0.0118	-0.8%	1.5151
Range
ATR
Volume	125	125	0	0.0%	502

Daily Pivots for day following 21-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5131	1.5131	1.5131
R3	1.5131	1.5131	1.5131
R2	1.5131	1.5131	1.5131
R1	1.5131	1.5131	1.5131	1.5131
PP	1.5131	1.5131	1.5131	1.5131
S1	1.5131	1.5131	1.5131	1.5131
S2	1.5131	1.5131	1.5131
S3	1.5131	1.5131	1.5131
S4	1.5131	1.5131	1.5131

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5601	1.5511	1.5225
R3	1.5466	1.5376	1.5188
R2	1.5331	1.5331	1.5176
R1	1.5241	1.5241	1.5163	1.5219
PP	1.5196	1.5196	1.5196	1.5185
S1	1.5106	1.5106	1.5139	1.5084
S2	1.5061	1.5061	1.5126
S3	1.4926	1.4971	1.5114
S4	1.4791	1.4836	1.5077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5286	1.5131	0.0155	1.0%	0.0000	0.0%	0%	False	True	121
10	1.5522	1.5131	0.0391	2.6%	0.0000	0.0%	0%	False	True	79

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5131
2.618	1.5131
1.618	1.5131
1.000	1.5131
0.618	1.5131
HIGH	1.5131
0.618	1.5131
0.500	1.5131
0.382	1.5131
LOW	1.5131
0.618	1.5131
1.000	1.5131
1.618	1.5131
2.618	1.5131
4.250	1.5131

Fisher Pivots for day following 21-May-2013
Pivot	1 day	3 day
R1	1.5131	1.5190
PP	1.5131	1.5170
S1	1.5131	1.5151

Download as Excel Spreadsheet

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

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