CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	1.5045	1.5105	0.0060	0.4%	1.5249
High	1.5045	1.5105	0.0060	0.4%	1.5249
Low	1.5045	1.5105	0.0060	0.4%	1.5019
Close	1.5045	1.5105	0.0060	0.4%	1.5095
Range
ATR	0.0066	0.0065	0.0000	-0.6%	0.0000
Volume	19	19	0	0.0%	401

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5105	1.5105	1.5105
R3	1.5105	1.5105	1.5105
R2	1.5105	1.5105	1.5105
R1	1.5105	1.5105	1.5105	1.5105
PP	1.5105	1.5105	1.5105	1.5105
S1	1.5105	1.5105	1.5105	1.5105
S2	1.5105	1.5105	1.5105
S3	1.5105	1.5105	1.5105
S4	1.5105	1.5105	1.5105

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5811	1.5683	1.5222
R3	1.5581	1.5453	1.5158
R2	1.5351	1.5351	1.5137
R1	1.5223	1.5223	1.5116	1.5172
PP	1.5121	1.5121	1.5121	1.5096
S1	1.4993	1.4993	1.5074	1.4942
S2	1.4891	1.4891	1.5053
S3	1.4661	1.4763	1.5032
S4	1.4431	1.4533	1.4969

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5105	1.5019	0.0086	0.6%	0.0000	0.0%	100%	True	False	37
10	1.5286	1.5019	0.0267	1.8%	0.0000	0.0%	32%	False	False	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	1.5105
2.618	1.5105
1.618	1.5105
1.000	1.5105
0.618	1.5105
HIGH	1.5105
0.618	1.5105
0.500	1.5105
0.382	1.5105
LOW	1.5105
0.618	1.5105
1.000	1.5105
1.618	1.5105
2.618	1.5105
4.250	1.5105

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	1.5105	1.5095
PP	1.5105	1.5085
S1	1.5105	1.5075

Download as Excel Spreadsheet

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

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