CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	1.5200	1.5160	-0.0040	-0.3%	1.5045
High	1.5200	1.5160	-0.0040	-0.3%	1.5200
Low	1.5200	1.5160	-0.0040	-0.3%	1.5045
Close	1.5200	1.5160	-0.0040	-0.3%	1.5160
Range
ATR	0.0067	0.0065	-0.0002	-2.9%	0.0000
Volume	48	48	0	0.0%	134

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5160	1.5160	1.5160
R3	1.5160	1.5160	1.5160
R2	1.5160	1.5160	1.5160
R1	1.5160	1.5160	1.5160	1.5160
PP	1.5160	1.5160	1.5160	1.5160
S1	1.5160	1.5160	1.5160	1.5160
S2	1.5160	1.5160	1.5160
S3	1.5160	1.5160	1.5160
S4	1.5160	1.5160	1.5160

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5600	1.5535	1.5245
R3	1.5445	1.5380	1.5203
R2	1.5290	1.5290	1.5188
R1	1.5225	1.5225	1.5174	1.5258
PP	1.5135	1.5135	1.5135	1.5151
S1	1.5070	1.5070	1.5146	1.5103
S2	1.4980	1.4980	1.5132
S3	1.4825	1.4915	1.5117
S4	1.4670	1.4760	1.5075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5200	1.5045	0.0155	1.0%	0.0000	0.0%	74%	False	False	30
10	1.5249	1.5019	0.0230	1.5%	0.0000	0.0%	61%	False	False	66

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	1.5160
2.618	1.5160
1.618	1.5160
1.000	1.5160
0.618	1.5160
HIGH	1.5160
0.618	1.5160
0.500	1.5160
0.382	1.5160
LOW	1.5160
0.618	1.5160
1.000	1.5160
1.618	1.5160
2.618	1.5160
4.250	1.5160

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	1.5160	1.5158
PP	1.5160	1.5155
S1	1.5160	1.5153

Download as Excel Spreadsheet

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

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