CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	1.5184	1.5140	-0.0044	-0.3%	1.5418
High	1.5184	1.5150	-0.0034	-0.2%	1.5418
Low	1.5184	1.5131	-0.0053	-0.3%	1.5160
Close	1.5184	1.5131	-0.0053	-0.3%	1.5189
Range	0.0000	0.0019	0.0019		0.0258
ATR	0.0055	0.0055	0.0000	-0.3%	0.0000
Volume	3	3	0	0.0%	5

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5194	1.5182	1.5141
R3	1.5175	1.5163	1.5136
R2	1.5156	1.5156	1.5134
R1	1.5144	1.5144	1.5133	1.5141
PP	1.5137	1.5137	1.5137	1.5136
S1	1.5125	1.5125	1.5129	1.5122
S2	1.5118	1.5118	1.5128
S3	1.5099	1.5106	1.5126
S4	1.5080	1.5087	1.5121

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6030	1.5867	1.5331
R3	1.5772	1.5609	1.5260
R2	1.5514	1.5514	1.5236
R1	1.5351	1.5351	1.5213	1.5304
PP	1.5256	1.5256	1.5256	1.5232
S1	1.5093	1.5093	1.5165	1.5046
S2	1.4998	1.4998	1.5142
S3	1.4740	1.4835	1.5118
S4	1.4482	1.4577	1.5047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5292	1.5131	0.0161	1.1%	0.0010	0.1%	0%	False	True	1
10	1.5462	1.5131	0.0331	2.2%	0.0005	0.0%	0%	False	True	3
20	1.5680	1.5131	0.0549	3.6%	0.0003	0.0%	0%	False	True	13
40	1.5680	1.5019	0.0661	4.4%	0.0001	0.0%	17%	False	False	36

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5231
2.618	1.5200
1.618	1.5181
1.000	1.5169
0.618	1.5162
HIGH	1.5150
0.618	1.5143
0.500	1.5141
0.382	1.5138
LOW	1.5131
0.618	1.5119
1.000	1.5112
1.618	1.5100
2.618	1.5081
4.250	1.5050

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	1.5141	1.5160
PP	1.5137	1.5150
S1	1.5134	1.5141

Download as Excel Spreadsheet

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

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