CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	1.6406	1.6393	-0.0013	-0.1%	1.6480
High	1.6431	1.6464	0.0033	0.2%	1.6572
Low	1.6365	1.6369	0.0004	0.0%	1.6387
Close	1.6399	1.6443	0.0044	0.3%	1.6413
Range	0.0066	0.0095	0.0029	43.9%	0.0185
ATR	0.0097	0.0097	0.0000	-0.2%	0.0000
Volume	63,774	88,301	24,527	38.5%	241,145

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6710	1.6672	1.6495
R3	1.6615	1.6577	1.6469
R2	1.6520	1.6520	1.6460
R1	1.6482	1.6482	1.6452	1.6501
PP	1.6425	1.6425	1.6425	1.6435
S1	1.6387	1.6387	1.6434	1.6406
S2	1.6330	1.6330	1.6426
S3	1.6235	1.6292	1.6417
S4	1.6140	1.6197	1.6391

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7012	1.6898	1.6515
R3	1.6827	1.6713	1.6464
R2	1.6642	1.6642	1.6447
R1	1.6528	1.6528	1.6430	1.6493
PP	1.6457	1.6457	1.6457	1.6440
S1	1.6343	1.6343	1.6396	1.6308
S2	1.6272	1.6272	1.6379
S3	1.6087	1.6158	1.6362
S4	1.5902	1.5973	1.6311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6551	1.6329	0.0222	1.4%	0.0097	0.6%	51%	False	False	78,361
10	1.6572	1.6314	0.0258	1.6%	0.0096	0.6%	50%	False	False	60,676
20	1.6572	1.6203	0.0369	2.2%	0.0096	0.6%	65%	False	False	71,462
40	1.6572	1.5840	0.0732	4.5%	0.0096	0.6%	82%	False	False	37,641
60	1.6572	1.5840	0.0732	4.5%	0.0094	0.6%	82%	False	False	25,162
80	1.6572	1.5840	0.0732	4.5%	0.0089	0.5%	82%	False	False	18,885
100	1.6572	1.5450	0.1122	6.8%	0.0073	0.4%	89%	False	False	15,115
120	1.6572	1.5101	0.1471	8.9%	0.0064	0.4%	91%	False	False	12,599

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6868
2.618	1.6713
1.618	1.6618
1.000	1.6559
0.618	1.6523
HIGH	1.6464
0.618	1.6428
0.500	1.6417
0.382	1.6405
LOW	1.6369
0.618	1.6310
1.000	1.6274
1.618	1.6215
2.618	1.6120
4.250	1.5965

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	1.6434	1.6428
PP	1.6425	1.6412
S1	1.6417	1.6397

Download as Excel Spreadsheet

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

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