CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	1.6345	1.6405	0.0060	0.4%	1.6478
High	1.6452	1.6480	0.0028	0.2%	1.6500
Low	1.6301	1.6389	0.0088	0.5%	1.6301
Close	1.6413	1.6472	0.0059	0.4%	1.6413
Range	0.0151	0.0091	-0.0060	-39.7%	0.0199
ATR	0.0104	0.0103	-0.0001	-0.9%	0.0000
Volume	111,280	131,302	20,022	18.0%	505,621

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6720	1.6687	1.6522
R3	1.6629	1.6596	1.6497
R2	1.6538	1.6538	1.6489
R1	1.6505	1.6505	1.6480	1.6522
PP	1.6447	1.6447	1.6447	1.6455
S1	1.6414	1.6414	1.6464	1.6431
S2	1.6356	1.6356	1.6455
S3	1.6265	1.6323	1.6447
S4	1.6174	1.6232	1.6422

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7002	1.6906	1.6522
R3	1.6803	1.6707	1.6468
R2	1.6604	1.6604	1.6449
R1	1.6508	1.6508	1.6431	1.6457
PP	1.6405	1.6405	1.6405	1.6379
S1	1.6309	1.6309	1.6395	1.6258
S2	1.6206	1.6206	1.6377
S3	1.6007	1.6110	1.6358
S4	1.5808	1.5911	1.6304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6480	1.6301	0.0179	1.1%	0.0106	0.6%	96%	True	False	108,224
10	1.6509	1.6301	0.0208	1.3%	0.0105	0.6%	82%	False	False	99,139
20	1.6572	1.6301	0.0271	1.6%	0.0099	0.6%	63%	False	False	78,346
40	1.6572	1.6059	0.0513	3.1%	0.0099	0.6%	81%	False	False	58,578
60	1.6572	1.5840	0.0732	4.4%	0.0095	0.6%	86%	False	False	39,140
80	1.6572	1.5840	0.0732	4.4%	0.0094	0.6%	86%	False	False	29,374
100	1.6572	1.5450	0.1122	6.8%	0.0081	0.5%	91%	False	False	23,502
120	1.6572	1.5101	0.1471	8.9%	0.0071	0.4%	93%	False	False	19,593

Crabel Price Patterns
NR	True
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6867
2.618	1.6718
1.618	1.6627
1.000	1.6571
0.618	1.6536
HIGH	1.6480
0.618	1.6445
0.500	1.6435
0.382	1.6424
LOW	1.6389
0.618	1.6333
1.000	1.6298
1.618	1.6242
2.618	1.6151
4.250	1.6002

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	1.6460	1.6445
PP	1.6447	1.6418
S1	1.6435	1.6391

Download as Excel Spreadsheet

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

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