CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	1.6316	1.6408	0.0092	0.6%	1.6426
High	1.6414	1.6423	0.0009	0.1%	1.6435
Low	1.6295	1.6377	0.0082	0.5%	1.6247
Close	1.6407	1.6400	-0.0007	0.0%	1.6407
Range	0.0119	0.0046	-0.0073	-61.3%	0.0188
ATR	0.0106	0.0101	-0.0004	-4.0%	0.0000
Volume	111,857	57,690	-54,167	-48.4%	554,311

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6538	1.6515	1.6425
R3	1.6492	1.6469	1.6413
R2	1.6446	1.6446	1.6408
R1	1.6423	1.6423	1.6404	1.6412
PP	1.6400	1.6400	1.6400	1.6394
S1	1.6377	1.6377	1.6396	1.6366
S2	1.6354	1.6354	1.6392
S3	1.6308	1.6331	1.6387
S4	1.6262	1.6285	1.6375

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6927	1.6855	1.6510
R3	1.6739	1.6667	1.6459
R2	1.6551	1.6551	1.6441
R1	1.6479	1.6479	1.6424	1.6421
PP	1.6363	1.6363	1.6363	1.6334
S1	1.6291	1.6291	1.6390	1.6233
S2	1.6175	1.6175	1.6373
S3	1.5987	1.6103	1.6355
S4	1.5799	1.5915	1.6304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6423	1.6247	0.0176	1.1%	0.0084	0.5%	87%	True	False	92,907
10	1.6619	1.6247	0.0372	2.3%	0.0093	0.6%	41%	False	False	99,271
20	1.6662	1.6247	0.0415	2.5%	0.0108	0.7%	37%	False	False	106,789
40	1.6662	1.6203	0.0459	2.8%	0.0103	0.6%	43%	False	False	90,875
60	1.6662	1.5872	0.0790	4.8%	0.0100	0.6%	67%	False	False	64,060
80	1.6662	1.5840	0.0822	5.0%	0.0098	0.6%	68%	False	False	48,097
100	1.6662	1.5840	0.0822	5.0%	0.0094	0.6%	68%	False	False	38,489
120	1.6662	1.5450	0.1212	7.4%	0.0080	0.5%	78%	False	False	32,081

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	1.6619
2.618	1.6543
1.618	1.6497
1.000	1.6469
0.618	1.6451
HIGH	1.6423
0.618	1.6405
0.500	1.6400
0.382	1.6395
LOW	1.6377
0.618	1.6349
1.000	1.6331
1.618	1.6303
2.618	1.6257
4.250	1.6182

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	1.6400	1.6382
PP	1.6400	1.6363
S1	1.6400	1.6345

Download as Excel Spreadsheet

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

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