CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	1.6676	1.6663	-0.0013	-0.1%	1.6752
High	1.6700	1.6697	-0.0003	0.0%	1.6821
Low	1.6619	1.6615	-0.0004	0.0%	1.6608
Close	1.6661	1.6683	0.0022	0.1%	1.6643
Range	0.0081	0.0082	0.0001	1.2%	0.0213
ATR	0.0103	0.0101	-0.0001	-1.4%	0.0000
Volume	79,486	85,049	5,563	7.0%	541,096

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6911	1.6879	1.6728
R3	1.6829	1.6797	1.6706
R2	1.6747	1.6747	1.6698
R1	1.6715	1.6715	1.6691	1.6731
PP	1.6665	1.6665	1.6665	1.6673
S1	1.6633	1.6633	1.6675	1.6649
S2	1.6583	1.6583	1.6668
S3	1.6501	1.6551	1.6660
S4	1.6419	1.6469	1.6638

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7330	1.7199	1.6760
R3	1.7117	1.6986	1.6702
R2	1.6904	1.6904	1.6682
R1	1.6773	1.6773	1.6663	1.6732
PP	1.6691	1.6691	1.6691	1.6670
S1	1.6560	1.6560	1.6623	1.6519
S2	1.6478	1.6478	1.6604
S3	1.6265	1.6347	1.6584
S4	1.6052	1.6134	1.6526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6725	1.6581	0.0144	0.9%	0.0092	0.6%	71%	False	False	99,856
10	1.6821	1.6581	0.0240	1.4%	0.0099	0.6%	43%	False	False	112,864
20	1.6821	1.6247	0.0574	3.4%	0.0101	0.6%	76%	False	False	109,295
40	1.6821	1.6247	0.0574	3.4%	0.0105	0.6%	76%	False	False	103,563
60	1.6821	1.6203	0.0618	3.7%	0.0102	0.6%	78%	False	False	86,645
80	1.6821	1.5840	0.0981	5.9%	0.0100	0.6%	86%	False	False	65,238
100	1.6821	1.5840	0.0981	5.9%	0.0099	0.6%	86%	False	False	52,216
120	1.6821	1.5614	0.1207	7.2%	0.0090	0.5%	89%	False	False	43,518

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7046
2.618	1.6912
1.618	1.6830
1.000	1.6779
0.618	1.6748
HIGH	1.6697
0.618	1.6666
0.500	1.6656
0.382	1.6646
LOW	1.6615
0.618	1.6564
1.000	1.6533
1.618	1.6482
2.618	1.6400
4.250	1.6267

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	1.6674	1.6679
PP	1.6665	1.6674
S1	1.6656	1.6670

Download as Excel Spreadsheet

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

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