CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	1.6663	1.6688	0.0025	0.2%	1.6630
High	1.6697	1.6767	0.0070	0.4%	1.6767
Low	1.6615	1.6675	0.0060	0.4%	1.6581
Close	1.6683	1.6757	0.0074	0.4%	1.6757
Range	0.0082	0.0092	0.0010	12.2%	0.0186
ATR	0.0101	0.0101	-0.0001	-0.6%	0.0000
Volume	85,049	124,178	39,129	46.0%	500,833

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7009	1.6975	1.6808
R3	1.6917	1.6883	1.6782
R2	1.6825	1.6825	1.6774
R1	1.6791	1.6791	1.6765	1.6808
PP	1.6733	1.6733	1.6733	1.6742
S1	1.6699	1.6699	1.6749	1.6716
S2	1.6641	1.6641	1.6740
S3	1.6549	1.6607	1.6732
S4	1.6457	1.6515	1.6706

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7260	1.7194	1.6859
R3	1.7074	1.7008	1.6808
R2	1.6888	1.6888	1.6791
R1	1.6822	1.6822	1.6774	1.6855
PP	1.6702	1.6702	1.6702	1.6718
S1	1.6636	1.6636	1.6740	1.6669
S2	1.6516	1.6516	1.6723
S3	1.6330	1.6450	1.6706
S4	1.6144	1.6264	1.6655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6767	1.6581	0.0186	1.1%	0.0087	0.5%	95%	True	False	100,166
10	1.6821	1.6581	0.0240	1.4%	0.0100	0.6%	73%	False	False	113,736
20	1.6821	1.6247	0.0574	3.4%	0.0100	0.6%	89%	False	False	110,543
40	1.6821	1.6247	0.0574	3.4%	0.0105	0.6%	89%	False	False	105,682
60	1.6821	1.6203	0.0618	3.7%	0.0101	0.6%	90%	False	False	88,687
80	1.6821	1.5840	0.0981	5.9%	0.0100	0.6%	93%	False	False	66,786
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	93%	False	False	53,457
120	1.6821	1.5682	0.1139	6.8%	0.0091	0.5%	94%	False	False	44,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.7158
2.618	1.7008
1.618	1.6916
1.000	1.6859
0.618	1.6824
HIGH	1.6767
0.618	1.6732
0.500	1.6721
0.382	1.6710
LOW	1.6675
0.618	1.6618
1.000	1.6583
1.618	1.6526
2.618	1.6434
4.250	1.6284

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	1.6745	1.6735
PP	1.6733	1.6713
S1	1.6721	1.6691

Download as Excel Spreadsheet

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

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