CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	1.6688	1.6736	0.0048	0.3%	1.6630
High	1.6767	1.6757	-0.0010	-0.1%	1.6767
Low	1.6675	1.6651	-0.0024	-0.1%	1.6581
Close	1.6757	1.6658	-0.0099	-0.6%	1.6757
Range	0.0092	0.0106	0.0014	15.2%	0.0186
ATR	0.0101	0.0101	0.0000	0.4%	0.0000
Volume	124,178	94,018	-30,160	-24.3%	500,833

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7007	1.6938	1.6716
R3	1.6901	1.6832	1.6687
R2	1.6795	1.6795	1.6677
R1	1.6726	1.6726	1.6668	1.6708
PP	1.6689	1.6689	1.6689	1.6679
S1	1.6620	1.6620	1.6648	1.6602
S2	1.6583	1.6583	1.6639
S3	1.6477	1.6514	1.6629
S4	1.6371	1.6408	1.6600

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	1.6615	0.0152	0.9%	0.0089	0.5%	28%	False	False	101,742
10	1.6821	1.6581	0.0240	1.4%	0.0100	0.6%	32%	False	False	113,594
20	1.6821	1.6247	0.0574	3.4%	0.0101	0.6%	72%	False	False	110,165
40	1.6821	1.6247	0.0574	3.4%	0.0104	0.6%	72%	False	False	106,121
60	1.6821	1.6203	0.0618	3.7%	0.0102	0.6%	74%	False	False	90,227
80	1.6821	1.5840	0.0981	5.9%	0.0101	0.6%	83%	False	False	67,959
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	83%	False	False	54,396
120	1.6821	1.5711	0.1110	6.7%	0.0091	0.5%	85%	False	False	45,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7208
2.618	1.7035
1.618	1.6929
1.000	1.6863
0.618	1.6823
HIGH	1.6757
0.618	1.6717
0.500	1.6704
0.382	1.6691
LOW	1.6651
0.618	1.6585
1.000	1.6545
1.618	1.6479
2.618	1.6373
4.250	1.6201

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	1.6704	1.6691
PP	1.6689	1.6680
S1	1.6673	1.6669

Download as Excel Spreadsheet

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

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