CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	1.6664	1.6659	-0.0005	0.0%	1.6630
High	1.6715	1.6740	0.0025	0.1%	1.6767
Low	1.6638	1.6655	0.0017	0.1%	1.6581
Close	1.6672	1.6713	0.0041	0.2%	1.6757
Range	0.0077	0.0085	0.0008	10.4%	0.0186
ATR	0.0099	0.0098	-0.0001	-1.0%	0.0000
Volume	83,676	91,588	7,912	9.5%	500,833

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6958	1.6920	1.6760
R3	1.6873	1.6835	1.6736
R2	1.6788	1.6788	1.6729
R1	1.6750	1.6750	1.6721	1.6769
PP	1.6703	1.6703	1.6703	1.6712
S1	1.6665	1.6665	1.6705	1.6684
S2	1.6618	1.6618	1.6697
S3	1.6533	1.6580	1.6690
S4	1.6448	1.6495	1.6666

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%	0.0088	0.5%	64%	False	False	95,701
10	1.6767	1.6581	0.0186	1.1%	0.0090	0.5%	71%	False	False	99,113
20	1.6821	1.6247	0.0574	3.4%	0.0097	0.6%	81%	False	False	106,391
40	1.6821	1.6247	0.0574	3.4%	0.0103	0.6%	81%	False	False	106,421
60	1.6821	1.6203	0.0618	3.7%	0.0102	0.6%	83%	False	False	92,787
80	1.6821	1.5840	0.0981	5.9%	0.0100	0.6%	89%	False	False	70,136
100	1.6821	1.5840	0.0981	5.9%	0.0097	0.6%	89%	False	False	56,146
120	1.6821	1.5793	0.1028	6.2%	0.0092	0.6%	89%	False	False	46,796

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7101
2.618	1.6963
1.618	1.6878
1.000	1.6825
0.618	1.6793
HIGH	1.6740
0.618	1.6708
0.500	1.6698
0.382	1.6687
LOW	1.6655
0.618	1.6602
1.000	1.6570
1.618	1.6517
2.618	1.6432
4.250	1.6294

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	1.6708	1.6708
PP	1.6703	1.6703
S1	1.6698	1.6698

Download as Excel Spreadsheet

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

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