CME British Pound Future March 2014

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

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	1.6737	1.6725	-0.0012	-0.1%	1.6736
High	1.6784	1.6741	-0.0043	-0.3%	1.6784
Low	1.6706	1.6620	-0.0086	-0.5%	1.6638
Close	1.6725	1.6639	-0.0086	-0.5%	1.6725
Range	0.0078	0.0121	0.0043	55.1%	0.0146
ATR	0.0096	0.0098	0.0002	1.8%	0.0000
Volume	98,719	106,184	7,465	7.6%	479,365

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7030	1.6955	1.6706
R3	1.6909	1.6834	1.6672
R2	1.6788	1.6788	1.6661
R1	1.6713	1.6713	1.6650	1.6690
PP	1.6667	1.6667	1.6667	1.6655
S1	1.6592	1.6592	1.6628	1.6569
S2	1.6546	1.6546	1.6617
S3	1.6425	1.6471	1.6606
S4	1.6304	1.6350	1.6572

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7154	1.7085	1.6805
R3	1.7008	1.6939	1.6765
R2	1.6862	1.6862	1.6752
R1	1.6793	1.6793	1.6738	1.6755
PP	1.6716	1.6716	1.6716	1.6696
S1	1.6647	1.6647	1.6712	1.6609
S2	1.6570	1.6570	1.6698
S3	1.6424	1.6501	1.6685
S4	1.6278	1.6355	1.6645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6784	1.6620	0.0164	1.0%	0.0091	0.5%	12%	False	True	98,306
10	1.6784	1.6615	0.0169	1.0%	0.0090	0.5%	14%	False	False	100,024
20	1.6821	1.6377	0.0444	2.7%	0.0098	0.6%	59%	False	False	107,026
40	1.6821	1.6247	0.0574	3.4%	0.0105	0.6%	68%	False	False	108,473
60	1.6821	1.6203	0.0618	3.7%	0.0102	0.6%	71%	False	False	96,700
80	1.6821	1.5840	0.0981	5.9%	0.0100	0.6%	81%	False	False	74,081
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	81%	False	False	59,307
120	1.6821	1.5840	0.0981	5.9%	0.0094	0.6%	81%	False	False	49,432

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.7255
2.618	1.7058
1.618	1.6937
1.000	1.6862
0.618	1.6816
HIGH	1.6741
0.618	1.6695
0.500	1.6681
0.382	1.6666
LOW	1.6620
0.618	1.6545
1.000	1.6499
1.618	1.6424
2.618	1.6303
4.250	1.6106

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	1.6681	1.6702
PP	1.6667	1.6681
S1	1.6653	1.6660

Download as Excel Spreadsheet

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

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