CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	1.6645	1.6616	-0.0029	-0.2%	1.6736
High	1.6652	1.6635	-0.0017	-0.1%	1.6784
Low	1.6596	1.6568	-0.0028	-0.2%	1.6638
Close	1.6626	1.6614	-0.0012	-0.1%	1.6725
Range	0.0056	0.0067	0.0011	19.6%	0.0146
ATR	0.0095	0.0093	-0.0002	-2.1%	0.0000
Volume	109,190	130,758	21,568	19.8%	479,365

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6807	1.6777	1.6651
R3	1.6740	1.6710	1.6632
R2	1.6673	1.6673	1.6626
R1	1.6643	1.6643	1.6620	1.6625
PP	1.6606	1.6606	1.6606	1.6596
S1	1.6576	1.6576	1.6608	1.6558
S2	1.6539	1.6539	1.6602
S3	1.6472	1.6509	1.6596
S4	1.6405	1.6442	1.6577

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	1.6568	0.0216	1.3%	0.0083	0.5%	21%	False	True	111,243
10	1.6784	1.6568	0.0216	1.3%	0.0086	0.5%	21%	False	True	103,472
20	1.6821	1.6422	0.0399	2.4%	0.0097	0.6%	48%	False	False	111,778
40	1.6821	1.6247	0.0574	3.5%	0.0101	0.6%	64%	False	False	109,069
60	1.6821	1.6203	0.0618	3.7%	0.0101	0.6%	67%	False	False	97,662
80	1.6821	1.5977	0.0844	5.1%	0.0098	0.6%	75%	False	False	77,077
100	1.6821	1.5840	0.0981	5.9%	0.0097	0.6%	79%	False	False	61,705
120	1.6821	1.5840	0.0981	5.9%	0.0094	0.6%	79%	False	False	51,431

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6920
2.618	1.6810
1.618	1.6743
1.000	1.6702
0.618	1.6676
HIGH	1.6635
0.618	1.6609
0.500	1.6602
0.382	1.6594
LOW	1.6568
0.618	1.6527
1.000	1.6501
1.618	1.6460
2.618	1.6393
4.250	1.6283

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	1.6610	1.6655
PP	1.6606	1.6641
S1	1.6602	1.6628

Download as Excel Spreadsheet

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

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