CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	1.6618	1.6622	0.0004	0.0%	1.6725
High	1.6720	1.6655	-0.0065	-0.4%	1.6741
Low	1.6607	1.6588	-0.0019	-0.1%	1.6568
Close	1.6615	1.6629	0.0014	0.1%	1.6629
Range	0.0113	0.0067	-0.0046	-40.7%	0.0173
ATR	0.0095	0.0093	-0.0002	-2.1%	0.0000
Volume	136,621	27,131	-109,490	-80.1%	509,884

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6825	1.6794	1.6666
R3	1.6758	1.6727	1.6647
R2	1.6691	1.6691	1.6641
R1	1.6660	1.6660	1.6635	1.6676
PP	1.6624	1.6624	1.6624	1.6632
S1	1.6593	1.6593	1.6623	1.6609
S2	1.6557	1.6557	1.6617
S3	1.6490	1.6526	1.6611
S4	1.6423	1.6459	1.6592

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7165	1.7070	1.6724
R3	1.6992	1.6897	1.6677
R2	1.6819	1.6819	1.6661
R1	1.6724	1.6724	1.6645	1.6685
PP	1.6646	1.6646	1.6646	1.6627
S1	1.6551	1.6551	1.6613	1.6512
S2	1.6473	1.6473	1.6597
S3	1.6300	1.6378	1.6581
S4	1.6127	1.6205	1.6534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6741	1.6568	0.0173	1.0%	0.0085	0.5%	35%	False	False	101,976
10	1.6784	1.6568	0.0216	1.3%	0.0086	0.5%	28%	False	False	98,924
20	1.6821	1.6568	0.0253	1.5%	0.0093	0.6%	24%	False	False	106,330
40	1.6821	1.6247	0.0574	3.5%	0.0100	0.6%	67%	False	False	107,940
60	1.6821	1.6203	0.0618	3.7%	0.0101	0.6%	69%	False	False	97,554
80	1.6821	1.6048	0.0773	4.6%	0.0098	0.6%	75%	False	False	79,117
100	1.6821	1.5840	0.0981	5.9%	0.0097	0.6%	80%	False	False	63,340
120	1.6821	1.5840	0.0981	5.9%	0.0094	0.6%	80%	False	False	52,795

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6940
2.618	1.6830
1.618	1.6763
1.000	1.6722
0.618	1.6696
HIGH	1.6655
0.618	1.6629
0.500	1.6622
0.382	1.6614
LOW	1.6588
0.618	1.6547
1.000	1.6521
1.618	1.6480
2.618	1.6413
4.250	1.6303

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	1.6627	1.6644
PP	1.6624	1.6639
S1	1.6622	1.6634

Download as Excel Spreadsheet

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

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