CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	1.5646	1.5669	0.0023	0.1%	1.5442
High	1.5646	1.5669	0.0023	0.1%	1.5611
Low	1.5646	1.5669	0.0023	0.1%	1.5416
Close	1.5646	1.5669	0.0023	0.1%	1.5611
Range
ATR	0.0056	0.0054	-0.0002	-4.2%	0.0000
Volume	41	41	0	0.0%	205

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5669	1.5669	1.5669
R3	1.5669	1.5669	1.5669
R2	1.5669	1.5669	1.5669
R1	1.5669	1.5669	1.5669	1.5669
PP	1.5669	1.5669	1.5669	1.5669
S1	1.5669	1.5669	1.5669	1.5669
S2	1.5669	1.5669	1.5669
S3	1.5669	1.5669	1.5669
S4	1.5669	1.5669	1.5669

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6131	1.6066	1.5718
R3	1.5936	1.5871	1.5665
R2	1.5741	1.5741	1.5647
R1	1.5676	1.5676	1.5629	1.5709
PP	1.5546	1.5546	1.5546	1.5562
S1	1.5481	1.5481	1.5593	1.5514
S2	1.5351	1.5351	1.5575
S3	1.5156	1.5286	1.5557
S4	1.4961	1.5091	1.5504

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5669	1.5610	0.0059	0.4%	0.0000	0.0%	100%	True	False	41
10	1.5669	1.5416	0.0253	1.6%	0.0000	0.0%	100%	True	False	40

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5669
2.618	1.5669
1.618	1.5669
1.000	1.5669
0.618	1.5669
HIGH	1.5669
0.618	1.5669
0.500	1.5669
0.382	1.5669
LOW	1.5669
0.618	1.5669
1.000	1.5669
1.618	1.5669
2.618	1.5669
4.250	1.5669

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	1.5669	1.5662
PP	1.5669	1.5655
S1	1.5669	1.5648

Download as Excel Spreadsheet

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

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