CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	1.6549	1.6538	-0.0011	-0.1%	1.6393
High	1.6584	1.6544	-0.0040	-0.2%	1.6648
Low	1.6520	1.6433	-0.0087	-0.5%	1.6384
Close	1.6557	1.6460	-0.0097	-0.6%	1.6488
Range	0.0064	0.0111	0.0047	73.4%	0.0264
ATR	0.0089	0.0092	0.0002	2.8%	0.0000
Volume	319	637	318	99.7%	1,224

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6812	1.6747	1.6521
R3	1.6701	1.6636	1.6491
R2	1.6590	1.6590	1.6480
R1	1.6525	1.6525	1.6470	1.6502
PP	1.6479	1.6479	1.6479	1.6468
S1	1.6414	1.6414	1.6450	1.6391
S2	1.6368	1.6368	1.6440
S3	1.6257	1.6303	1.6429
S4	1.6146	1.6192	1.6399

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7299	1.7157	1.6633
R3	1.7035	1.6893	1.6561
R2	1.6771	1.6771	1.6536
R1	1.6629	1.6629	1.6512	1.6700
PP	1.6507	1.6507	1.6507	1.6542
S1	1.6365	1.6365	1.6464	1.6436
S2	1.6243	1.6243	1.6440
S3	1.5979	1.6101	1.6415
S4	1.5715	1.5837	1.6343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6648	1.6433	0.0215	1.3%	0.0107	0.7%	13%	False	True	389
10	1.6648	1.6295	0.0353	2.1%	0.0103	0.6%	47%	False	False	296
20	1.6648	1.6295	0.0353	2.1%	0.0090	0.5%	47%	False	False	221
40	1.6648	1.6194	0.0454	2.8%	0.0070	0.4%	59%	False	False	383
60	1.6648	1.5864	0.0784	4.8%	0.0051	0.3%	76%	False	False	270
80	1.6648	1.5864	0.0784	4.8%	0.0038	0.2%	76%	False	False	205
100	1.6648	1.5673	0.0975	5.9%	0.0031	0.2%	81%	False	False	168
120	1.6648	1.5416	0.1232	7.5%	0.0026	0.2%	85%	False	False	146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.7016
2.618	1.6835
1.618	1.6724
1.000	1.6655
0.618	1.6613
HIGH	1.6544
0.618	1.6502
0.500	1.6489
0.382	1.6475
LOW	1.6433
0.618	1.6364
1.000	1.6322
1.618	1.6253
2.618	1.6142
4.250	1.5961

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	1.6489	1.6517
PP	1.6479	1.6498
S1	1.6470	1.6479

Download as Excel Spreadsheet

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

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