CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	1.6391	1.6388	-0.0003	0.0%	1.6413
High	1.6409	1.6471	0.0062	0.4%	1.6418
Low	1.6368	1.6375	0.0007	0.0%	1.6239
Close	1.6388	1.6433	0.0045	0.3%	1.6395
Range	0.0041	0.0096	0.0055	134.1%	0.0179
ATR	0.0088	0.0089	0.0001	0.6%	0.0000
Volume	346	109	-237	-68.5%	1,373

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6714	1.6670	1.6486
R3	1.6618	1.6574	1.6459
R2	1.6522	1.6522	1.6451
R1	1.6478	1.6478	1.6442	1.6500
PP	1.6426	1.6426	1.6426	1.6438
S1	1.6382	1.6382	1.6424	1.6404
S2	1.6330	1.6330	1.6415
S3	1.6234	1.6286	1.6407
S4	1.6138	1.6190	1.6380

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6888	1.6820	1.6493
R3	1.6709	1.6641	1.6444
R2	1.6530	1.6530	1.6428
R1	1.6462	1.6462	1.6411	1.6407
PP	1.6351	1.6351	1.6351	1.6323
S1	1.6283	1.6283	1.6379	1.6228
S2	1.6172	1.6172	1.6362
S3	1.5993	1.6104	1.6346
S4	1.5814	1.5925	1.6297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6471	1.6239	0.0232	1.4%	0.0080	0.5%	84%	True	False	255
10	1.6584	1.6239	0.0345	2.1%	0.0086	0.5%	56%	False	False	303
20	1.6648	1.6239	0.0409	2.5%	0.0095	0.6%	47%	False	False	285
40	1.6648	1.6194	0.0454	2.8%	0.0078	0.5%	53%	False	False	169
60	1.6648	1.6030	0.0618	3.8%	0.0062	0.4%	65%	False	False	294
80	1.6648	1.5864	0.0784	4.8%	0.0047	0.3%	73%	False	False	230
100	1.6648	1.5864	0.0784	4.8%	0.0038	0.2%	73%	False	False	188
120	1.6648	1.5466	0.1182	7.2%	0.0031	0.2%	82%	False	False	161

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6879
2.618	1.6722
1.618	1.6626
1.000	1.6567
0.618	1.6530
HIGH	1.6471
0.618	1.6434
0.500	1.6423
0.382	1.6412
LOW	1.6375
0.618	1.6316
1.000	1.6279
1.618	1.6220
2.618	1.6124
4.250	1.5967

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	1.6430	1.6416
PP	1.6426	1.6399
S1	1.6423	1.6383

Download as Excel Spreadsheet

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

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