CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	1.6619	1.6644	0.0025	0.2%	1.6741
High	1.6664	1.6712	0.0048	0.3%	1.6805
Low	1.6570	1.6629	0.0059	0.4%	1.6600
Close	1.6650	1.6663	0.0013	0.1%	1.6632
Range	0.0094	0.0083	-0.0011	-11.7%	0.0205
ATR	0.0098	0.0096	-0.0001	-1.1%	0.0000
Volume	1,079	1,944	865	80.2%	16,774

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6917	1.6873	1.6709
R3	1.6834	1.6790	1.6686
R2	1.6751	1.6751	1.6678
R1	1.6707	1.6707	1.6671	1.6729
PP	1.6668	1.6668	1.6668	1.6679
S1	1.6624	1.6624	1.6655	1.6646
S2	1.6585	1.6585	1.6648
S3	1.6502	1.6541	1.6640
S4	1.6419	1.6458	1.6617

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7294	1.7168	1.6745
R3	1.7089	1.6963	1.6688
R2	1.6884	1.6884	1.6670
R1	1.6758	1.6758	1.6651	1.6719
PP	1.6679	1.6679	1.6679	1.6659
S1	1.6553	1.6553	1.6613	1.6514
S2	1.6474	1.6474	1.6594
S3	1.6269	1.6348	1.6576
S4	1.6064	1.6143	1.6519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6715	1.6570	0.0145	0.9%	0.0091	0.5%	64%	False	False	3,858
10	1.6805	1.6375	0.0430	2.6%	0.0106	0.6%	67%	False	False	2,291
20	1.6805	1.6239	0.0566	3.4%	0.0095	0.6%	75%	False	False	1,296
40	1.6805	1.6239	0.0566	3.4%	0.0092	0.6%	75%	False	False	733
60	1.6805	1.6194	0.0611	3.7%	0.0076	0.5%	77%	False	False	671
80	1.6805	1.5864	0.0941	5.6%	0.0059	0.4%	85%	False	False	513
100	1.6805	1.5864	0.0941	5.6%	0.0047	0.3%	85%	False	False	413
120	1.6805	1.5563	0.1242	7.5%	0.0039	0.2%	89%	False	False	348

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7065
2.618	1.6929
1.618	1.6846
1.000	1.6795
0.618	1.6763
HIGH	1.6712
0.618	1.6680
0.500	1.6671
0.382	1.6661
LOW	1.6629
0.618	1.6578
1.000	1.6546
1.618	1.6495
2.618	1.6412
4.250	1.6276

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	1.6671	1.6656
PP	1.6668	1.6648
S1	1.6666	1.6641

Download as Excel Spreadsheet

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

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