CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	1.6678	1.6720	0.0042	0.3%	1.6619
High	1.6752	1.6746	-0.0006	0.0%	1.6752
Low	1.6668	1.6639	-0.0029	-0.2%	1.6570
Close	1.6746	1.6647	-0.0099	-0.6%	1.6746
Range	0.0084	0.0107	0.0023	27.4%	0.0182
ATR	0.0093	0.0094	0.0001	1.1%	0.0000
Volume	3,247	1,729	-1,518	-46.8%	8,107

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6998	1.6930	1.6706
R3	1.6891	1.6823	1.6676
R2	1.6784	1.6784	1.6667
R1	1.6716	1.6716	1.6657	1.6697
PP	1.6677	1.6677	1.6677	1.6668
S1	1.6609	1.6609	1.6637	1.6590
S2	1.6570	1.6570	1.6627
S3	1.6463	1.6502	1.6618
S4	1.6356	1.6395	1.6588

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7235	1.7173	1.6846
R3	1.7053	1.6991	1.6796
R2	1.6871	1.6871	1.6779
R1	1.6809	1.6809	1.6763	1.6840
PP	1.6689	1.6689	1.6689	1.6705
S1	1.6627	1.6627	1.6729	1.6658
S2	1.6507	1.6507	1.6713
S3	1.6325	1.6445	1.6696
S4	1.6143	1.6263	1.6646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6752	1.6608	0.0144	0.9%	0.0085	0.5%	27%	False	False	1,751
10	1.6805	1.6570	0.0235	1.4%	0.0096	0.6%	33%	False	False	2,661
20	1.6805	1.6239	0.0566	3.4%	0.0096	0.6%	72%	False	False	1,572
40	1.6805	1.6239	0.0566	3.4%	0.0093	0.6%	72%	False	False	901
60	1.6805	1.6194	0.0611	3.7%	0.0079	0.5%	74%	False	False	783
80	1.6805	1.5864	0.0941	5.7%	0.0063	0.4%	83%	False	False	598
100	1.6805	1.5864	0.0941	5.7%	0.0051	0.3%	83%	False	False	481
120	1.6805	1.5701	0.1104	6.6%	0.0042	0.3%	86%	False	False	404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0033
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7201
2.618	1.7026
1.618	1.6919
1.000	1.6853
0.618	1.6812
HIGH	1.6746
0.618	1.6705
0.500	1.6693
0.382	1.6680
LOW	1.6639
0.618	1.6573
1.000	1.6532
1.618	1.6466
2.618	1.6359
4.250	1.6184

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	1.6693	1.6680
PP	1.6677	1.6669
S1	1.6662	1.6658

Download as Excel Spreadsheet

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

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