CME British Pound Future June 2014

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

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	1.6466	1.6485	0.0019	0.1%	1.6633
High	1.6527	1.6540	0.0013	0.1%	1.6655
Low	1.6455	1.6471	0.0016	0.1%	1.6465
Close	1.6484	1.6521	0.0037	0.2%	1.6484
Range	0.0072	0.0069	-0.0003	-4.2%	0.0190
ATR	0.0088	0.0086	-0.0001	-1.5%	0.0000
Volume	68,147	82,892	14,745	21.6%	434,029

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6718	1.6688	1.6559
R3	1.6649	1.6619	1.6540
R2	1.6580	1.6580	1.6534
R1	1.6550	1.6550	1.6527	1.6565
PP	1.6511	1.6511	1.6511	1.6518
S1	1.6481	1.6481	1.6515	1.6496
S2	1.6442	1.6442	1.6508
S3	1.6373	1.6412	1.6502
S4	1.6304	1.6343	1.6483

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7105	1.6984	1.6589
R3	1.6915	1.6794	1.6536
R2	1.6725	1.6725	1.6519
R1	1.6604	1.6604	1.6501	1.6570
PP	1.6535	1.6535	1.6535	1.6517
S1	1.6414	1.6414	1.6467	1.6380
S2	1.6345	1.6345	1.6449
S3	1.6155	1.6224	1.6432
S4	1.5965	1.6034	1.6380

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6644	1.6455	0.0189	1.1%	0.0084	0.5%	35%	False	False	83,130
10	1.6710	1.6455	0.0255	1.5%	0.0084	0.5%	26%	False	False	83,879
20	1.6773	1.6455	0.0318	1.9%	0.0084	0.5%	21%	False	False	49,402
40	1.6805	1.6239	0.0566	3.4%	0.0090	0.5%	50%	False	False	25,349
60	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	50%	False	False	16,956
80	1.6805	1.6194	0.0611	3.7%	0.0078	0.5%	54%	False	False	12,854
100	1.6805	1.5864	0.0941	5.7%	0.0064	0.4%	70%	False	False	10,291
120	1.6805	1.5864	0.0941	5.7%	0.0053	0.3%	70%	False	False	8,578

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6833
2.618	1.6721
1.618	1.6652
1.000	1.6609
0.618	1.6583
HIGH	1.6540
0.618	1.6514
0.500	1.6506
0.382	1.6497
LOW	1.6471
0.618	1.6428
1.000	1.6402
1.618	1.6359
2.618	1.6290
4.250	1.6178

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	1.6516	1.6513
PP	1.6511	1.6505
S1	1.6506	1.6498

Download as Excel Spreadsheet

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

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