CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	1.6584	1.6563	-0.0021	-0.1%	1.6637
High	1.6596	1.6615	0.0019	0.1%	1.6675
Low	1.6545	1.6556	0.0011	0.1%	1.6545
Close	1.6570	1.6601	0.0031	0.2%	1.6570
Range	0.0051	0.0059	0.0008	15.7%	0.0130
ATR	0.0078	0.0076	-0.0001	-1.7%	0.0000
Volume	80,285	48,181	-32,104	-40.0%	376,673

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6768	1.6743	1.6633
R3	1.6709	1.6684	1.6617
R2	1.6650	1.6650	1.6612
R1	1.6625	1.6625	1.6606	1.6638
PP	1.6591	1.6591	1.6591	1.6597
S1	1.6566	1.6566	1.6596	1.6579
S2	1.6532	1.6532	1.6590
S3	1.6473	1.6507	1.6585
S4	1.6414	1.6448	1.6569

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6987	1.6908	1.6642
R3	1.6857	1.6778	1.6606
R2	1.6727	1.6727	1.6594
R1	1.6648	1.6648	1.6582	1.6623
PP	1.6597	1.6597	1.6597	1.6584
S1	1.6518	1.6518	1.6558	1.6493
S2	1.6467	1.6467	1.6546
S3	1.6337	1.6388	1.6534
S4	1.6207	1.6258	1.6499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6666	1.6545	0.0121	0.7%	0.0061	0.4%	46%	False	False	67,593
10	1.6675	1.6471	0.0204	1.2%	0.0068	0.4%	64%	False	False	74,049
20	1.6710	1.6455	0.0255	1.5%	0.0075	0.5%	57%	False	False	77,773
40	1.6805	1.6368	0.0437	2.6%	0.0085	0.5%	53%	False	False	41,722
60	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	64%	False	False	27,908
80	1.6805	1.6194	0.0611	3.7%	0.0082	0.5%	67%	False	False	20,975
100	1.6805	1.5864	0.0941	5.7%	0.0070	0.4%	78%	False	False	16,861
120	1.6805	1.5864	0.0941	5.7%	0.0058	0.4%	78%	False	False	14,057

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6866
2.618	1.6769
1.618	1.6710
1.000	1.6674
0.618	1.6651
HIGH	1.6615
0.618	1.6592
0.500	1.6586
0.382	1.6579
LOW	1.6556
0.618	1.6520
1.000	1.6497
1.618	1.6461
2.618	1.6402
4.250	1.6305

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	1.6596	1.6600
PP	1.6591	1.6600
S1	1.6586	1.6599

Download as Excel Spreadsheet

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

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