CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 28-Apr-2014

Day Change Summary
	Previous	Current
	25-Apr-2014	28-Apr-2014	Change	Change %	Previous Week
Open	1.6795	1.6800	0.0005	0.0%	1.6797
High	1.6828	1.6853	0.0025	0.1%	1.6833
Low	1.6783	1.6770	-0.0013	-0.1%	1.6755
Close	1.6794	1.6806	0.0012	0.1%	1.6794
Range	0.0045	0.0083	0.0038	84.4%	0.0078
ATR	0.0070	0.0071	0.0001	1.3%	0.0000
Volume	52,956	74,149	21,193	40.0%	253,519

Daily Pivots for day following 28-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7059	1.7015	1.6852
R3	1.6976	1.6932	1.6829
R2	1.6893	1.6893	1.6821
R1	1.6849	1.6849	1.6814	1.6871
PP	1.6810	1.6810	1.6810	1.6821
S1	1.6766	1.6766	1.6798	1.6788
S2	1.6727	1.6727	1.6791
S3	1.6644	1.6683	1.6783
S4	1.6561	1.6600	1.6760

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7028	1.6989	1.6837
R3	1.6950	1.6911	1.6815
R2	1.6872	1.6872	1.6808
R1	1.6833	1.6833	1.6801	1.6814
PP	1.6794	1.6794	1.6794	1.6784
S1	1.6755	1.6755	1.6787	1.6736
S2	1.6716	1.6716	1.6780
S3	1.6638	1.6677	1.6773
S4	1.6560	1.6599	1.6751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6853	1.6755	0.0098	0.6%	0.0060	0.4%	52%	True	False	61,682
10	1.6853	1.6640	0.0213	1.3%	0.0065	0.4%	78%	True	False	59,390
20	1.6853	1.6545	0.0308	1.8%	0.0069	0.4%	85%	True	False	66,863
40	1.6853	1.6455	0.0398	2.4%	0.0077	0.5%	88%	True	False	63,824
60	1.6853	1.6239	0.0614	3.7%	0.0083	0.5%	92%	True	False	43,049
80	1.6853	1.6239	0.0614	3.7%	0.0084	0.5%	92%	True	False	32,342
100	1.6853	1.6194	0.0659	3.9%	0.0077	0.5%	93%	True	False	25,982
120	1.6853	1.5864	0.0989	5.9%	0.0067	0.4%	95%	True	False	21,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.7206
2.618	1.7070
1.618	1.6987
1.000	1.6936
0.618	1.6904
HIGH	1.6853
0.618	1.6821
0.500	1.6812
0.382	1.6802
LOW	1.6770
0.618	1.6719
1.000	1.6687
1.618	1.6636
2.618	1.6553
4.250	1.6417

Fisher Pivots for day following 28-Apr-2014
Pivot	1 day	3 day
R1	1.6812	1.6806
PP	1.6810	1.6806
S1	1.6808	1.6806

Download as Excel Spreadsheet

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

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