CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	1.6808	1.6802	-0.0006	0.0%	1.6759
High	1.6832	1.6817	-0.0015	-0.1%	1.6847
Low	1.6784	1.6742	-0.0042	-0.3%	1.6697
Close	1.6794	1.6754	-0.0040	-0.2%	1.6810
Range	0.0048	0.0075	0.0027	56.3%	0.0150
ATR	0.0070	0.0070	0.0000	0.5%	0.0000
Volume	69,156	149,335	80,179	115.9%	424,422

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6996	1.6950	1.6795
R3	1.6921	1.6875	1.6775
R2	1.6846	1.6846	1.6768
R1	1.6800	1.6800	1.6761	1.6786
PP	1.6771	1.6771	1.6771	1.6764
S1	1.6725	1.6725	1.6747	1.6711
S2	1.6696	1.6696	1.6740
S3	1.6621	1.6650	1.6733
S4	1.6546	1.6575	1.6713

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7235	1.7172	1.6893
R3	1.7085	1.7022	1.6851
R2	1.6935	1.6935	1.6838
R1	1.6872	1.6872	1.6824	1.6904
PP	1.6785	1.6785	1.6785	1.6800
S1	1.6722	1.6722	1.6796	1.6754
S2	1.6635	1.6635	1.6783
S3	1.6485	1.6572	1.6769
S4	1.6335	1.6422	1.6728

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6847	1.6697	0.0150	0.9%	0.0073	0.4%	38%	False	False	100,930
10	1.6847	1.6691	0.0156	0.9%	0.0069	0.4%	40%	False	False	89,964
20	1.6919	1.6691	0.0228	1.4%	0.0072	0.4%	28%	False	False	81,977
40	1.6992	1.6640	0.0352	2.1%	0.0070	0.4%	32%	False	False	74,412
60	1.6992	1.6455	0.0537	3.2%	0.0072	0.4%	56%	False	False	75,628
80	1.6992	1.6455	0.0537	3.2%	0.0077	0.5%	56%	False	False	62,014
100	1.6992	1.6239	0.0753	4.5%	0.0081	0.5%	68%	False	False	49,685
120	1.6992	1.6194	0.0798	4.8%	0.0079	0.5%	70%	False	False	41,418

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7136
2.618	1.7013
1.618	1.6938
1.000	1.6892
0.618	1.6863
HIGH	1.6817
0.618	1.6788
0.500	1.6780
0.382	1.6771
LOW	1.6742
0.618	1.6696
1.000	1.6667
1.618	1.6621
2.618	1.6546
4.250	1.6423

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	1.6780	1.6795
PP	1.6771	1.6781
S1	1.6763	1.6768

Download as Excel Spreadsheet

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

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