CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	1.6802	1.6754	-0.0048	-0.3%	1.6759
High	1.6817	1.6811	-0.0006	0.0%	1.6847
Low	1.6742	1.6737	-0.0005	0.0%	1.6697
Close	1.6754	1.6793	0.0039	0.2%	1.6810
Range	0.0075	0.0074	-0.0001	-1.3%	0.0150
ATR	0.0070	0.0071	0.0000	0.4%	0.0000
Volume	149,335	151,827	2,492	1.7%	424,422

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7002	1.6972	1.6834
R3	1.6928	1.6898	1.6813
R2	1.6854	1.6854	1.6807
R1	1.6824	1.6824	1.6800	1.6839
PP	1.6780	1.6780	1.6780	1.6788
S1	1.6750	1.6750	1.6786	1.6765
S2	1.6706	1.6706	1.6779
S3	1.6632	1.6676	1.6773
S4	1.6558	1.6602	1.6752

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	1.6721	0.0126	0.8%	0.0074	0.4%	57%	False	False	116,504
10	1.6847	1.6691	0.0156	0.9%	0.0064	0.4%	65%	False	False	95,327
20	1.6919	1.6691	0.0228	1.4%	0.0072	0.4%	45%	False	False	86,308
40	1.6992	1.6640	0.0352	2.1%	0.0070	0.4%	43%	False	False	76,749
60	1.6992	1.6455	0.0537	3.2%	0.0073	0.4%	63%	False	False	77,043
80	1.6992	1.6455	0.0537	3.2%	0.0077	0.5%	63%	False	False	63,903
100	1.6992	1.6239	0.0753	4.5%	0.0081	0.5%	74%	False	False	51,201
120	1.6992	1.6239	0.0753	4.5%	0.0079	0.5%	74%	False	False	42,683

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7126
2.618	1.7005
1.618	1.6931
1.000	1.6885
0.618	1.6857
HIGH	1.6811
0.618	1.6783
0.500	1.6774
0.382	1.6765
LOW	1.6737
0.618	1.6691
1.000	1.6663
1.618	1.6617
2.618	1.6543
4.250	1.6423

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	1.6787	1.6790
PP	1.6780	1.6787
S1	1.6774	1.6785

Download as Excel Spreadsheet

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

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