CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 11-Nov-2013

Day Change Summary
	Previous	Current
	08-Nov-2013	11-Nov-2013	Change	Change %	Previous Week
Open	1.5960	1.5936	-0.0024	-0.2%	1.5930
High	1.5960	1.5936	-0.0024	-0.2%	1.6048
Low	1.5960	1.5936	-0.0024	-0.2%	1.5930
Close	1.5960	1.5936	-0.0024	-0.2%	1.5960
Range
ATR
Volume	67	0	-67	-100.0%	140

Daily Pivots for day following 11-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5936	1.5936	1.5936
R3	1.5936	1.5936	1.5936
R2	1.5936	1.5936	1.5936
R1	1.5936	1.5936	1.5936	1.5936
PP	1.5936	1.5936	1.5936	1.5936
S1	1.5936	1.5936	1.5936	1.5936
S2	1.5936	1.5936	1.5936
S3	1.5936	1.5936	1.5936
S4	1.5936	1.5936	1.5936

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6333	1.6265	1.6025
R3	1.6215	1.6147	1.5992
R2	1.6097	1.6097	1.5982
R1	1.6029	1.6029	1.5971	1.6063
PP	1.5979	1.5979	1.5979	1.5997
S1	1.5911	1.5911	1.5949	1.5945
S2	1.5861	1.5861	1.5938
S3	1.5743	1.5793	1.5928
S4	1.5625	1.5675	1.5895

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6048	1.5936	0.0112	0.7%	0.0000	0.0%	0%	False	True	27
10	1.6048	1.5888	0.0160	1.0%	0.0011	0.1%	30%	False	False	14

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.5936
2.618	1.5936
1.618	1.5936
1.000	1.5936
0.618	1.5936
HIGH	1.5936
0.618	1.5936
0.500	1.5936
0.382	1.5936
LOW	1.5936
0.618	1.5936
1.000	1.5936
1.618	1.5936
2.618	1.5936
4.250	1.5936

Fisher Pivots for day following 11-Nov-2013
Pivot	1 day	3 day
R1	1.5936	1.5992
PP	1.5936	1.5973
S1	1.5936	1.5955

Download as Excel Spreadsheet

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

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