CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	1.6071	1.6056	-0.0015	-0.1%	1.5936
High	1.6071	1.6056	-0.0015	-0.1%	1.6071
Low	1.6071	1.6056	-0.0015	-0.1%	1.5851
Close	1.6071	1.6056	-0.0015	-0.1%	1.6071
Range
ATR	0.0054	0.0052	-0.0003	-5.2%	0.0000
Volume

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6056	1.6056	1.6056
R3	1.6056	1.6056	1.6056
R2	1.6056	1.6056	1.6056
R1	1.6056	1.6056	1.6056	1.6056
PP	1.6056	1.6056	1.6056	1.6056
S1	1.6056	1.6056	1.6056	1.6056
S2	1.6056	1.6056	1.6056
S3	1.6056	1.6056	1.6056
S4	1.6056	1.6056	1.6056

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6658	1.6584	1.6192
R3	1.6438	1.6364	1.6132
R2	1.6218	1.6218	1.6111
R1	1.6144	1.6144	1.6091	1.6181
PP	1.5998	1.5998	1.5998	1.6016
S1	1.5924	1.5924	1.6051	1.5961
S2	1.5778	1.5778	1.6031
S3	1.5558	1.5704	1.6011
S4	1.5338	1.5484	1.5950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6071	1.5851	0.0220	1.4%	0.0000	0.0%	93%	False	False
10	1.6071	1.5851	0.0220	1.4%	0.0000	0.0%	93%	False	False	13

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	1.6056
2.618	1.6056
1.618	1.6056
1.000	1.6056
0.618	1.6056
HIGH	1.6056
0.618	1.6056
0.500	1.6056
0.382	1.6056
LOW	1.6056
0.618	1.6056
1.000	1.6056
1.618	1.6056
2.618	1.6056
4.250	1.6056

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	1.6056	1.6052
PP	1.6056	1.6048
S1	1.6056	1.6045

Download as Excel Spreadsheet

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

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