CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	1.6077	1.6049	-0.0028	-0.2%	1.5936
High	1.6077	1.6049	-0.0028	-0.2%	1.6071
Low	1.6077	1.6049	-0.0028	-0.2%	1.5851
Close	1.6077	1.6049	-0.0028	-0.2%	1.6071
Range
ATR	0.0049	0.0048	-0.0002	-3.1%	0.0000
Volume

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6049	1.6049	1.6049
R3	1.6049	1.6049	1.6049
R2	1.6049	1.6049	1.6049
R1	1.6049	1.6049	1.6049	1.6049
PP	1.6049	1.6049	1.6049	1.6049
S1	1.6049	1.6049	1.6049	1.6049
S2	1.6049	1.6049	1.6049
S3	1.6049	1.6049	1.6049
S4	1.6049	1.6049	1.6049

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	1.6077	1.6018	0.0059	0.4%	0.0000	0.0%	53%	False	False
10	1.6077	1.5851	0.0226	1.4%	0.0000	0.0%	88%	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	1.6049
2.618	1.6049
1.618	1.6049
1.000	1.6049
0.618	1.6049
HIGH	1.6049
0.618	1.6049
0.500	1.6049
0.382	1.6049
LOW	1.6049
0.618	1.6049
1.000	1.6049
1.618	1.6049
2.618	1.6049
4.250	1.6049

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	1.6049	1.6063
PP	1.6049	1.6058
S1	1.6049	1.6054

Download as Excel Spreadsheet

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

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