CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	1.6679	1.6712	0.0033	0.2%	1.6767
High	1.6698	1.6734	0.0036	0.2%	1.6842
Low	1.6673	1.6693	0.0020	0.1%	1.6653
Close	1.6693	1.6723	0.0030	0.2%	1.6693
Range	0.0025	0.0041	0.0016	64.0%	0.0189
ATR	0.0062	0.0060	-0.0001	-2.4%	0.0000
Volume	74,869	55,978	-18,891	-25.2%	439,020

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6840	1.6822	1.6746
R3	1.6799	1.6781	1.6734
R2	1.6758	1.6758	1.6731
R1	1.6740	1.6740	1.6727	1.6749
PP	1.6717	1.6717	1.6717	1.6721
S1	1.6699	1.6699	1.6719	1.6708
S2	1.6676	1.6676	1.6715
S3	1.6635	1.6658	1.6712
S4	1.6594	1.6617	1.6700

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7296	1.7184	1.6797
R3	1.7107	1.6995	1.6745
R2	1.6918	1.6918	1.6728
R1	1.6806	1.6806	1.6710	1.6768
PP	1.6729	1.6729	1.6729	1.6710
S1	1.6617	1.6617	1.6676	1.6579
S2	1.6540	1.6540	1.6658
S3	1.6351	1.6428	1.6641
S4	1.6162	1.6239	1.6589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6842	1.6653	0.0189	1.1%	0.0065	0.4%	37%	False	False	87,777
10	1.6883	1.6653	0.0230	1.4%	0.0057	0.3%	30%	False	False	84,149
20	1.7088	1.6653	0.0435	2.6%	0.0058	0.3%	16%	False	False	85,200
40	1.7184	1.6653	0.0531	3.2%	0.0062	0.4%	13%	False	False	81,643
60	1.7184	1.6653	0.0531	3.2%	0.0067	0.4%	13%	False	False	71,264
80	1.7184	1.6653	0.0531	3.2%	0.0066	0.4%	13%	False	False	53,538
100	1.7184	1.6544	0.0640	3.8%	0.0064	0.4%	28%	False	False	42,858
120	1.7184	1.6448	0.0736	4.4%	0.0060	0.4%	37%	False	False	35,720

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6908
2.618	1.6841
1.618	1.6800
1.000	1.6775
0.618	1.6759
HIGH	1.6734
0.618	1.6718
0.500	1.6714
0.382	1.6709
LOW	1.6693
0.618	1.6668
1.000	1.6652
1.618	1.6627
2.618	1.6586
4.250	1.6519

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	1.6720	1.6713
PP	1.6717	1.6703
S1	1.6714	1.6694

Download as Excel Spreadsheet

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

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