CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	1.6550	1.6585	0.0035	0.2%	1.6602
High	1.6550	1.6585	0.0035	0.2%	1.6602
Low	1.6550	1.6497	-0.0053	-0.3%	1.6577
Close	1.6550	1.6497	-0.0053	-0.3%	1.6594
Range	0.0000	0.0088	0.0088		0.0025
ATR	0.0034	0.0038	0.0004	11.3%	0.0000
Volume	4	4	0	0.0%	20

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6790	1.6732	1.6545
R3	1.6702	1.6644	1.6521
R2	1.6614	1.6614	1.6513
R1	1.6556	1.6556	1.6505	1.6541
PP	1.6526	1.6526	1.6526	1.6519
S1	1.6468	1.6468	1.6489	1.6453
S2	1.6438	1.6438	1.6481
S3	1.6350	1.6380	1.6473
S4	1.6262	1.6292	1.6449

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6666	1.6655	1.6608
R3	1.6641	1.6630	1.6601
R2	1.6616	1.6616	1.6599
R1	1.6605	1.6605	1.6596	1.6598
PP	1.6591	1.6591	1.6591	1.6588
S1	1.6580	1.6580	1.6592	1.6573
S2	1.6566	1.6566	1.6589
S3	1.6541	1.6555	1.6587
S4	1.6516	1.6530	1.6580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6601	1.6497	0.0104	0.6%	0.0018	0.1%	0%	False	True	4
10	1.6700	1.6497	0.0203	1.2%	0.0009	0.1%	0%	False	True	4
20	1.6718	1.6497	0.0221	1.3%	0.0004	0.0%	0%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.6959
2.618	1.6815
1.618	1.6727
1.000	1.6673
0.618	1.6639
HIGH	1.6585
0.618	1.6551
0.500	1.6541
0.382	1.6531
LOW	1.6497
0.618	1.6443
1.000	1.6409
1.618	1.6355
2.618	1.6267
4.250	1.6123

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	1.6541	1.6549
PP	1.6526	1.6532
S1	1.6512	1.6514

Download as Excel Spreadsheet

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

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