CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	1.6765	1.6754	-0.0011	-0.1%	1.6799
High	1.6771	1.6795	0.0024	0.1%	1.6866
Low	1.6757	1.6742	-0.0015	-0.1%	1.6747
Close	1.6766	1.6792	0.0026	0.2%	1.6755
Range	0.0014	0.0053	0.0039	278.6%	0.0119
ATR	0.0049	0.0049	0.0000	0.6%	0.0000
Volume	600	152	-448	-74.7%	1,835

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6935	1.6917	1.6821
R3	1.6882	1.6864	1.6807
R2	1.6829	1.6829	1.6802
R1	1.6811	1.6811	1.6797	1.6820
PP	1.6776	1.6776	1.6776	1.6781
S1	1.6758	1.6758	1.6787	1.6767
S2	1.6723	1.6723	1.6782
S3	1.6670	1.6705	1.6777
S4	1.6617	1.6652	1.6763

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7146	1.7070	1.6820
R3	1.7027	1.6951	1.6788
R2	1.6908	1.6908	1.6777
R1	1.6832	1.6832	1.6766	1.6811
PP	1.6789	1.6789	1.6789	1.6779
S1	1.6713	1.6713	1.6744	1.6692
S2	1.6670	1.6670	1.6733
S3	1.6551	1.6594	1.6722
S4	1.6432	1.6475	1.6690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6860	1.6742	0.0118	0.7%	0.0043	0.3%	42%	False	True	339
10	1.6921	1.6742	0.0179	1.1%	0.0047	0.3%	28%	False	True	364
20	1.7122	1.6742	0.0380	2.3%	0.0044	0.3%	13%	False	True	268
40	1.7165	1.6742	0.0423	2.5%	0.0050	0.3%	12%	False	True	210
60	1.7165	1.6681	0.0484	2.9%	0.0040	0.2%	23%	False	False	150
80	1.7165	1.6681	0.0484	2.9%	0.0032	0.2%	23%	False	False	113
100	1.7165	1.6459	0.0706	4.2%	0.0027	0.2%	47%	False	False	94
120	1.7165	1.6459	0.0706	4.2%	0.0024	0.1%	47%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7020
2.618	1.6934
1.618	1.6881
1.000	1.6848
0.618	1.6828
HIGH	1.6795
0.618	1.6775
0.500	1.6769
0.382	1.6762
LOW	1.6742
0.618	1.6709
1.000	1.6689
1.618	1.6656
2.618	1.6603
4.250	1.6517

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	1.6784	1.6786
PP	1.6776	1.6781
S1	1.6769	1.6775

Download as Excel Spreadsheet

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

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