CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	1.6327	1.6308	-0.0019	-0.1%	1.6281
High	1.6331	1.6323	-0.0008	0.0%	1.6404
Low	1.6265	1.6227	-0.0038	-0.2%	1.6227
Close	1.6300	1.6241	-0.0059	-0.4%	1.6241
Range	0.0066	0.0096	0.0030	45.5%	0.0177
ATR	0.0101	0.0101	0.0000	-0.4%	0.0000
Volume	133,077	87,488	-45,589	-34.3%	505,624

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6552	1.6492	1.6294
R3	1.6456	1.6396	1.6267
R2	1.6360	1.6360	1.6259
R1	1.6300	1.6300	1.6250	1.6282
PP	1.6264	1.6264	1.6264	1.6255
S1	1.6204	1.6204	1.6232	1.6186
S2	1.6168	1.6168	1.6223
S3	1.6072	1.6108	1.6215
S4	1.5976	1.6012	1.6188

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6822	1.6708	1.6338
R3	1.6645	1.6531	1.6290
R2	1.6468	1.6468	1.6273
R1	1.6354	1.6354	1.6257	1.6323
PP	1.6291	1.6291	1.6291	1.6275
S1	1.6177	1.6177	1.6225	1.6146
S2	1.6114	1.6114	1.6209
S3	1.5937	1.6000	1.6192
S4	1.5760	1.5823	1.6144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6404	1.6227	0.0177	1.1%	0.0088	0.5%	8%	False	True	101,124
10	1.6515	1.6150	0.0365	2.2%	0.0116	0.7%	25%	False	False	121,596
20	1.6629	1.6039	0.0590	3.6%	0.0110	0.7%	34%	False	False	81,728
40	1.6866	1.6039	0.0827	5.1%	0.0083	0.5%	24%	False	False	41,123
60	1.7165	1.6039	0.1126	6.9%	0.0073	0.4%	18%	False	False	27,483
80	1.7165	1.6039	0.1126	6.9%	0.0066	0.4%	18%	False	False	20,638
100	1.7165	1.6039	0.1126	6.9%	0.0055	0.3%	18%	False	False	16,511
120	1.7165	1.6039	0.1126	6.9%	0.0047	0.3%	18%	False	False	13,762

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	0.0029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6731
2.618	1.6574
1.618	1.6478
1.000	1.6419
0.618	1.6382
HIGH	1.6323
0.618	1.6286
0.500	1.6275
0.382	1.6264
LOW	1.6227
0.618	1.6168
1.000	1.6131
1.618	1.6072
2.618	1.5976
4.250	1.5819

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	1.6275	1.6315
PP	1.6264	1.6290
S1	1.6252	1.6266

Download as Excel Spreadsheet

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

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