CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	1.6069	1.6086	0.0017	0.1%	1.6061
High	1.6119	1.6172	0.0053	0.3%	1.6119
Low	1.6021	1.6071	0.0050	0.3%	1.5866
Close	1.6102	1.6161	0.0059	0.4%	1.6102
Range	0.0098	0.0101	0.0003	3.1%	0.0253
ATR	0.0124	0.0123	-0.0002	-1.3%	0.0000
Volume	94,821	62,879	-31,942	-33.7%	667,128

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6438	1.6400	1.6217
R3	1.6337	1.6299	1.6189
R2	1.6236	1.6236	1.6180
R1	1.6198	1.6198	1.6170	1.6217
PP	1.6135	1.6135	1.6135	1.6144
S1	1.6097	1.6097	1.6152	1.6116
S2	1.6034	1.6034	1.6142
S3	1.5933	1.5996	1.6133
S4	1.5832	1.5895	1.6105

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6788	1.6698	1.6241
R3	1.6535	1.6445	1.6172
R2	1.6282	1.6282	1.6148
R1	1.6192	1.6192	1.6125	1.6237
PP	1.6029	1.6029	1.6029	1.6052
S1	1.5939	1.5939	1.6079	1.5984
S2	1.5776	1.5776	1.6056
S3	1.5523	1.5686	1.6032
S4	1.5270	1.5433	1.5963

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6172	1.5866	0.0306	1.9%	0.0147	0.9%	96%	True	False	132,007
10	1.6218	1.5866	0.0352	2.2%	0.0132	0.8%	84%	False	False	115,616
20	1.6404	1.5866	0.0538	3.3%	0.0122	0.8%	55%	False	False	110,709
40	1.6629	1.5866	0.0763	4.7%	0.0113	0.7%	39%	False	False	85,796
60	1.6976	1.5866	0.1110	6.9%	0.0093	0.6%	27%	False	False	57,341
80	1.7165	1.5866	0.1299	8.0%	0.0083	0.5%	23%	False	False	43,052
100	1.7165	1.5866	0.1299	8.0%	0.0074	0.5%	23%	False	False	34,456
120	1.7165	1.5866	0.1299	8.0%	0.0063	0.4%	23%	False	False	28,714

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	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6601
2.618	1.6436
1.618	1.6335
1.000	1.6273
0.618	1.6234
HIGH	1.6172
0.618	1.6133
0.500	1.6122
0.382	1.6110
LOW	1.6071
0.618	1.6009
1.000	1.5970
1.618	1.5908
2.618	1.5807
4.250	1.5642

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	1.6148	1.6125
PP	1.6135	1.6089
S1	1.6122	1.6053

Download as Excel Spreadsheet

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

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