CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	1.6153	1.6110	-0.0043	-0.3%	1.6061
High	1.6178	1.6124	-0.0054	-0.3%	1.6119
Low	1.6101	1.6005	-0.0096	-0.6%	1.5866
Close	1.6113	1.6043	-0.0070	-0.4%	1.6102
Range	0.0077	0.0119	0.0042	54.5%	0.0253
ATR	0.0120	0.0120	0.0000	0.0%	0.0000
Volume	66,102	84,098	17,996	27.2%	667,128

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6414	1.6348	1.6108
R3	1.6295	1.6229	1.6076
R2	1.6176	1.6176	1.6065
R1	1.6110	1.6110	1.6054	1.6084
PP	1.6057	1.6057	1.6057	1.6044
S1	1.5991	1.5991	1.6032	1.5965
S2	1.5938	1.5938	1.6021
S3	1.5819	1.5872	1.6010
S4	1.5700	1.5753	1.5978

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	1.6178	1.5933	0.0245	1.5%	0.0110	0.7%	45%	False	False	91,147
10	1.6218	1.5866	0.0352	2.2%	0.0126	0.8%	50%	False	False	108,645
20	1.6331	1.5866	0.0465	2.9%	0.0122	0.8%	38%	False	False	108,267
40	1.6629	1.5866	0.0763	4.8%	0.0114	0.7%	23%	False	False	89,510
60	1.6921	1.5866	0.1055	6.6%	0.0095	0.6%	17%	False	False	59,841
80	1.7165	1.5866	0.1299	8.1%	0.0084	0.5%	14%	False	False	44,926
100	1.7165	1.5866	0.1299	8.1%	0.0075	0.5%	14%	False	False	35,958
120	1.7165	1.5866	0.1299	8.1%	0.0065	0.4%	14%	False	False	29,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0030
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6630
2.618	1.6436
1.618	1.6317
1.000	1.6243
0.618	1.6198
HIGH	1.6124
0.618	1.6079
0.500	1.6065
0.382	1.6050
LOW	1.6005
0.618	1.5931
1.000	1.5886
1.618	1.5812
2.618	1.5693
4.250	1.5499

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	1.6065	1.6092
PP	1.6057	1.6075
S1	1.6050	1.6059

Download as Excel Spreadsheet

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

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