CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	1.6037	1.6022	-0.0015	-0.1%	1.6086
High	1.6054	1.6092	0.0038	0.2%	1.6178
Low	1.5988	1.6004	0.0016	0.1%	1.5988
Close	1.6022	1.6070	0.0048	0.3%	1.6070
Range	0.0066	0.0088	0.0022	33.3%	0.0190
ATR	0.0116	0.0114	-0.0002	-1.7%	0.0000
Volume	77,500	68,776	-8,724	-11.3%	359,355

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6319	1.6283	1.6118
R3	1.6231	1.6195	1.6094
R2	1.6143	1.6143	1.6086
R1	1.6107	1.6107	1.6078	1.6125
PP	1.6055	1.6055	1.6055	1.6065
S1	1.6019	1.6019	1.6062	1.6037
S2	1.5967	1.5967	1.6054
S3	1.5879	1.5931	1.6046
S4	1.5791	1.5843	1.6022

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6649	1.6549	1.6175
R3	1.6459	1.6359	1.6122
R2	1.6269	1.6269	1.6105
R1	1.6169	1.6169	1.6087	1.6124
PP	1.6079	1.6079	1.6079	1.6056
S1	1.5979	1.5979	1.6053	1.5934
S2	1.5889	1.5889	1.6035
S3	1.5699	1.5789	1.6018
S4	1.5509	1.5599	1.5966

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6178	1.5988	0.0190	1.2%	0.0090	0.6%	43%	False	False	71,871
10	1.6178	1.5866	0.0312	1.9%	0.0116	0.7%	65%	False	False	102,648
20	1.6277	1.5866	0.0411	2.6%	0.0122	0.8%	50%	False	False	104,552
40	1.6629	1.5866	0.0763	4.7%	0.0116	0.7%	27%	False	False	93,140
60	1.6866	1.5866	0.1000	6.2%	0.0096	0.6%	20%	False	False	62,266
80	1.7165	1.5866	0.1299	8.1%	0.0085	0.5%	16%	False	False	46,750
100	1.7165	1.5866	0.1299	8.1%	0.0077	0.5%	16%	False	False	37,421
120	1.7165	1.5866	0.1299	8.1%	0.0066	0.4%	16%	False	False	31,184

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6466
2.618	1.6322
1.618	1.6234
1.000	1.6180
0.618	1.6146
HIGH	1.6092
0.618	1.6058
0.500	1.6048
0.382	1.6038
LOW	1.6004
0.618	1.5950
1.000	1.5916
1.618	1.5862
2.618	1.5774
4.250	1.5630

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	1.6063	1.6065
PP	1.6055	1.6061
S1	1.6048	1.6056

Download as Excel Spreadsheet

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

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