CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	1.5997	1.5957	-0.0040	-0.3%	1.6078
High	1.6017	1.5997	-0.0020	-0.1%	1.6177
Low	1.5862	1.5819	-0.0043	-0.3%	1.5936
Close	1.5972	1.5833	-0.0139	-0.9%	1.5985
Range	0.0155	0.0178	0.0023	14.8%	0.0241
ATR	0.0108	0.0113	0.0005	4.7%	0.0000
Volume	127,148	104,012	-23,136	-18.2%	398,296

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6417	1.6303	1.5931
R3	1.6239	1.6125	1.5882
R2	1.6061	1.6061	1.5866
R1	1.5947	1.5947	1.5849	1.5915
PP	1.5883	1.5883	1.5883	1.5867
S1	1.5769	1.5769	1.5817	1.5737
S2	1.5705	1.5705	1.5800
S3	1.5527	1.5591	1.5784
S4	1.5349	1.5413	1.5735

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6756	1.6611	1.6118
R3	1.6515	1.6370	1.6051
R2	1.6274	1.6274	1.6029
R1	1.6129	1.6129	1.6007	1.6081
PP	1.6033	1.6033	1.6033	1.6009
S1	1.5888	1.5888	1.5963	1.5840
S2	1.5792	1.5792	1.5941
S3	1.5551	1.5647	1.5919
S4	1.5310	1.5406	1.5852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6027	1.5819	0.0208	1.3%	0.0112	0.7%	7%	False	True	97,241
10	1.6177	1.5819	0.0358	2.3%	0.0106	0.7%	4%	False	True	85,202
20	1.6178	1.5819	0.0359	2.3%	0.0113	0.7%	4%	False	True	94,977
40	1.6515	1.5819	0.0696	4.4%	0.0116	0.7%	2%	False	True	105,143
60	1.6719	1.5819	0.0900	5.7%	0.0103	0.7%	2%	False	True	75,269
80	1.7093	1.5819	0.1274	8.0%	0.0090	0.6%	1%	False	True	56,519
100	1.7165	1.5819	0.1346	8.5%	0.0083	0.5%	1%	False	True	45,247
120	1.7165	1.5819	0.1346	8.5%	0.0073	0.5%	1%	False	True	37,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6754
2.618	1.6463
1.618	1.6285
1.000	1.6175
0.618	1.6107
HIGH	1.5997
0.618	1.5929
0.500	1.5908
0.382	1.5887
LOW	1.5819
0.618	1.5709
1.000	1.5641
1.618	1.5531
2.618	1.5353
4.250	1.5063

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	1.5908	1.5918
PP	1.5883	1.5890
S1	1.5858	1.5861

Download as Excel Spreadsheet

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

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