CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	1.5833	1.5877	0.0044	0.3%	1.5969
High	1.5883	1.5913	0.0030	0.2%	1.6027
Low	1.5786	1.5836	0.0050	0.3%	1.5786
Close	1.5860	1.5847	-0.0013	-0.1%	1.5860
Range	0.0097	0.0077	-0.0020	-20.6%	0.0241
ATR	0.0112	0.0109	-0.0002	-2.2%	0.0000
Volume	105,203	64,208	-40,995	-39.0%	490,159

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6096	1.6049	1.5889
R3	1.6019	1.5972	1.5868
R2	1.5942	1.5942	1.5861
R1	1.5895	1.5895	1.5854	1.5880
PP	1.5865	1.5865	1.5865	1.5858
S1	1.5818	1.5818	1.5840	1.5803
S2	1.5788	1.5788	1.5833
S3	1.5711	1.5741	1.5826
S4	1.5634	1.5664	1.5805

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6614	1.6478	1.5993
R3	1.6373	1.6237	1.5926
R2	1.6132	1.6132	1.5904
R1	1.5996	1.5996	1.5882	1.5944
PP	1.5891	1.5891	1.5891	1.5865
S1	1.5755	1.5755	1.5838	1.5703
S2	1.5650	1.5650	1.5816
S3	1.5409	1.5514	1.5794
S4	1.5168	1.5273	1.5727

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6017	1.5786	0.0231	1.5%	0.0112	0.7%	26%	False	False	93,866
10	1.6177	1.5786	0.0391	2.5%	0.0108	0.7%	16%	False	False	90,125
20	1.6178	1.5786	0.0392	2.5%	0.0111	0.7%	16%	False	False	95,458
40	1.6515	1.5786	0.0729	4.6%	0.0117	0.7%	8%	False	False	104,942
60	1.6719	1.5786	0.0933	5.9%	0.0105	0.7%	7%	False	False	78,074
80	1.7070	1.5786	0.1284	8.1%	0.0091	0.6%	5%	False	False	58,635
100	1.7165	1.5786	0.1379	8.7%	0.0084	0.5%	4%	False	False	46,939
120	1.7165	1.5786	0.1379	8.7%	0.0074	0.5%	4%	False	False	39,123

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

Fibonacci Retracements and Extensions
4.250	1.6240
2.618	1.6115
1.618	1.6038
1.000	1.5990
0.618	1.5961
HIGH	1.5913
0.618	1.5884
0.500	1.5875
0.382	1.5865
LOW	1.5836
0.618	1.5788
1.000	1.5759
1.618	1.5711
2.618	1.5634
4.250	1.5509

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	1.5875	1.5892
PP	1.5865	1.5877
S1	1.5856	1.5862

Download as Excel Spreadsheet

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

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