CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 19-Nov-2014

Day Change Summary
	Previous	Current
	18-Nov-2014	19-Nov-2014	Change	Change %	Previous Week
Open	1.5631	1.5622	-0.0009	-0.1%	1.5877
High	1.5676	1.5718	0.0042	0.3%	1.5942
Low	1.5626	1.5587	-0.0039	-0.2%	1.5589
Close	1.5632	1.5675	0.0043	0.3%	1.5677
Range	0.0050	0.0131	0.0081	162.0%	0.0353
ATR	0.0108	0.0110	0.0002	1.5%	0.0000
Volume	78,773	109,604	30,831	39.1%	469,017

Daily Pivots for day following 19-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6053	1.5995	1.5747
R3	1.5922	1.5864	1.5711
R2	1.5791	1.5791	1.5699
R1	1.5733	1.5733	1.5687	1.5762
PP	1.5660	1.5660	1.5660	1.5675
S1	1.5602	1.5602	1.5663	1.5631
S2	1.5529	1.5529	1.5651
S3	1.5398	1.5471	1.5639
S4	1.5267	1.5340	1.5603

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6795	1.6589	1.5871
R3	1.6442	1.6236	1.5774
R2	1.6089	1.6089	1.5742
R1	1.5883	1.5883	1.5709	1.5810
PP	1.5736	1.5736	1.5736	1.5699
S1	1.5530	1.5530	1.5645	1.5457
S2	1.5383	1.5383	1.5612
S3	1.5030	1.5177	1.5580
S4	1.4677	1.4824	1.5483

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5778	1.5587	0.0191	1.2%	0.0100	0.6%	46%	False	True	91,250
10	1.5997	1.5587	0.0410	2.6%	0.0113	0.7%	21%	False	True	94,386
20	1.6177	1.5587	0.0590	3.8%	0.0104	0.7%	15%	False	True	88,469
40	1.6331	1.5587	0.0744	4.7%	0.0113	0.7%	12%	False	True	98,368
60	1.6629	1.5587	0.1042	6.6%	0.0111	0.7%	8%	False	True	89,163
80	1.6921	1.5587	0.1334	8.5%	0.0097	0.6%	7%	False	True	66,998
100	1.7165	1.5587	0.1578	10.1%	0.0088	0.6%	6%	False	True	53,635
120	1.7165	1.5587	0.1578	10.1%	0.0080	0.5%	6%	False	True	44,710

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6275
2.618	1.6061
1.618	1.5930
1.000	1.5849
0.618	1.5799
HIGH	1.5718
0.618	1.5668
0.500	1.5653
0.382	1.5637
LOW	1.5587
0.618	1.5506
1.000	1.5456
1.618	1.5375
2.618	1.5244
4.250	1.5030

Fisher Pivots for day following 19-Nov-2014
Pivot	1 day	3 day
R1	1.5668	1.5670
PP	1.5660	1.5665
S1	1.5653	1.5660

Download as Excel Spreadsheet

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

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