CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	1.5678	1.5688	0.0010	0.1%	1.5662
High	1.5736	1.5712	-0.0024	-0.2%	1.5736
Low	1.5629	1.5624	-0.0005	0.0%	1.5587
Close	1.5696	1.5643	-0.0053	-0.3%	1.5643
Range	0.0107	0.0088	-0.0019	-17.8%	0.0149
ATR	0.0110	0.0108	-0.0002	-1.4%	0.0000
Volume	94,568	82,233	-12,335	-13.0%	442,435

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.5924	1.5871	1.5691
R3	1.5836	1.5783	1.5667
R2	1.5748	1.5748	1.5659
R1	1.5695	1.5695	1.5651	1.5678
PP	1.5660	1.5660	1.5660	1.5651
S1	1.5607	1.5607	1.5635	1.5590
S2	1.5572	1.5572	1.5627
S3	1.5484	1.5519	1.5619
S4	1.5396	1.5431	1.5595

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6102	1.6022	1.5725
R3	1.5953	1.5873	1.5684
R2	1.5804	1.5804	1.5670
R1	1.5724	1.5724	1.5657	1.5690
PP	1.5655	1.5655	1.5655	1.5638
S1	1.5575	1.5575	1.5629	1.5541
S2	1.5506	1.5506	1.5616
S3	1.5357	1.5426	1.5602
S4	1.5208	1.5277	1.5561

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5736	1.5587	0.0149	1.0%	0.0098	0.6%	38%	False	False	88,487
10	1.5942	1.5587	0.0355	2.3%	0.0105	0.7%	16%	False	False	91,145
20	1.6177	1.5587	0.0590	3.8%	0.0106	0.7%	9%	False	False	89,995
40	1.6277	1.5587	0.0690	4.4%	0.0114	0.7%	8%	False	False	97,273
60	1.6629	1.5587	0.1042	6.7%	0.0112	0.7%	5%	False	False	92,092
80	1.6866	1.5587	0.1279	8.2%	0.0098	0.6%	4%	False	False	69,198
100	1.7165	1.5587	0.1578	10.1%	0.0089	0.6%	4%	False	False	55,399
120	1.7165	1.5587	0.1578	10.1%	0.0082	0.5%	4%	False	False	46,183

Crabel Price Patterns
NR	True
NR4	False
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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6086
2.618	1.5942
1.618	1.5854
1.000	1.5800
0.618	1.5766
HIGH	1.5712
0.618	1.5678
0.500	1.5668
0.382	1.5658
LOW	1.5624
0.618	1.5570
1.000	1.5536
1.618	1.5482
2.618	1.5394
4.250	1.5250

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	1.5668	1.5662
PP	1.5660	1.5655
S1	1.5651	1.5649

Download as Excel Spreadsheet

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

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