CME British Pound Future March 2015

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

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	1.6790	1.6846	0.0056	0.3%	1.6809
High	1.6790	1.6846	0.0056	0.3%	1.6809
Low	1.6790	1.6846	0.0056	0.3%	1.6721
Close	1.6790	1.6846	0.0056	0.3%	1.6770
Range
ATR	0.0034	0.0035	0.0002	4.7%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6846	1.6846	1.6846
R3	1.6846	1.6846	1.6846
R2	1.6846	1.6846	1.6846
R1	1.6846	1.6846	1.6846	1.6846
PP	1.6846	1.6846	1.6846	1.6846
S1	1.6846	1.6846	1.6846	1.6846
S2	1.6846	1.6846	1.6846
S3	1.6846	1.6846	1.6846
S4	1.6846	1.6846	1.6846

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7031	1.6988	1.6818
R3	1.6943	1.6900	1.6794
R2	1.6855	1.6855	1.6786
R1	1.6812	1.6812	1.6778	1.6790
PP	1.6767	1.6767	1.6767	1.6755
S1	1.6724	1.6724	1.6762	1.6702
S2	1.6679	1.6679	1.6754
S3	1.6591	1.6636	1.6746
S4	1.6503	1.6548	1.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6846	1.6747	0.0099	0.6%	0.0000	0.0%	100%	True	False	1
10	1.6889	1.6721	0.0168	1.0%	0.0000	0.0%	74%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.6846
2.618	1.6846
1.618	1.6846
1.000	1.6846
0.618	1.6846
HIGH	1.6846
0.618	1.6846
0.500	1.6846
0.382	1.6846
LOW	1.6846
0.618	1.6846
1.000	1.6846
1.618	1.6846
2.618	1.6846
4.250	1.6846

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	1.6846	1.6833
PP	1.6846	1.6820
S1	1.6846	1.6808

Download as Excel Spreadsheet

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

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