CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	1.5248	1.5050	-0.0198	-1.3%	1.5184
High	1.5251	1.5050	-0.0201	-1.3%	1.5251
Low	1.5248	1.4880	-0.0368	-2.4%	1.4880
Close	1.5251	1.4881	-0.0370	-2.4%	1.4881
Range	0.0003	0.0170	0.0167	5,566.7%	0.0371
ATR	0.0060	0.0082	0.0022	37.3%	0.0000
Volume	4	14	10	250.0%	24

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.5447	1.5334	1.4975
R3	1.5277	1.5164	1.4928
R2	1.5107	1.5107	1.4912
R1	1.4994	1.4994	1.4897	1.4966
PP	1.4937	1.4937	1.4937	1.4923
S1	1.4824	1.4824	1.4865	1.4796
S2	1.4767	1.4767	1.4850
S3	1.4597	1.4654	1.4834
S4	1.4427	1.4484	1.4788

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6117	1.5870	1.5085
R3	1.5746	1.5499	1.4983
R2	1.5375	1.5375	1.4949
R1	1.5128	1.5128	1.4915	1.5066
PP	1.5004	1.5004	1.5004	1.4973
S1	1.4757	1.4757	1.4847	1.4695
S2	1.4633	1.4633	1.4813
S3	1.4262	1.4386	1.4779
S4	1.3891	1.4015	1.4677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5251	1.4880	0.0371	2.5%	0.0044	0.3%	0%	False	True	5
10	1.5418	1.4880	0.0538	3.6%	0.0023	0.2%	0%	False	True	4
20	1.5680	1.4880	0.0800	5.4%	0.0011	0.1%	0%	False	True	9
40	1.5680	1.4880	0.0800	5.4%	0.0006	0.0%	0%	False	True	36

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	0.0002
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.5773
2.618	1.5495
1.618	1.5325
1.000	1.5220
0.618	1.5155
HIGH	1.5050
0.618	1.4985
0.500	1.4965
0.382	1.4945
LOW	1.4880
0.618	1.4775
1.000	1.4710
1.618	1.4605
2.618	1.4435
4.250	1.4158

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	1.4965	1.5066
PP	1.4937	1.5004
S1	1.4909	1.4943

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

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