CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	1.6166	1.6156	-0.0010	-0.1%	1.6145
High	1.6228	1.6181	-0.0047	-0.3%	1.6228
Low	1.6133	1.6122	-0.0011	-0.1%	1.6102
Close	1.6156	1.6141	-0.0015	-0.1%	1.6156
Range	0.0095	0.0059	-0.0036	-37.9%	0.0126
ATR	0.0089	0.0087	-0.0002	-2.4%	0.0000
Volume	148	102	-46	-31.1%	515

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6325	1.6292	1.6173
R3	1.6266	1.6233	1.6157
R2	1.6207	1.6207	1.6152
R1	1.6174	1.6174	1.6146	1.6161
PP	1.6148	1.6148	1.6148	1.6142
S1	1.6115	1.6115	1.6136	1.6102
S2	1.6089	1.6089	1.6130
S3	1.6030	1.6056	1.6125
S4	1.5971	1.5997	1.6109

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6540	1.6474	1.6225
R3	1.6414	1.6348	1.6191
R2	1.6288	1.6288	1.6179
R1	1.6222	1.6222	1.6168	1.6255
PP	1.6162	1.6162	1.6162	1.6179
S1	1.6096	1.6096	1.6144	1.6129
S2	1.6036	1.6036	1.6133
S3	1.5910	1.5970	1.6121
S4	1.5784	1.5844	1.6087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6228	1.6102	0.0126	0.8%	0.0092	0.6%	31%	False	False	107
10	1.6228	1.5875	0.0353	2.2%	0.0099	0.6%	75%	False	False	98
20	1.6230	1.5875	0.0355	2.2%	0.0093	0.6%	75%	False	False	92
40	1.6230	1.5543	0.0687	4.3%	0.0064	0.4%	87%	False	False	56
60	1.6230	1.5204	0.1026	6.4%	0.0049	0.3%	91%	False	False	52
80	1.6230	1.4850	0.1380	8.5%	0.0041	0.3%	94%	False	False	41
100	1.6230	1.4850	0.1380	8.5%	0.0035	0.2%	94%	False	False	34
120	1.6230	1.4850	0.1380	8.5%	0.0030	0.2%	94%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6432
2.618	1.6335
1.618	1.6276
1.000	1.6240
0.618	1.6217
HIGH	1.6181
0.618	1.6158
0.500	1.6152
0.382	1.6145
LOW	1.6122
0.618	1.6086
1.000	1.6063
1.618	1.6027
2.618	1.5968
4.250	1.5871

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	1.6152	1.6175
PP	1.6148	1.6164
S1	1.6145	1.6152

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

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