CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 01-Nov-2013

Day Change Summary
	Previous	Current
	31-Oct-2013	01-Nov-2013	Change	Change %	Previous Week
Open	1.6010	1.5984	-0.0026	-0.2%	1.6156
High	1.6047	1.5986	-0.0061	-0.4%	1.6181
Low	1.6010	1.5896	-0.0114	-0.7%	1.5896
Close	1.6037	1.5911	-0.0126	-0.8%	1.5911
Range	0.0037	0.0090	0.0053	143.2%	0.0285
ATR	0.0085	0.0089	0.0004	4.8%	0.0000
Volume	337	339	2	0.6%	1,385

Daily Pivots for day following 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6201	1.6146	1.5961
R3	1.6111	1.6056	1.5936
R2	1.6021	1.6021	1.5928
R1	1.5966	1.5966	1.5919	1.5949
PP	1.5931	1.5931	1.5931	1.5922
S1	1.5876	1.5876	1.5903	1.5859
S2	1.5841	1.5841	1.5895
S3	1.5751	1.5786	1.5886
S4	1.5661	1.5696	1.5862

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6851	1.6666	1.6068
R3	1.6566	1.6381	1.5989
R2	1.6281	1.6281	1.5963
R1	1.6096	1.6096	1.5937	1.6046
PP	1.5996	1.5996	1.5996	1.5971
S1	1.5811	1.5811	1.5885	1.5761
S2	1.5711	1.5711	1.5859
S3	1.5426	1.5526	1.5833
S4	1.5141	1.5241	1.5754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6181	1.5896	0.0285	1.8%	0.0071	0.4%	5%	False	True	277
10	1.6228	1.5896	0.0332	2.1%	0.0078	0.5%	5%	False	True	190
20	1.6228	1.5875	0.0353	2.2%	0.0090	0.6%	10%	False	False	141
40	1.6230	1.5682	0.0548	3.4%	0.0072	0.5%	42%	False	False	87
60	1.6230	1.5424	0.0806	5.1%	0.0049	0.3%	60%	False	False	72
80	1.6230	1.5081	0.1149	7.2%	0.0045	0.3%	72%	False	False	56
100	1.6230	1.4850	0.1380	8.7%	0.0038	0.2%	77%	False	False	46
120	1.6230	1.4850	0.1380	8.7%	0.0032	0.2%	77%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6369
2.618	1.6222
1.618	1.6132
1.000	1.6076
0.618	1.6042
HIGH	1.5986
0.618	1.5952
0.500	1.5941
0.382	1.5930
LOW	1.5896
0.618	1.5840
1.000	1.5806
1.618	1.5750
2.618	1.5660
4.250	1.5514

Fisher Pivots for day following 01-Nov-2013
Pivot	1 day	3 day
R1	1.5941	1.5974
PP	1.5931	1.5953
S1	1.5921	1.5932

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

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