CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	1.5984	1.5904	-0.0080	-0.5%	1.6156
High	1.5986	1.5957	-0.0029	-0.2%	1.6181
Low	1.5896	1.5886	-0.0010	-0.1%	1.5896
Close	1.5911	1.5954	0.0043	0.3%	1.5911
Range	0.0090	0.0071	-0.0019	-21.1%	0.0285
ATR	0.0089	0.0087	-0.0001	-1.4%	0.0000
Volume	339	196	-143	-42.2%	1,385

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6145	1.6121	1.5993
R3	1.6074	1.6050	1.5974
R2	1.6003	1.6003	1.5967
R1	1.5979	1.5979	1.5961	1.5991
PP	1.5932	1.5932	1.5932	1.5939
S1	1.5908	1.5908	1.5947	1.5920
S2	1.5861	1.5861	1.5941
S3	1.5790	1.5837	1.5934
S4	1.5719	1.5766	1.5915

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	1.6123	1.5886	0.0237	1.5%	0.0073	0.5%	29%	False	True	295
10	1.6228	1.5886	0.0342	2.1%	0.0083	0.5%	20%	False	True	201
20	1.6228	1.5875	0.0353	2.2%	0.0090	0.6%	22%	False	False	148
40	1.6230	1.5711	0.0519	3.3%	0.0073	0.5%	47%	False	False	91
60	1.6230	1.5424	0.0806	5.1%	0.0050	0.3%	66%	False	False	76
80	1.6230	1.5081	0.1149	7.2%	0.0045	0.3%	76%	False	False	58
100	1.6230	1.4850	0.1380	8.6%	0.0039	0.2%	80%	False	False	48
120	1.6230	1.4850	0.1380	8.6%	0.0033	0.2%	80%	False	False	49

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6259
2.618	1.6143
1.618	1.6072
1.000	1.6028
0.618	1.6001
HIGH	1.5957
0.618	1.5930
0.500	1.5922
0.382	1.5913
LOW	1.5886
0.618	1.5842
1.000	1.5815
1.618	1.5771
2.618	1.5700
4.250	1.5584

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	1.5943	1.5967
PP	1.5932	1.5962
S1	1.5922	1.5958

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

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