CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	1.5963	1.6030	0.0067	0.4%	1.6156
High	1.6045	1.6097	0.0052	0.3%	1.6181
Low	1.5939	1.6030	0.0091	0.6%	1.5896
Close	1.6032	1.6066	0.0034	0.2%	1.5911
Range	0.0106	0.0067	-0.0039	-36.8%	0.0285
ATR	0.0089	0.0087	-0.0002	-1.7%	0.0000
Volume	214	854	640	299.1%	1,385

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6265	1.6233	1.6103
R3	1.6198	1.6166	1.6084
R2	1.6131	1.6131	1.6078
R1	1.6099	1.6099	1.6072	1.6115
PP	1.6064	1.6064	1.6064	1.6073
S1	1.6032	1.6032	1.6060	1.6048
S2	1.5997	1.5997	1.6054
S3	1.5930	1.5965	1.6048
S4	1.5863	1.5898	1.6029

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	1.6097	1.5886	0.0211	1.3%	0.0074	0.5%	85%	True	False	388
10	1.6228	1.5886	0.0342	2.1%	0.0076	0.5%	53%	False	False	294
20	1.6228	1.5875	0.0353	2.2%	0.0085	0.5%	54%	False	False	187
40	1.6230	1.5793	0.0437	2.7%	0.0077	0.5%	62%	False	False	117
60	1.6230	1.5450	0.0780	4.9%	0.0053	0.3%	79%	False	False	90
80	1.6230	1.5090	0.1140	7.1%	0.0047	0.3%	86%	False	False	71
100	1.6230	1.4850	0.1380	8.6%	0.0041	0.3%	88%	False	False	58
120	1.6230	1.4850	0.1380	8.6%	0.0034	0.2%	88%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6382
2.618	1.6272
1.618	1.6205
1.000	1.6164
0.618	1.6138
HIGH	1.6097
0.618	1.6071
0.500	1.6064
0.382	1.6056
LOW	1.6030
0.618	1.5989
1.000	1.5963
1.618	1.5922
2.618	1.5855
4.250	1.5745

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	1.6065	1.6041
PP	1.6064	1.6016
S1	1.6064	1.5992

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

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