CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	1.6030	1.6056	0.0026	0.2%	1.6156
High	1.6097	1.6097	0.0000	0.0%	1.6181
Low	1.6030	1.5998	-0.0032	-0.2%	1.5896
Close	1.6066	1.6072	0.0006	0.0%	1.5911
Range	0.0067	0.0099	0.0032	47.8%	0.0285
ATR	0.0087	0.0088	0.0001	1.0%	0.0000
Volume	854	204	-650	-76.1%	1,385

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6353	1.6311	1.6126
R3	1.6254	1.6212	1.6099
R2	1.6155	1.6155	1.6090
R1	1.6113	1.6113	1.6081	1.6134
PP	1.6056	1.6056	1.6056	1.6066
S1	1.6014	1.6014	1.6063	1.6035
S2	1.5957	1.5957	1.6054
S3	1.5858	1.5915	1.6045
S4	1.5759	1.5816	1.6018

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%	0.0087	0.5%	88%	True	False	361
10	1.6228	1.5886	0.0342	2.1%	0.0079	0.5%	54%	False	False	300
20	1.6228	1.5875	0.0353	2.2%	0.0087	0.5%	56%	False	False	194
40	1.6230	1.5859	0.0371	2.3%	0.0079	0.5%	57%	False	False	122
60	1.6230	1.5450	0.0780	4.9%	0.0055	0.3%	80%	False	False	94
80	1.6230	1.5101	0.1129	7.0%	0.0047	0.3%	86%	False	False	74
100	1.6230	1.4850	0.1380	8.6%	0.0042	0.3%	89%	False	False	60
120	1.6230	1.4850	0.1380	8.6%	0.0035	0.2%	89%	False	False	56

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6518
2.618	1.6356
1.618	1.6257
1.000	1.6196
0.618	1.6158
HIGH	1.6097
0.618	1.6059
0.500	1.6048
0.382	1.6036
LOW	1.5998
0.618	1.5937
1.000	1.5899
1.618	1.5838
2.618	1.5739
4.250	1.5577

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	1.6064	1.6054
PP	1.6056	1.6036
S1	1.6048	1.6018

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

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