CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	1.6407	1.6480	0.0073	0.4%	1.6322
High	1.6570	1.6525	-0.0045	-0.3%	1.6570
Low	1.6399	1.6452	0.0053	0.3%	1.6314
Close	1.6453	1.6512	0.0059	0.4%	1.6453
Range	0.0171	0.0073	-0.0098	-57.3%	0.0256
ATR	0.0099	0.0097	-0.0002	-1.8%	0.0000
Volume	85,287	45,497	-39,790	-46.7%	174,952

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6715	1.6687	1.6552
R3	1.6642	1.6614	1.6532
R2	1.6569	1.6569	1.6525
R1	1.6541	1.6541	1.6519	1.6555
PP	1.6496	1.6496	1.6496	1.6504
S1	1.6468	1.6468	1.6505	1.6482
S2	1.6423	1.6423	1.6499
S3	1.6350	1.6395	1.6492
S4	1.6277	1.6322	1.6472

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.7214	1.7089	1.6594
R3	1.6958	1.6833	1.6523
R2	1.6702	1.6702	1.6500
R1	1.6577	1.6577	1.6476	1.6640
PP	1.6446	1.6446	1.6446	1.6477
S1	1.6321	1.6321	1.6430	1.6384
S2	1.6190	1.6190	1.6406
S3	1.5934	1.6065	1.6383
S4	1.5678	1.5809	1.6312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6570	1.6314	0.0256	1.6%	0.0084	0.5%	77%	False	False	44,089
10	1.6570	1.6203	0.0367	2.2%	0.0096	0.6%	84%	False	False	67,234
20	1.6570	1.6203	0.0367	2.2%	0.0095	0.6%	84%	False	False	52,809
40	1.6570	1.5840	0.0730	4.4%	0.0095	0.6%	92%	False	False	26,913
60	1.6570	1.5840	0.0730	4.4%	0.0094	0.6%	92%	False	False	17,985
80	1.6570	1.5614	0.0956	5.8%	0.0082	0.5%	94%	False	False	13,496
100	1.6570	1.5424	0.1146	6.9%	0.0067	0.4%	95%	False	False	10,805
120	1.6570	1.5081	0.1489	9.0%	0.0061	0.4%	96%	False	False	9,005

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6835
2.618	1.6716
1.618	1.6643
1.000	1.6598
0.618	1.6570
HIGH	1.6525
0.618	1.6497
0.500	1.6489
0.382	1.6480
LOW	1.6452
0.618	1.6407
1.000	1.6379
1.618	1.6334
2.618	1.6261
4.250	1.6142

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	1.6504	1.6498
PP	1.6496	1.6483
S1	1.6489	1.6469

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

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