CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 09-Jan-2014

Day Change Summary
	Previous	Current
	08-Jan-2014	09-Jan-2014	Change	Change %	Previous Week
Open	1.6393	1.6434	0.0041	0.3%	1.6480
High	1.6464	1.6490	0.0026	0.2%	1.6572
Low	1.6369	1.6432	0.0063	0.4%	1.6387
Close	1.6443	1.6463	0.0020	0.1%	1.6413
Range	0.0095	0.0058	-0.0037	-38.9%	0.0185
ATR	0.0097	0.0094	-0.0003	-2.9%	0.0000
Volume	88,301	82,105	-6,196	-7.0%	241,145

Daily Pivots for day following 09-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6636	1.6607	1.6495
R3	1.6578	1.6549	1.6479
R2	1.6520	1.6520	1.6474
R1	1.6491	1.6491	1.6468	1.6506
PP	1.6462	1.6462	1.6462	1.6469
S1	1.6433	1.6433	1.6458	1.6448
S2	1.6404	1.6404	1.6452
S3	1.6346	1.6375	1.6447
S4	1.6288	1.6317	1.6431

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7012	1.6898	1.6515
R3	1.6827	1.6713	1.6464
R2	1.6642	1.6642	1.6447
R1	1.6528	1.6528	1.6430	1.6493
PP	1.6457	1.6457	1.6457	1.6440
S1	1.6343	1.6343	1.6396	1.6308
S2	1.6272	1.6272	1.6379
S3	1.6087	1.6158	1.6362
S4	1.5902	1.5973	1.6311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6490	1.6329	0.0161	1.0%	0.0079	0.5%	83%	True	False	79,494
10	1.6572	1.6329	0.0243	1.5%	0.0096	0.6%	55%	False	False	66,505
20	1.6572	1.6203	0.0369	2.2%	0.0096	0.6%	70%	False	False	73,154
40	1.6572	1.5840	0.0732	4.4%	0.0096	0.6%	85%	False	False	39,689
60	1.6572	1.5840	0.0732	4.4%	0.0094	0.6%	85%	False	False	26,529
80	1.6572	1.5840	0.0732	4.4%	0.0089	0.5%	85%	False	False	19,911
100	1.6572	1.5450	0.1122	6.8%	0.0073	0.4%	90%	False	False	15,936
120	1.6572	1.5101	0.1471	8.9%	0.0065	0.4%	93%	False	False	13,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.6737
2.618	1.6642
1.618	1.6584
1.000	1.6548
0.618	1.6526
HIGH	1.6490
0.618	1.6468
0.500	1.6461
0.382	1.6454
LOW	1.6432
0.618	1.6396
1.000	1.6374
1.618	1.6338
2.618	1.6280
4.250	1.6186

Fisher Pivots for day following 09-Jan-2014
Pivot	1 day	3 day
R1	1.6462	1.6451
PP	1.6462	1.6439
S1	1.6461	1.6428

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

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