CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	1.6649	1.6630	-0.0019	-0.1%	1.6752
High	1.6723	1.6676	-0.0047	-0.3%	1.6821
Low	1.6608	1.6581	-0.0027	-0.2%	1.6608
Close	1.6643	1.6662	0.0019	0.1%	1.6643
Range	0.0115	0.0095	-0.0020	-17.4%	0.0213
ATR	0.0107	0.0106	-0.0001	-0.8%	0.0000
Volume	122,627	86,139	-36,488	-29.8%	541,096

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6925	1.6888	1.6714
R3	1.6830	1.6793	1.6688
R2	1.6735	1.6735	1.6679
R1	1.6698	1.6698	1.6671	1.6717
PP	1.6640	1.6640	1.6640	1.6649
S1	1.6603	1.6603	1.6653	1.6622
S2	1.6545	1.6545	1.6645
S3	1.6450	1.6508	1.6636
S4	1.6355	1.6413	1.6610

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7330	1.7199	1.6760
R3	1.7117	1.6986	1.6702
R2	1.6904	1.6904	1.6682
R1	1.6773	1.6773	1.6663	1.6732
PP	1.6691	1.6691	1.6691	1.6670
S1	1.6560	1.6560	1.6623	1.6519
S2	1.6478	1.6478	1.6604
S3	1.6265	1.6347	1.6584
S4	1.6052	1.6134	1.6526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6821	1.6581	0.0240	1.4%	0.0111	0.7%	34%	False	True	125,447
10	1.6821	1.6377	0.0444	2.7%	0.0106	0.6%	64%	False	False	114,029
20	1.6821	1.6247	0.0574	3.4%	0.0103	0.6%	72%	False	False	107,945
40	1.6821	1.6247	0.0574	3.4%	0.0107	0.6%	72%	False	False	100,093
60	1.6821	1.6126	0.0695	4.2%	0.0103	0.6%	77%	False	False	82,035
80	1.6821	1.5840	0.0981	5.9%	0.0099	0.6%	84%	False	False	61,618
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	84%	False	False	49,313
120	1.6821	1.5543	0.1278	7.7%	0.0088	0.5%	88%	False	False	41,097

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	0.0030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7080
2.618	1.6925
1.618	1.6830
1.000	1.6771
0.618	1.6735
HIGH	1.6676
0.618	1.6640
0.500	1.6629
0.382	1.6617
LOW	1.6581
0.618	1.6522
1.000	1.6486
1.618	1.6427
2.618	1.6332
4.250	1.6177

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	1.6651	1.6659
PP	1.6640	1.6655
S1	1.6629	1.6652

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

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