CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	1.6736	1.6664	-0.0072	-0.4%	1.6630
High	1.6757	1.6715	-0.0042	-0.3%	1.6767
Low	1.6651	1.6638	-0.0013	-0.1%	1.6581
Close	1.6658	1.6672	0.0014	0.1%	1.6757
Range	0.0106	0.0077	-0.0029	-27.4%	0.0186
ATR	0.0101	0.0099	-0.0002	-1.7%	0.0000
Volume	94,018	83,676	-10,342	-11.0%	500,833

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6906	1.6866	1.6714
R3	1.6829	1.6789	1.6693
R2	1.6752	1.6752	1.6686
R1	1.6712	1.6712	1.6679	1.6732
PP	1.6675	1.6675	1.6675	1.6685
S1	1.6635	1.6635	1.6665	1.6655
S2	1.6598	1.6598	1.6658
S3	1.6521	1.6558	1.6651
S4	1.6444	1.6481	1.6630

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7260	1.7194	1.6859
R3	1.7074	1.7008	1.6808
R2	1.6888	1.6888	1.6791
R1	1.6822	1.6822	1.6774	1.6855
PP	1.6702	1.6702	1.6702	1.6718
S1	1.6636	1.6636	1.6740	1.6669
S2	1.6516	1.6516	1.6723
S3	1.6330	1.6450	1.6706
S4	1.6144	1.6264	1.6655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6767	1.6615	0.0152	0.9%	0.0088	0.5%	38%	False	False	93,281
10	1.6767	1.6581	0.0186	1.1%	0.0091	0.5%	49%	False	False	102,631
20	1.6821	1.6247	0.0574	3.4%	0.0098	0.6%	74%	False	False	106,976
40	1.6821	1.6247	0.0574	3.4%	0.0104	0.6%	74%	False	False	106,219
60	1.6821	1.6203	0.0618	3.7%	0.0102	0.6%	76%	False	False	91,391
80	1.6821	1.5840	0.0981	5.9%	0.0100	0.6%	85%	False	False	69,002
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	85%	False	False	55,233
120	1.6821	1.5758	0.1063	6.4%	0.0092	0.6%	86%	False	False	46,033

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	0.0029
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.7042
2.618	1.6917
1.618	1.6840
1.000	1.6792
0.618	1.6763
HIGH	1.6715
0.618	1.6686
0.500	1.6677
0.382	1.6667
LOW	1.6638
0.618	1.6590
1.000	1.6561
1.618	1.6513
2.618	1.6436
4.250	1.6311

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	1.6677	1.6703
PP	1.6675	1.6692
S1	1.6674	1.6682

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

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