CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	1.6725	1.6645	-0.0080	-0.5%	1.6736
High	1.6741	1.6652	-0.0089	-0.5%	1.6784
Low	1.6620	1.6596	-0.0024	-0.1%	1.6638
Close	1.6639	1.6626	-0.0013	-0.1%	1.6725
Range	0.0121	0.0056	-0.0065	-53.7%	0.0146
ATR	0.0098	0.0095	-0.0003	-3.1%	0.0000
Volume	106,184	109,190	3,006	2.8%	479,365

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6793	1.6765	1.6657
R3	1.6737	1.6709	1.6641
R2	1.6681	1.6681	1.6636
R1	1.6653	1.6653	1.6631	1.6639
PP	1.6625	1.6625	1.6625	1.6618
S1	1.6597	1.6597	1.6621	1.6583
S2	1.6569	1.6569	1.6616
S3	1.6513	1.6541	1.6611
S4	1.6457	1.6485	1.6595

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7154	1.7085	1.6805
R3	1.7008	1.6939	1.6765
R2	1.6862	1.6862	1.6752
R1	1.6793	1.6793	1.6738	1.6755
PP	1.6716	1.6716	1.6716	1.6696
S1	1.6647	1.6647	1.6712	1.6609
S2	1.6570	1.6570	1.6698
S3	1.6424	1.6501	1.6685
S4	1.6278	1.6355	1.6645

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6784	1.6596	0.0188	1.1%	0.0087	0.5%	16%	False	True	103,409
10	1.6784	1.6596	0.0188	1.1%	0.0087	0.5%	16%	False	True	98,345
20	1.6821	1.6387	0.0434	2.6%	0.0098	0.6%	55%	False	False	109,601
40	1.6821	1.6247	0.0574	3.5%	0.0103	0.6%	66%	False	False	108,195
60	1.6821	1.6203	0.0618	3.7%	0.0101	0.6%	68%	False	False	97,117
80	1.6821	1.5872	0.0949	5.7%	0.0100	0.6%	79%	False	False	75,445
100	1.6821	1.5840	0.0981	5.9%	0.0098	0.6%	80%	False	False	60,398
120	1.6821	1.5840	0.0981	5.9%	0.0095	0.6%	80%	False	False	50,341

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	0.0021
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1.6890
2.618	1.6799
1.618	1.6743
1.000	1.6708
0.618	1.6687
HIGH	1.6652
0.618	1.6631
0.500	1.6624
0.382	1.6617
LOW	1.6596
0.618	1.6561
1.000	1.6540
1.618	1.6505
2.618	1.6449
4.250	1.6358

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	1.6625	1.6690
PP	1.6625	1.6669
S1	1.6624	1.6647

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

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