CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	1.6622	1.6639	0.0017	0.1%	1.6725
High	1.6655	1.6665	0.0010	0.1%	1.6741
Low	1.6588	1.6604	0.0016	0.1%	1.6568
Close	1.6629	1.6665	0.0036	0.2%	1.6629
Range	0.0067	0.0061	-0.0006	-9.0%	0.0173
ATR	0.0093	0.0090	-0.0002	-2.4%	0.0000
Volume	27,131	15,306	-11,825	-43.6%	509,884

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6828	1.6807	1.6699
R3	1.6767	1.6746	1.6682
R2	1.6706	1.6706	1.6676
R1	1.6685	1.6685	1.6671	1.6696
PP	1.6645	1.6645	1.6645	1.6650
S1	1.6624	1.6624	1.6659	1.6635
S2	1.6584	1.6584	1.6654
S3	1.6523	1.6563	1.6648
S4	1.6462	1.6502	1.6631

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7165	1.7070	1.6724
R3	1.6992	1.6897	1.6677
R2	1.6819	1.6819	1.6661
R1	1.6724	1.6724	1.6645	1.6685
PP	1.6646	1.6646	1.6646	1.6627
S1	1.6551	1.6551	1.6613	1.6512
S2	1.6473	1.6473	1.6597
S3	1.6300	1.6378	1.6581
S4	1.6127	1.6205	1.6534

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6720	1.6568	0.0152	0.9%	0.0073	0.4%	64%	False	False	83,801
10	1.6784	1.6568	0.0216	1.3%	0.0082	0.5%	45%	False	False	91,053
20	1.6821	1.6568	0.0253	1.5%	0.0091	0.5%	38%	False	False	102,324
40	1.6821	1.6247	0.0574	3.4%	0.0100	0.6%	73%	False	False	106,082
60	1.6821	1.6247	0.0574	3.4%	0.0100	0.6%	73%	False	False	96,414
80	1.6821	1.6048	0.0773	4.6%	0.0098	0.6%	80%	False	False	79,305
100	1.6821	1.5840	0.0981	5.9%	0.0097	0.6%	84%	False	False	63,492
120	1.6821	1.5840	0.0981	5.9%	0.0095	0.6%	84%	False	False	52,922

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6924
2.618	1.6825
1.618	1.6764
1.000	1.6726
0.618	1.6703
HIGH	1.6665
0.618	1.6642
0.500	1.6635
0.382	1.6627
LOW	1.6604
0.618	1.6566
1.000	1.6543
1.618	1.6505
2.618	1.6444
4.250	1.6345

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	1.6655	1.6661
PP	1.6645	1.6658
S1	1.6635	1.6654

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

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