CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	1.6538	1.6476	-0.0062	-0.4%	1.6469
High	1.6544	1.6481	-0.0063	-0.4%	1.6601
Low	1.6433	1.6414	-0.0019	-0.1%	1.6414
Close	1.6460	1.6416	-0.0044	-0.3%	1.6416
Range	0.0111	0.0067	-0.0044	-39.6%	0.0187
ATR	0.0092	0.0090	-0.0002	-1.9%	0.0000
Volume	637	246	-391	-61.4%	1,756

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6638	1.6594	1.6453
R3	1.6571	1.6527	1.6434
R2	1.6504	1.6504	1.6428
R1	1.6460	1.6460	1.6422	1.6449
PP	1.6437	1.6437	1.6437	1.6431
S1	1.6393	1.6393	1.6410	1.6382
S2	1.6370	1.6370	1.6404
S3	1.6303	1.6326	1.6398
S4	1.6236	1.6259	1.6379

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7038	1.6914	1.6519
R3	1.6851	1.6727	1.6467
R2	1.6664	1.6664	1.6450
R1	1.6540	1.6540	1.6433	1.6509
PP	1.6477	1.6477	1.6477	1.6461
S1	1.6353	1.6353	1.6399	1.6322
S2	1.6290	1.6290	1.6382
S3	1.6103	1.6166	1.6365
S4	1.5916	1.5979	1.6313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6601	1.6414	0.0187	1.1%	0.0084	0.5%	1%	False	True	351
10	1.6648	1.6295	0.0353	2.2%	0.0103	0.6%	34%	False	False	303
20	1.6648	1.6295	0.0353	2.2%	0.0090	0.5%	34%	False	False	231
40	1.6648	1.6194	0.0454	2.8%	0.0070	0.4%	49%	False	False	389
60	1.6648	1.5864	0.0784	4.8%	0.0052	0.3%	70%	False	False	273
80	1.6648	1.5864	0.0784	4.8%	0.0039	0.2%	70%	False	False	208
100	1.6648	1.5701	0.0947	5.8%	0.0031	0.2%	76%	False	False	170
120	1.6648	1.5416	0.1232	7.5%	0.0026	0.2%	81%	False	False	148

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6766
2.618	1.6656
1.618	1.6589
1.000	1.6548
0.618	1.6522
HIGH	1.6481
0.618	1.6455
0.500	1.6448
0.382	1.6440
LOW	1.6414
0.618	1.6373
1.000	1.6347
1.618	1.6306
2.618	1.6239
4.250	1.6129

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	1.6448	1.6499
PP	1.6437	1.6471
S1	1.6427	1.6444

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

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