CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	1.6305	1.6310	0.0005	0.0%	1.6469
High	1.6325	1.6328	0.0003	0.0%	1.6601
Low	1.6239	1.6259	0.0020	0.1%	1.6414
Close	1.6295	1.6305	0.0010	0.1%	1.6416
Range	0.0086	0.0069	-0.0017	-19.8%	0.0187
ATR	0.0092	0.0091	-0.0002	-1.8%	0.0000
Volume	211	315	104	49.3%	1,756

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6504	1.6474	1.6343
R3	1.6435	1.6405	1.6324
R2	1.6366	1.6366	1.6318
R1	1.6336	1.6336	1.6311	1.6317
PP	1.6297	1.6297	1.6297	1.6288
S1	1.6267	1.6267	1.6299	1.6248
S2	1.6228	1.6228	1.6292
S3	1.6159	1.6198	1.6286
S4	1.6090	1.6129	1.6267

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	1.6481	1.6239	0.0242	1.5%	0.0089	0.5%	27%	False	False	265
10	1.6648	1.6239	0.0409	2.5%	0.0098	0.6%	16%	False	False	327
20	1.6648	1.6239	0.0409	2.5%	0.0096	0.6%	16%	False	False	269
40	1.6648	1.6194	0.0454	2.8%	0.0076	0.5%	24%	False	False	285
60	1.6648	1.5864	0.0784	4.8%	0.0058	0.4%	56%	False	False	282
80	1.6648	1.5864	0.0784	4.8%	0.0044	0.3%	56%	False	False	221
100	1.6648	1.5864	0.0784	4.8%	0.0035	0.2%	56%	False	False	181
120	1.6648	1.5466	0.1182	7.2%	0.0029	0.2%	71%	False	False	156

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6621
2.618	1.6509
1.618	1.6440
1.000	1.6397
0.618	1.6371
HIGH	1.6328
0.618	1.6302
0.500	1.6294
0.382	1.6285
LOW	1.6259
0.618	1.6216
1.000	1.6190
1.618	1.6147
2.618	1.6078
4.250	1.5966

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	1.6301	1.6298
PP	1.6297	1.6291
S1	1.6294	1.6284

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

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