CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	1.6308	1.6391	0.0083	0.5%	1.6413
High	1.6400	1.6409	0.0009	0.1%	1.6418
Low	1.6294	1.6368	0.0074	0.5%	1.6239
Close	1.6395	1.6388	-0.0007	0.0%	1.6395
Range	0.0106	0.0041	-0.0065	-61.3%	0.0179
ATR	0.0092	0.0088	-0.0004	-4.0%	0.0000
Volume	294	346	52	17.7%	1,373

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6511	1.6491	1.6411
R3	1.6470	1.6450	1.6399
R2	1.6429	1.6429	1.6396
R1	1.6409	1.6409	1.6392	1.6399
PP	1.6388	1.6388	1.6388	1.6383
S1	1.6368	1.6368	1.6384	1.6358
S2	1.6347	1.6347	1.6380
S3	1.6306	1.6327	1.6377
S4	1.6265	1.6286	1.6365

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6888	1.6820	1.6493
R3	1.6709	1.6641	1.6444
R2	1.6530	1.6530	1.6428
R1	1.6462	1.6462	1.6411	1.6407
PP	1.6351	1.6351	1.6351	1.6323
S1	1.6283	1.6283	1.6379	1.6228
S2	1.6172	1.6172	1.6362
S3	1.5993	1.6104	1.6346
S4	1.5814	1.5925	1.6297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6409	1.6239	0.0170	1.0%	0.0077	0.5%	88%	True	False	268
10	1.6601	1.6239	0.0362	2.2%	0.0085	0.5%	41%	False	False	302
20	1.6648	1.6239	0.0409	2.5%	0.0094	0.6%	36%	False	False	294
40	1.6648	1.6194	0.0454	2.8%	0.0077	0.5%	43%	False	False	173
60	1.6648	1.5995	0.0653	4.0%	0.0060	0.4%	60%	False	False	292
80	1.6648	1.5864	0.0784	4.8%	0.0046	0.3%	67%	False	False	228
100	1.6648	1.5864	0.0784	4.8%	0.0037	0.2%	67%	False	False	187
120	1.6648	1.5466	0.1182	7.2%	0.0031	0.2%	78%	False	False	160

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	0.0018
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	1.6583
2.618	1.6516
1.618	1.6475
1.000	1.6450
0.618	1.6434
HIGH	1.6409
0.618	1.6393
0.500	1.6389
0.382	1.6384
LOW	1.6368
0.618	1.6343
1.000	1.6327
1.618	1.6302
2.618	1.6261
4.250	1.6194

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	1.6389	1.6370
PP	1.6388	1.6352
S1	1.6388	1.6334

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

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