CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	1.6644	1.6662	0.0018	0.1%	1.6741
High	1.6712	1.6689	-0.0023	-0.1%	1.6805
Low	1.6629	1.6609	-0.0020	-0.1%	1.6600
Close	1.6663	1.6650	-0.0013	-0.1%	1.6632
Range	0.0083	0.0080	-0.0003	-3.6%	0.0205
ATR	0.0096	0.0095	-0.0001	-1.2%	0.0000
Volume	1,944	871	-1,073	-55.2%	16,774

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6889	1.6850	1.6694
R3	1.6809	1.6770	1.6672
R2	1.6729	1.6729	1.6665
R1	1.6690	1.6690	1.6657	1.6670
PP	1.6649	1.6649	1.6649	1.6639
S1	1.6610	1.6610	1.6643	1.6590
S2	1.6569	1.6569	1.6635
S3	1.6489	1.6530	1.6628
S4	1.6409	1.6450	1.6606

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7294	1.7168	1.6745
R3	1.7089	1.6963	1.6688
R2	1.6884	1.6884	1.6670
R1	1.6758	1.6758	1.6651	1.6719
PP	1.6679	1.6679	1.6679	1.6659
S1	1.6553	1.6553	1.6613	1.6514
S2	1.6474	1.6474	1.6594
S3	1.6269	1.6348	1.6576
S4	1.6064	1.6143	1.6519

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6712	1.6570	0.0142	0.9%	0.0088	0.5%	56%	False	False	3,717
10	1.6805	1.6411	0.0394	2.4%	0.0104	0.6%	61%	False	False	2,367
20	1.6805	1.6239	0.0566	3.4%	0.0095	0.6%	73%	False	False	1,335
40	1.6805	1.6239	0.0566	3.4%	0.0091	0.5%	73%	False	False	755
60	1.6805	1.6194	0.0611	3.7%	0.0077	0.5%	75%	False	False	685
80	1.6805	1.5864	0.0941	5.7%	0.0060	0.4%	84%	False	False	524
100	1.6805	1.5864	0.0941	5.7%	0.0048	0.3%	84%	False	False	422
120	1.6805	1.5563	0.1242	7.5%	0.0040	0.2%	88%	False	False	355

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.7029
2.618	1.6898
1.618	1.6818
1.000	1.6769
0.618	1.6738
HIGH	1.6689
0.618	1.6658
0.500	1.6649
0.382	1.6640
LOW	1.6609
0.618	1.6560
1.000	1.6529
1.618	1.6480
2.618	1.6400
4.250	1.6269

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	1.6650	1.6647
PP	1.6649	1.6644
S1	1.6649	1.6641

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

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