CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	1.6662	1.6655	-0.0007	0.0%	1.6741
High	1.6689	1.6680	-0.0009	-0.1%	1.6805
Low	1.6609	1.6608	-0.0001	0.0%	1.6600
Close	1.6650	1.6672	0.0022	0.1%	1.6632
Range	0.0080	0.0072	-0.0008	-10.0%	0.0205
ATR	0.0095	0.0094	-0.0002	-1.7%	0.0000
Volume	871	966	95	10.9%	16,774

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6869	1.6843	1.6712
R3	1.6797	1.6771	1.6692
R2	1.6725	1.6725	1.6685
R1	1.6699	1.6699	1.6679	1.6712
PP	1.6653	1.6653	1.6653	1.6660
S1	1.6627	1.6627	1.6665	1.6640
S2	1.6581	1.6581	1.6659
S3	1.6509	1.6555	1.6652
S4	1.6437	1.6483	1.6632

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%	72%	False	False	1,226
10	1.6805	1.6570	0.0235	1.4%	0.0094	0.6%	43%	False	False	2,330
20	1.6805	1.6239	0.0566	3.4%	0.0096	0.6%	77%	False	False	1,367
40	1.6805	1.6239	0.0566	3.4%	0.0092	0.6%	77%	False	False	778
60	1.6805	1.6194	0.0611	3.7%	0.0078	0.5%	78%	False	False	701
80	1.6805	1.5864	0.0941	5.6%	0.0061	0.4%	86%	False	False	536
100	1.6805	1.5864	0.0941	5.6%	0.0049	0.3%	86%	False	False	431
120	1.6805	1.5605	0.1200	7.2%	0.0041	0.2%	89%	False	False	362

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6986
2.618	1.6868
1.618	1.6796
1.000	1.6752
0.618	1.6724
HIGH	1.6680
0.618	1.6652
0.500	1.6644
0.382	1.6636
LOW	1.6608
0.618	1.6564
1.000	1.6536
1.618	1.6492
2.618	1.6420
4.250	1.6302

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	1.6663	1.6668
PP	1.6653	1.6664
S1	1.6644	1.6660

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

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