CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	1.6648	1.6650	0.0002	0.0%	1.6619
High	1.6703	1.6728	0.0025	0.1%	1.6752
Low	1.6627	1.6643	0.0016	0.1%	1.6570
Close	1.6661	1.6702	0.0041	0.2%	1.6746
Range	0.0076	0.0085	0.0009	11.8%	0.0182
ATR	0.0093	0.0092	-0.0001	-0.6%	0.0000
Volume	6,468	5,718	-750	-11.6%	8,107

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6946	1.6909	1.6749
R3	1.6861	1.6824	1.6725
R2	1.6776	1.6776	1.6718
R1	1.6739	1.6739	1.6710	1.6758
PP	1.6691	1.6691	1.6691	1.6700
S1	1.6654	1.6654	1.6694	1.6673
S2	1.6606	1.6606	1.6686
S3	1.6521	1.6569	1.6679
S4	1.6436	1.6484	1.6655

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7235	1.7173	1.6846
R3	1.7053	1.6991	1.6796
R2	1.6871	1.6871	1.6779
R1	1.6809	1.6809	1.6763	1.6840
PP	1.6689	1.6689	1.6689	1.6705
S1	1.6627	1.6627	1.6729	1.6658
S2	1.6507	1.6507	1.6713
S3	1.6325	1.6445	1.6696
S4	1.6143	1.6263	1.6646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6752	1.6608	0.0144	0.9%	0.0085	0.5%	65%	False	False	3,625
10	1.6752	1.6570	0.0182	1.1%	0.0087	0.5%	73%	False	False	3,671
20	1.6805	1.6239	0.0566	3.4%	0.0093	0.6%	82%	False	False	2,153
40	1.6805	1.6239	0.0566	3.4%	0.0093	0.6%	82%	False	False	1,203
60	1.6805	1.6194	0.0611	3.7%	0.0080	0.5%	83%	False	False	986
80	1.6805	1.5864	0.0941	5.6%	0.0065	0.4%	89%	False	False	746
100	1.6805	1.5864	0.0941	5.6%	0.0052	0.3%	89%	False	False	602
120	1.6805	1.5784	0.1021	6.1%	0.0044	0.3%	90%	False	False	505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7089
2.618	1.6951
1.618	1.6866
1.000	1.6813
0.618	1.6781
HIGH	1.6728
0.618	1.6696
0.500	1.6686
0.382	1.6675
LOW	1.6643
0.618	1.6590
1.000	1.6558
1.618	1.6505
2.618	1.6420
4.250	1.6282

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	1.6697	1.6697
PP	1.6691	1.6692
S1	1.6686	1.6687

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

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