CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	1.6610	1.6612	0.0002	0.0%	1.6717
High	1.6710	1.6645	-0.0065	-0.4%	1.6729
Low	1.6595	1.6576	-0.0019	-0.1%	1.6557
Close	1.6604	1.6619	0.0015	0.1%	1.6619
Range	0.0115	0.0069	-0.0046	-40.0%	0.0172
ATR	0.0091	0.0089	-0.0002	-1.7%	0.0000
Volume	93,448	89,368	-4,080	-4.4%	337,229

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6820	1.6789	1.6657
R3	1.6751	1.6720	1.6638
R2	1.6682	1.6682	1.6632
R1	1.6651	1.6651	1.6625	1.6667
PP	1.6613	1.6613	1.6613	1.6621
S1	1.6582	1.6582	1.6613	1.6598
S2	1.6544	1.6544	1.6606
S3	1.6475	1.6513	1.6600
S4	1.6406	1.6444	1.6581

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7151	1.7057	1.6714
R3	1.6979	1.6885	1.6666
R2	1.6807	1.6807	1.6651
R1	1.6713	1.6713	1.6635	1.6674
PP	1.6635	1.6635	1.6635	1.6616
S1	1.6541	1.6541	1.6603	1.6502
S2	1.6463	1.6463	1.6587
S3	1.6291	1.6369	1.6572
S4	1.6119	1.6197	1.6524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6729	1.6557	0.0172	1.0%	0.0085	0.5%	36%	False	False	67,445
10	1.6773	1.6557	0.0216	1.3%	0.0086	0.5%	29%	False	False	39,790
20	1.6805	1.6557	0.0248	1.5%	0.0091	0.5%	25%	False	False	21,171
40	1.6805	1.6239	0.0566	3.4%	0.0094	0.6%	67%	False	False	10,770
60	1.6805	1.6194	0.0611	3.7%	0.0085	0.5%	70%	False	False	7,208
80	1.6805	1.6062	0.0743	4.5%	0.0071	0.4%	75%	False	False	5,542
100	1.6805	1.5864	0.0941	5.7%	0.0058	0.4%	80%	False	False	4,441
120	1.6805	1.5864	0.0941	5.7%	0.0049	0.3%	80%	False	False	3,704

Crabel Price Patterns
NR	True
NR4	False
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	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6938
2.618	1.6826
1.618	1.6757
1.000	1.6714
0.618	1.6688
HIGH	1.6645
0.618	1.6619
0.500	1.6611
0.382	1.6602
LOW	1.6576
0.618	1.6533
1.000	1.6507
1.618	1.6464
2.618	1.6395
4.250	1.6283

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	1.6616	1.6634
PP	1.6613	1.6629
S1	1.6611	1.6624

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

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