CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	1.6568	1.6597	0.0029	0.2%	1.6466
High	1.6638	1.6643	0.0005	0.0%	1.6643
Low	1.6546	1.6590	0.0044	0.3%	1.6455
Close	1.6606	1.6635	0.0029	0.2%	1.6635
Range	0.0092	0.0053	-0.0039	-42.4%	0.0188
ATR	0.0087	0.0084	-0.0002	-2.8%	0.0000
Volume	91,858	66,472	-25,386	-27.6%	383,790

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6782	1.6761	1.6664
R3	1.6729	1.6708	1.6650
R2	1.6676	1.6676	1.6645
R1	1.6655	1.6655	1.6640	1.6666
PP	1.6623	1.6623	1.6623	1.6628
S1	1.6602	1.6602	1.6630	1.6613
S2	1.6570	1.6570	1.6625
S3	1.6517	1.6549	1.6620
S4	1.6464	1.6496	1.6606

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7142	1.7076	1.6738
R3	1.6954	1.6888	1.6687
R2	1.6766	1.6766	1.6669
R1	1.6700	1.6700	1.6652	1.6733
PP	1.6578	1.6578	1.6578	1.6594
S1	1.6512	1.6512	1.6618	1.6545
S2	1.6390	1.6390	1.6601
S3	1.6202	1.6324	1.6583
S4	1.6014	1.6136	1.6532

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6643	1.6455	0.0188	1.1%	0.0075	0.4%	96%	True	False	76,758
10	1.6655	1.6455	0.0200	1.2%	0.0082	0.5%	90%	False	False	81,781
20	1.6773	1.6455	0.0318	1.9%	0.0084	0.5%	57%	False	False	60,785
40	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	70%	False	False	31,141
60	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	70%	False	False	20,835
80	1.6805	1.6194	0.0611	3.7%	0.0080	0.5%	72%	False	False	15,762
100	1.6805	1.5864	0.0941	5.7%	0.0066	0.4%	82%	False	False	12,618
120	1.6805	1.5864	0.0941	5.7%	0.0055	0.3%	82%	False	False	10,517

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6868
2.618	1.6782
1.618	1.6729
1.000	1.6696
0.618	1.6676
HIGH	1.6643
0.618	1.6623
0.500	1.6617
0.382	1.6610
LOW	1.6590
0.618	1.6557
1.000	1.6537
1.618	1.6504
2.618	1.6451
4.250	1.6365

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	1.6629	1.6614
PP	1.6623	1.6592
S1	1.6617	1.6571

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

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