CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	1.6637	1.6653	0.0016	0.1%	1.6466
High	1.6675	1.6666	-0.0009	-0.1%	1.6643
Low	1.6603	1.6610	0.0007	0.0%	1.6455
Close	1.6662	1.6620	-0.0042	-0.3%	1.6635
Range	0.0072	0.0056	-0.0016	-22.2%	0.0188
ATR	0.0083	0.0082	-0.0002	-2.4%	0.0000
Volume	86,889	60,689	-26,200	-30.2%	383,790

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6800	1.6766	1.6651
R3	1.6744	1.6710	1.6635
R2	1.6688	1.6688	1.6630
R1	1.6654	1.6654	1.6625	1.6643
PP	1.6632	1.6632	1.6632	1.6627
S1	1.6598	1.6598	1.6615	1.6587
S2	1.6576	1.6576	1.6610
S3	1.6520	1.6542	1.6605
S4	1.6464	1.6486	1.6589

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	1.6675	1.6499	0.0176	1.1%	0.0072	0.4%	69%	False	False	76,065
10	1.6675	1.6455	0.0220	1.3%	0.0078	0.5%	75%	False	False	79,597
20	1.6773	1.6455	0.0318	1.9%	0.0081	0.5%	52%	False	False	67,755
40	1.6805	1.6239	0.0566	3.4%	0.0087	0.5%	67%	False	False	34,815
60	1.6805	1.6239	0.0566	3.4%	0.0090	0.5%	67%	False	False	23,293
80	1.6805	1.6194	0.0611	3.7%	0.0079	0.5%	70%	False	False	17,607
100	1.6805	1.5864	0.0941	5.7%	0.0068	0.4%	80%	False	False	14,094
120	1.6805	1.5864	0.0941	5.7%	0.0056	0.3%	80%	False	False	11,747

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6904
2.618	1.6813
1.618	1.6757
1.000	1.6722
0.618	1.6701
HIGH	1.6666
0.618	1.6645
0.500	1.6638
0.382	1.6631
LOW	1.6610
0.618	1.6575
1.000	1.6554
1.618	1.6519
2.618	1.6463
4.250	1.6372

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	1.6638	1.6633
PP	1.6632	1.6628
S1	1.6626	1.6624

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

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