CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 02-Apr-2014

Day Change Summary
	Previous	Current
	01-Apr-2014	02-Apr-2014	Change	Change %	Previous Week
Open	1.6653	1.6622	-0.0031	-0.2%	1.6466
High	1.6666	1.6656	-0.0010	-0.1%	1.6643
Low	1.6610	1.6612	0.0002	0.0%	1.6455
Close	1.6620	1.6616	-0.0004	0.0%	1.6635
Range	0.0056	0.0044	-0.0012	-21.4%	0.0188
ATR	0.0082	0.0079	-0.0003	-3.3%	0.0000
Volume	60,689	53,794	-6,895	-11.4%	383,790

Daily Pivots for day following 02-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6760	1.6732	1.6640
R3	1.6716	1.6688	1.6628
R2	1.6672	1.6672	1.6624
R1	1.6644	1.6644	1.6620	1.6636
PP	1.6628	1.6628	1.6628	1.6624
S1	1.6600	1.6600	1.6612	1.6592
S2	1.6584	1.6584	1.6608
S3	1.6540	1.6556	1.6604
S4	1.6496	1.6512	1.6592

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	1.6546	0.0129	0.8%	0.0063	0.4%	54%	False	False	71,940
10	1.6675	1.6455	0.0220	1.3%	0.0068	0.4%	73%	False	False	73,115
20	1.6773	1.6455	0.0318	1.9%	0.0079	0.5%	51%	False	False	70,158
40	1.6805	1.6239	0.0566	3.4%	0.0086	0.5%	67%	False	False	36,156
60	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	67%	False	False	24,188
80	1.6805	1.6194	0.0611	3.7%	0.0080	0.5%	69%	False	False	18,279
100	1.6805	1.5864	0.0941	5.7%	0.0068	0.4%	80%	False	False	14,629
120	1.6805	1.5864	0.0941	5.7%	0.0057	0.3%	80%	False	False	12,195

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	1.6843
2.618	1.6771
1.618	1.6727
1.000	1.6700
0.618	1.6683
HIGH	1.6656
0.618	1.6639
0.500	1.6634
0.382	1.6629
LOW	1.6612
0.618	1.6585
1.000	1.6568
1.618	1.6541
2.618	1.6497
4.250	1.6425

Fisher Pivots for day following 02-Apr-2014
Pivot	1 day	3 day
R1	1.6634	1.6639
PP	1.6628	1.6631
S1	1.6622	1.6624

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

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