CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	1.6615	1.6584	-0.0031	-0.2%	1.6637
High	1.6653	1.6596	-0.0057	-0.3%	1.6675
Low	1.6560	1.6545	-0.0015	-0.1%	1.6545
Close	1.6579	1.6570	-0.0009	-0.1%	1.6570
Range	0.0093	0.0051	-0.0042	-45.2%	0.0130
ATR	0.0080	0.0078	-0.0002	-2.6%	0.0000
Volume	95,016	80,285	-14,731	-15.5%	376,673

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6723	1.6698	1.6598
R3	1.6672	1.6647	1.6584
R2	1.6621	1.6621	1.6579
R1	1.6596	1.6596	1.6575	1.6583
PP	1.6570	1.6570	1.6570	1.6564
S1	1.6545	1.6545	1.6565	1.6532
S2	1.6519	1.6519	1.6561
S3	1.6468	1.6494	1.6556
S4	1.6417	1.6443	1.6542

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6987	1.6908	1.6642
R3	1.6857	1.6778	1.6606
R2	1.6727	1.6727	1.6594
R1	1.6648	1.6648	1.6582	1.6623
PP	1.6597	1.6597	1.6597	1.6584
S1	1.6518	1.6518	1.6558	1.6493
S2	1.6467	1.6467	1.6546
S3	1.6337	1.6388	1.6534
S4	1.6207	1.6258	1.6499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6675	1.6545	0.0130	0.8%	0.0063	0.4%	19%	False	True	75,334
10	1.6675	1.6455	0.0220	1.3%	0.0069	0.4%	52%	False	False	76,046
20	1.6729	1.6455	0.0274	1.7%	0.0078	0.5%	42%	False	False	76,586
40	1.6805	1.6294	0.0511	3.1%	0.0086	0.5%	54%	False	False	40,525
60	1.6805	1.6239	0.0566	3.4%	0.0089	0.5%	58%	False	False	27,107
80	1.6805	1.6194	0.0611	3.7%	0.0081	0.5%	62%	False	False	20,405
100	1.6805	1.5864	0.0941	5.7%	0.0069	0.4%	75%	False	False	16,379
120	1.6805	1.5864	0.0941	5.7%	0.0058	0.3%	75%	False	False	13,656

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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6813
2.618	1.6730
1.618	1.6679
1.000	1.6647
0.618	1.6628
HIGH	1.6596
0.618	1.6577
0.500	1.6571
0.382	1.6564
LOW	1.6545
0.618	1.6513
1.000	1.6494
1.618	1.6462
2.618	1.6411
4.250	1.6328

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	1.6571	1.6601
PP	1.6570	1.6590
S1	1.6570	1.6580

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

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