CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 10-Apr-2014

Day Change Summary
	Previous	Current
	09-Apr-2014	10-Apr-2014	Change	Change %	Previous Week
Open	1.6738	1.6782	0.0044	0.3%	1.6637
High	1.6793	1.6812	0.0019	0.1%	1.6675
Low	1.6716	1.6746	0.0030	0.2%	1.6545
Close	1.6785	1.6779	-0.0006	0.0%	1.6570
Range	0.0077	0.0066	-0.0011	-14.3%	0.0130
ATR	0.0081	0.0080	-0.0001	-1.3%	0.0000
Volume	77,408	68,371	-9,037	-11.7%	376,673

Daily Pivots for day following 10-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6977	1.6944	1.6815
R3	1.6911	1.6878	1.6797
R2	1.6845	1.6845	1.6791
R1	1.6812	1.6812	1.6785	1.6796
PP	1.6779	1.6779	1.6779	1.6771
S1	1.6746	1.6746	1.6773	1.6730
S2	1.6713	1.6713	1.6767
S3	1.6647	1.6680	1.6761
S4	1.6581	1.6614	1.6743

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	1.6812	1.6545	0.0267	1.6%	0.0080	0.5%	88%	True	False	76,719
10	1.6812	1.6545	0.0267	1.6%	0.0072	0.4%	88%	True	False	74,645
20	1.6812	1.6455	0.0357	2.1%	0.0078	0.5%	91%	True	False	79,358
40	1.6812	1.6455	0.0357	2.1%	0.0084	0.5%	91%	True	False	48,056
60	1.6812	1.6239	0.0573	3.4%	0.0090	0.5%	94%	True	False	32,148
80	1.6812	1.6194	0.0618	3.7%	0.0083	0.5%	95%	True	False	24,129
100	1.6812	1.6040	0.0772	4.6%	0.0072	0.4%	96%	True	False	19,412
120	1.6812	1.5864	0.0948	5.6%	0.0061	0.4%	97%	True	False	16,183

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.7093
2.618	1.6985
1.618	1.6919
1.000	1.6878
0.618	1.6853
HIGH	1.6812
0.618	1.6787
0.500	1.6779
0.382	1.6771
LOW	1.6746
0.618	1.6705
1.000	1.6680
1.618	1.6639
2.618	1.6573
4.250	1.6466

Fisher Pivots for day following 10-Apr-2014
Pivot	1 day	3 day
R1	1.6779	1.6754
PP	1.6779	1.6730
S1	1.6779	1.6705

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

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