CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	1.6790	1.6797	0.0007	0.0%	1.6729
High	1.6834	1.6812	-0.0022	-0.1%	1.6834
Low	1.6779	1.6776	-0.0003	0.0%	1.6640
Close	1.6791	1.6793	0.0002	0.0%	1.6791
Range	0.0055	0.0036	-0.0019	-34.5%	0.0194
ATR	0.0079	0.0076	-0.0003	-3.9%	0.0000
Volume	53,303	19,257	-34,046	-63.9%	266,233

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6902	1.6883	1.6813
R3	1.6866	1.6847	1.6803
R2	1.6830	1.6830	1.6800
R1	1.6811	1.6811	1.6796	1.6803
PP	1.6794	1.6794	1.6794	1.6789
S1	1.6775	1.6775	1.6790	1.6767
S2	1.6758	1.6758	1.6786
S3	1.6722	1.6739	1.6783
S4	1.6686	1.6703	1.6773

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7337	1.7258	1.6898
R3	1.7143	1.7064	1.6844
R2	1.6949	1.6949	1.6827
R1	1.6870	1.6870	1.6809	1.6910
PP	1.6755	1.6755	1.6755	1.6775
S1	1.6676	1.6676	1.6773	1.6716
S2	1.6561	1.6561	1.6755
S3	1.6367	1.6482	1.6738
S4	1.6173	1.6288	1.6684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6834	1.6640	0.0194	1.2%	0.0070	0.4%	79%	False	False	57,098
10	1.6834	1.6556	0.0278	1.7%	0.0077	0.5%	85%	False	False	65,219
20	1.6834	1.6455	0.0379	2.3%	0.0073	0.4%	89%	False	False	70,632
40	1.6834	1.6455	0.0379	2.3%	0.0080	0.5%	89%	False	False	56,317
60	1.6834	1.6239	0.0595	3.5%	0.0087	0.5%	93%	False	False	37,941
80	1.6834	1.6239	0.0595	3.5%	0.0084	0.5%	93%	False	False	28,487
100	1.6834	1.6122	0.0712	4.2%	0.0076	0.5%	94%	False	False	22,899
120	1.6834	1.5864	0.0970	5.8%	0.0064	0.4%	96%	False	False	19,090

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	1.6965
2.618	1.6906
1.618	1.6870
1.000	1.6848
0.618	1.6834
HIGH	1.6812
0.618	1.6798
0.500	1.6794
0.382	1.6790
LOW	1.6776
0.618	1.6754
1.000	1.6740
1.618	1.6718
2.618	1.6682
4.250	1.6623

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	1.6794	1.6786
PP	1.6794	1.6780
S1	1.6793	1.6773

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

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