CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	1.6819	1.6773	-0.0046	-0.3%	1.6729
High	1.6829	1.6801	-0.0028	-0.2%	1.6834
Low	1.6755	1.6759	0.0004	0.0%	1.6640
Close	1.6774	1.6792	0.0018	0.1%	1.6791
Range	0.0074	0.0042	-0.0032	-43.2%	0.0194
ATR	0.0074	0.0072	-0.0002	-3.1%	0.0000
Volume	74,493	52,915	-21,578	-29.0%	266,233

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6910	1.6893	1.6815
R3	1.6868	1.6851	1.6804
R2	1.6826	1.6826	1.6800
R1	1.6809	1.6809	1.6796	1.6818
PP	1.6784	1.6784	1.6784	1.6788
S1	1.6767	1.6767	1.6788	1.6776
S2	1.6742	1.6742	1.6784
S3	1.6700	1.6725	1.6780
S4	1.6658	1.6683	1.6769

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	1.6755	0.0079	0.5%	0.0052	0.3%	47%	False	False	50,773
10	1.6834	1.6640	0.0194	1.2%	0.0065	0.4%	78%	False	False	59,855
20	1.6834	1.6545	0.0289	1.7%	0.0070	0.4%	85%	False	False	68,424
40	1.6834	1.6455	0.0379	2.3%	0.0077	0.5%	89%	False	False	60,752
60	1.6834	1.6239	0.0595	3.5%	0.0083	0.5%	93%	False	False	40,946
80	1.6834	1.6239	0.0595	3.5%	0.0084	0.5%	93%	False	False	30,754
100	1.6834	1.6194	0.0640	3.8%	0.0077	0.5%	93%	False	False	24,712
120	1.6834	1.5864	0.0970	5.8%	0.0066	0.4%	96%	False	False	20,600

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6980
2.618	1.6911
1.618	1.6869
1.000	1.6843
0.618	1.6827
HIGH	1.6801
0.618	1.6785
0.500	1.6780
0.382	1.6775
LOW	1.6759
0.618	1.6733
1.000	1.6717
1.618	1.6691
2.618	1.6649
4.250	1.6581

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	1.6788	1.6794
PP	1.6784	1.6793
S1	1.6780	1.6793

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

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