CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 25-Apr-2014

Day Change Summary
	Previous	Current
	24-Apr-2014	25-Apr-2014	Change	Change %	Previous Week
Open	1.6773	1.6795	0.0022	0.1%	1.6797
High	1.6801	1.6828	0.0027	0.2%	1.6833
Low	1.6759	1.6783	0.0024	0.1%	1.6755
Close	1.6792	1.6794	0.0002	0.0%	1.6794
Range	0.0042	0.0045	0.0003	7.1%	0.0078
ATR	0.0072	0.0070	-0.0002	-2.7%	0.0000
Volume	52,915	52,956	41	0.1%	253,519

Daily Pivots for day following 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6937	1.6910	1.6819
R3	1.6892	1.6865	1.6806
R2	1.6847	1.6847	1.6802
R1	1.6820	1.6820	1.6798	1.6811
PP	1.6802	1.6802	1.6802	1.6797
S1	1.6775	1.6775	1.6790	1.6766
S2	1.6757	1.6757	1.6786
S3	1.6712	1.6730	1.6782
S4	1.6667	1.6685	1.6769

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7028	1.6989	1.6837
R3	1.6950	1.6911	1.6815
R2	1.6872	1.6872	1.6808
R1	1.6833	1.6833	1.6801	1.6814
PP	1.6794	1.6794	1.6794	1.6784
S1	1.6755	1.6755	1.6787	1.6736
S2	1.6716	1.6716	1.6780
S3	1.6638	1.6677	1.6773
S4	1.6560	1.6599	1.6751

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6833	1.6755	0.0078	0.5%	0.0050	0.3%	50%	False	False	50,703
10	1.6834	1.6640	0.0194	1.2%	0.0063	0.4%	79%	False	False	58,313
20	1.6834	1.6545	0.0289	1.7%	0.0068	0.4%	86%	False	False	66,479
40	1.6834	1.6455	0.0379	2.3%	0.0077	0.5%	89%	False	False	62,052
60	1.6834	1.6239	0.0595	3.5%	0.0083	0.5%	93%	False	False	41,824
80	1.6834	1.6239	0.0595	3.5%	0.0084	0.5%	93%	False	False	31,415
100	1.6834	1.6194	0.0640	3.8%	0.0077	0.5%	94%	False	False	25,241
120	1.6834	1.5864	0.0970	5.8%	0.0066	0.4%	96%	False	False	21,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7019
2.618	1.6946
1.618	1.6901
1.000	1.6873
0.618	1.6856
HIGH	1.6828
0.618	1.6811
0.500	1.6806
0.382	1.6800
LOW	1.6783
0.618	1.6755
1.000	1.6738
1.618	1.6710
2.618	1.6665
4.250	1.6592

Fisher Pivots for day following 25-Apr-2014
Pivot	1 day	3 day
R1	1.6806	1.6793
PP	1.6802	1.6793
S1	1.6798	1.6792

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

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