CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 29-Apr-2014

Day Change Summary
	Previous	Current
	28-Apr-2014	29-Apr-2014	Change	Change %	Previous Week
Open	1.6800	1.6802	0.0002	0.0%	1.6797
High	1.6853	1.6841	-0.0012	-0.1%	1.6833
Low	1.6770	1.6787	0.0017	0.1%	1.6755
Close	1.6806	1.6825	0.0019	0.1%	1.6794
Range	0.0083	0.0054	-0.0029	-34.9%	0.0078
ATR	0.0071	0.0070	-0.0001	-1.7%	0.0000
Volume	74,149	76,977	2,828	3.8%	253,519

Daily Pivots for day following 29-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6980	1.6956	1.6855
R3	1.6926	1.6902	1.6840
R2	1.6872	1.6872	1.6835
R1	1.6848	1.6848	1.6830	1.6860
PP	1.6818	1.6818	1.6818	1.6824
S1	1.6794	1.6794	1.6820	1.6806
S2	1.6764	1.6764	1.6815
S3	1.6710	1.6740	1.6810
S4	1.6656	1.6686	1.6795

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	1.6853	1.6755	0.0098	0.6%	0.0060	0.4%	71%	False	False	66,298
10	1.6853	1.6640	0.0213	1.3%	0.0065	0.4%	87%	False	False	61,253
20	1.6853	1.6545	0.0308	1.8%	0.0068	0.4%	91%	False	False	66,368
40	1.6853	1.6455	0.0398	2.4%	0.0075	0.4%	93%	False	False	65,706
60	1.6853	1.6239	0.0614	3.6%	0.0082	0.5%	95%	False	False	44,328
80	1.6853	1.6239	0.0614	3.6%	0.0084	0.5%	95%	False	False	33,304
100	1.6853	1.6194	0.0659	3.9%	0.0077	0.5%	96%	False	False	26,752
120	1.6853	1.5864	0.0989	5.9%	0.0067	0.4%	97%	False	False	22,300

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7071
2.618	1.6982
1.618	1.6928
1.000	1.6895
0.618	1.6874
HIGH	1.6841
0.618	1.6820
0.500	1.6814
0.382	1.6808
LOW	1.6787
0.618	1.6754
1.000	1.6733
1.618	1.6700
2.618	1.6646
4.250	1.6558

Fisher Pivots for day following 29-Apr-2014
Pivot	1 day	3 day
R1	1.6821	1.6821
PP	1.6818	1.6816
S1	1.6814	1.6812

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

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