CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 19-May-2014

Day Change Summary
	Previous	Current
	16-May-2014	19-May-2014	Change	Change %	Previous Week
Open	1.6786	1.6819	0.0033	0.2%	1.6848
High	1.6840	1.6842	0.0002	0.0%	1.6899
Low	1.6780	1.6802	0.0022	0.1%	1.6727
Close	1.6817	1.6814	-0.0003	0.0%	1.6817
Range	0.0060	0.0040	-0.0020	-33.3%	0.0172
ATR	0.0073	0.0071	-0.0002	-3.2%	0.0000
Volume	61,760	53,132	-8,628	-14.0%	376,223

Daily Pivots for day following 19-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6939	1.6917	1.6836
R3	1.6899	1.6877	1.6825
R2	1.6859	1.6859	1.6821
R1	1.6837	1.6837	1.6818	1.6828
PP	1.6819	1.6819	1.6819	1.6815
S1	1.6797	1.6797	1.6810	1.6788
S2	1.6779	1.6779	1.6807
S3	1.6739	1.6757	1.6803
S4	1.6699	1.6717	1.6792

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7330	1.7246	1.6912
R3	1.7158	1.7074	1.6864
R2	1.6986	1.6986	1.6849
R1	1.6902	1.6902	1.6833	1.6858
PP	1.6814	1.6814	1.6814	1.6793
S1	1.6730	1.6730	1.6801	1.6686
S2	1.6642	1.6642	1.6785
S3	1.6470	1.6558	1.6770
S4	1.6298	1.6386	1.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6879	1.6727	0.0152	0.9%	0.0072	0.4%	57%	False	False	75,474
10	1.6992	1.6727	0.0265	1.6%	0.0075	0.4%	33%	False	False	78,195
20	1.6992	1.6727	0.0265	1.6%	0.0068	0.4%	33%	False	False	71,441
40	1.6992	1.6455	0.0537	3.2%	0.0071	0.4%	67%	False	False	71,037
60	1.6992	1.6455	0.0537	3.2%	0.0076	0.5%	67%	False	False	61,358
80	1.6992	1.6239	0.0753	4.5%	0.0082	0.5%	76%	False	False	46,316
100	1.6992	1.6239	0.0753	4.5%	0.0081	0.5%	76%	False	False	37,078
120	1.6992	1.6122	0.0870	5.2%	0.0075	0.4%	80%	False	False	30,990

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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.7012
2.618	1.6947
1.618	1.6907
1.000	1.6882
0.618	1.6867
HIGH	1.6842
0.618	1.6827
0.500	1.6822
0.382	1.6817
LOW	1.6802
0.618	1.6777
1.000	1.6762
1.618	1.6737
2.618	1.6697
4.250	1.6632

Fisher Pivots for day following 19-May-2014
Pivot	1 day	3 day
R1	1.6822	1.6804
PP	1.6819	1.6794
S1	1.6817	1.6785

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

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