CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	1.6716	1.6759	0.0043	0.3%	1.6830
High	1.6776	1.6764	-0.0012	-0.1%	1.6880
Low	1.6715	1.6724	0.0009	0.1%	1.6691
Close	1.6762	1.6744	-0.0018	-0.1%	1.6762
Range	0.0061	0.0040	-0.0021	-34.4%	0.0189
ATR	0.0073	0.0071	-0.0002	-3.2%	0.0000
Volume	81,795	75,139	-6,656	-8.1%	339,393

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6864	1.6844	1.6766
R3	1.6824	1.6804	1.6755
R2	1.6784	1.6784	1.6751
R1	1.6764	1.6764	1.6748	1.6754
PP	1.6744	1.6744	1.6744	1.6739
S1	1.6724	1.6724	1.6740	1.6714
S2	1.6704	1.6704	1.6737
S3	1.6664	1.6684	1.6733
S4	1.6624	1.6644	1.6722

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7345	1.7242	1.6866
R3	1.7156	1.7053	1.6814
R2	1.6967	1.6967	1.6797
R1	1.6864	1.6864	1.6779	1.6821
PP	1.6778	1.6778	1.6778	1.6756
S1	1.6675	1.6675	1.6745	1.6632
S2	1.6589	1.6589	1.6727
S3	1.6400	1.6486	1.6710
S4	1.6211	1.6297	1.6658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6880	1.6691	0.0189	1.1%	0.0074	0.4%	28%	False	False	82,906
10	1.6919	1.6691	0.0228	1.4%	0.0069	0.4%	23%	False	False	74,754
20	1.6992	1.6691	0.0301	1.8%	0.0072	0.4%	18%	False	False	75,309
40	1.6992	1.6545	0.0447	2.7%	0.0071	0.4%	45%	False	False	71,393
60	1.6992	1.6455	0.0537	3.2%	0.0074	0.4%	54%	False	False	72,194
80	1.6992	1.6259	0.0733	4.4%	0.0079	0.5%	66%	False	False	54,959
100	1.6992	1.6239	0.0753	4.5%	0.0082	0.5%	67%	False	False	44,018
120	1.6992	1.6194	0.0798	4.8%	0.0078	0.5%	69%	False	False	36,754

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.6934
2.618	1.6869
1.618	1.6829
1.000	1.6804
0.618	1.6789
HIGH	1.6764
0.618	1.6749
0.500	1.6744
0.382	1.6739
LOW	1.6724
0.618	1.6699
1.000	1.6684
1.618	1.6659
2.618	1.6619
4.250	1.6554

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	1.6744	1.6741
PP	1.6744	1.6737
S1	1.6744	1.6734

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

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