CME British Pound Future September 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	1.6804	1.6759	-0.0045	-0.3%	1.6699
High	1.6812	1.6785	-0.0027	-0.2%	1.6816
Low	1.6745	1.6749	0.0004	0.0%	1.6665
Close	1.6761	1.6779	0.0018	0.1%	1.6778
Range	0.0067	0.0036	-0.0031	-46.3%	0.0151
ATR	0.0059	0.0057	-0.0002	-2.8%	0.0000
Volume	88	501	413	469.3%	504

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6879	1.6865	1.6799
R3	1.6843	1.6829	1.6789
R2	1.6807	1.6807	1.6786
R1	1.6793	1.6793	1.6782	1.6800
PP	1.6771	1.6771	1.6771	1.6775
S1	1.6757	1.6757	1.6776	1.6764
S2	1.6735	1.6735	1.6772
S3	1.6699	1.6721	1.6769
S4	1.6663	1.6685	1.6759

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7206	1.7143	1.6861
R3	1.7055	1.6992	1.6820
R2	1.6904	1.6904	1.6806
R1	1.6841	1.6841	1.6792	1.6873
PP	1.6753	1.6753	1.6753	1.6769
S1	1.6690	1.6690	1.6764	1.6722
S2	1.6602	1.6602	1.6750
S3	1.6451	1.6539	1.6736
S4	1.6300	1.6388	1.6695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6818	1.6745	0.0073	0.4%	0.0044	0.3%	47%	False	False	145
10	1.6818	1.6665	0.0153	0.9%	0.0049	0.3%	75%	False	False	182
20	1.6818	1.6544	0.0274	1.6%	0.0056	0.3%	86%	False	False	140
40	1.6818	1.6448	0.0370	2.2%	0.0047	0.3%	89%	False	False	85
60	1.6818	1.6241	0.0577	3.4%	0.0033	0.2%	93%	False	False	58
80	1.6818	1.6241	0.0577	3.4%	0.0025	0.1%	93%	False	False	44
100	1.6818	1.6230	0.0588	3.5%	0.0020	0.1%	93%	False	False	36
120	1.6818	1.5851	0.0967	5.8%	0.0018	0.1%	96%	False	False	31

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6938
2.618	1.6879
1.618	1.6843
1.000	1.6821
0.618	1.6807
HIGH	1.6785
0.618	1.6771
0.500	1.6767
0.382	1.6763
LOW	1.6749
0.618	1.6727
1.000	1.6713
1.618	1.6691
2.618	1.6655
4.250	1.6596

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	1.6775	1.6782
PP	1.6771	1.6781
S1	1.6767	1.6780

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

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